Login Page - Create Account

Support Board


Date/Time: Sat, 27 Apr 2024 03:20:25 +0000



grabbing stops/targets ticks away

View Count: 744

[2020-11-30 04:34:44]
User356762 - Posts: 37
hello,
i am doing a trading evaluator through you guys. the past few weeks countless times i have been taken out by my stop or my target (attached orders) while in a trade without price actually coming to the stop or target. this has been happening multiple times a week. for example i will have a stop 6 ticks away and i will get stopped out when price isnt even moving. at first i chalked it up to internet or lag, slippage but this is happening when price is almost at a stand still in globex. is there an explanation for this?
[2020-11-30 06:49:39]
Sierra Chart Engineering - Posts: 104368
We tested ESZ20 just now and we do not see any problem like this using the Trading Evaluator service.

What symbol do you notice this with? Next time you see this, give us the Internal Order ID of the order. You will find this in the Trade Orders window:
Trading Information Windows: Trade Orders Window

We will then look at the fill details of the order, and see what the market was actually doing at that time.
Sierra Chart Support - Engineering Level

Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy:
https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation

For the most reliable, advanced, and zero cost futures order routing, *change* to the Teton service:
Sierra Chart Teton Futures Order Routing
[2020-11-30 13:55:27]
User356762 - Posts: 37
i have only been trading ESz20. thank you, will do.
[2020-12-01 16:08:55]
User356762 - Posts: 37
i also have video recording of this. will be the most recent one. it was a long and i was stopped out 3 ticks away from my stop. on the video recording price does not even come close to my stop
Attachment Deleted.
imageScreenshot 2020-12-01 090600.png / V - Attached On 2020-12-01 16:07:23 UTC - Size: 37.55 KB - 187 views
imageScreenshot 2020-12-01 090630.png / V - Attached On 2020-12-01 16:07:39 UTC - Size: 29.48 KB - 183 views
[2020-12-01 22:49:14]
Sierra Chart Engineering - Posts: 104368
We need the Service Order ID of the order. You can find that in the Trade Orders window. We cannot help without that identifier.

Previously we asked for the Internal Order ID but we need the Service Order ID.

That is all we need. We simply do not need anything else. Screenshots and videos are not helpful and we did not request those.
Sierra Chart Support - Engineering Level

Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy:
https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation

For the most reliable, advanced, and zero cost futures order routing, *change* to the Teton service:
Sierra Chart Teton Futures Order Routing
Date Time Of Last Edit: 2020-12-01 22:49:38
[2020-12-02 02:48:53]
User356762 - Posts: 37
im pretty sure it was 618046
[2020-12-02 04:22:10]
Sierra Chart Engineering - Posts: 104368
This is a sell market order so it will fill immediately:
ActivityType  DateTime  Symbol  OrderActionSource  InternalOrderID  ServiceOrderID  OrderType  Quantity  BuySell  Price  Price2  OrderStatus  FillPrice  FilledQuantity  TradeAccount  OpenClose  ParentInternalOrderID  PositionQuantity  FillExecutionServiceID  HighDuringPosition  LowDuringPosition  Note  AccountBalance  ExchangeOrderID  ClientOrderID
Fills  2020-12-01 11:01:11.377  [Sim]ESZ20  Trade simulation fill. Bid: 3664.50 Ask: 3664.75 Last: 3664.50  618046  618046  Market  2  Sell      Filled  3664.50  2  ***  Close      618046.1  3665.50  3664.50    0.00    

Sierra Chart Support - Engineering Level

Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy:
https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation

For the most reliable, advanced, and zero cost futures order routing, *change* to the Teton service:
Sierra Chart Teton Futures Order Routing
[2020-12-02 04:41:34]
Sierra Chart Engineering - Posts: 104368
Just let us know when you have a problem with a stop or limit order and give us to service order ID and we will check.
Sierra Chart Support - Engineering Level

Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy:
https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation

For the most reliable, advanced, and zero cost futures order routing, *change* to the Teton service:
Sierra Chart Teton Futures Order Routing
[2020-12-02 14:35:57]
User356762 - Posts: 37
i know, but this is the issue. i didnt sell and my stop wasnt hit, it just randomly takes me out of trades.
[2020-12-02 15:07:26]
User356762 - Posts: 37
just happened again 619288
Date Time Of Last Edit: 2020-12-02 15:13:42
Attachment Deleted.
imageScreenshot 2020-12-02 080627.png / V - Attached On 2020-12-02 15:13:35 UTC - Size: 5.73 KB - 179 views
[2020-12-02 18:15:24]
Sierra Chart Engineering - Posts: 104368
This is also a market order. So nothing unusual about the fill. So at this point what you need to understand, is what is the origin of that order if you are not directly submitting it.


For help with this, refer to:
Trade Activity Log Analysis: Determining the Origin of a New/Modified Order
Sierra Chart Support - Engineering Level

Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy:
https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation

For the most reliable, advanced, and zero cost futures order routing, *change* to the Teton service:
Sierra Chart Teton Futures Order Routing
Date Time Of Last Edit: 2020-12-02 18:15:35
[2021-02-24 21:49:32]
User356762 - Posts: 37
hello,
im having the same issue today, twice.
these were both limit orders that took me out.
732906 & 732408.
Not sure what the problem could be, the 732906 also shows only one contract when i was trading two.
Please advise,
Thank You
[2021-02-25 19:04:38]
Sierra Chart Engineering - Posts: 104368
Did you refer to the information here for those orders?:

Trade Activity Log Analysis: Determining the Origin of a New/Modified Order

We need to know what the Order Action Source field is for the first line for one of those orders.
Sierra Chart Support - Engineering Level

Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy:
https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation

For the most reliable, advanced, and zero cost futures order routing, *change* to the Teton service:
Sierra Chart Teton Futures Order Routing

To post a message in this thread, you need to log in with your Sierra Chart account:

Login

Login Page - Create Account