Support Board
Support Board
Search Board
Control Panel
View My Posts / Threads
Direct MessagesDate/Time: Fri, 26 Apr 2024 22:15:56 +0000
Problems occuring when scaling out of multiple bracket orders
View Count: 551
| [2021-07-25 19:57:15] |
| User196369 - Posts: 41 |
|
Under specific conditions as described below closing out of bracket orders is not managed correctly and can leave orphaned open orders in the market. Occurs on live and sim Order type setup: 4 contracts total - 2 per OCO group OCO Group 1 - Target 100T OCO Group 1 - Stop 50T OCO Group 2 - Target 200T OCO Group 2 - Stop 50T Condition 1: General Trade Settings - Scale Out Nearest Orders A long entry is initiated I manually close out 2 contracts at market (1c two times or 2c one time) OCO Group 1 is closed out 1 contract on OCO group 2 remains but order connection lines disappear and server fails to cancel remaining order if stop or target are hit. An orphaned order remains in the market unless manually closed by user. If a short entry is initiated with the same setup as above the problem does not occur. Condition 2: General Trade Settings - Scale Out Even Distribution A short entry is initiated I manually close out 3 contracts at market (1c three times or 3c one time) OCO Group 1 is closed out 1 contract on OCO group 2 remains but order connection lines disappear and server fails to cancel remaining order if stop or target are hit. An orphaned order remains in the market unless manually closed by user. If a long entry is initiated with the same setup as above the problem does not occur. -- Much appreciated if you could look into this as soon as you can. |
| [2021-07-26 21:29:35] |
| User196369 - Posts: 41 |
|
Do you have a response to this?
|
| [2021-07-27 07:13:21] |
| User196369 - Posts: 41 |
|
I am trying to find a work around but have not been able to. If I turn off Orders - Support Scale Out and reduce my position manually with attached orders turned off I am still seeing the final bracket order being turned into independant orders. So the interaction with Scale Out settings may be coincidental. Can you confirm if this is a bug or a configuration issue with my installation? It is a serious issue as it has the potential to result in losses. |
| [2021-07-27 09:19:33] |
| |
|
We have not had a chance to look at this but we are looking at this now, and it does appear as though there is a problem. When scaling out, and a Target order is determined to be scaled out, the sibling should be used and not an order from the other OCO group. It has to do with the particular configuration you use. This should be easily resolved. We are checking on it now. The easiest solution for now is to use this configuration: OCO Group 1 - Target 100T
OCO Group 1 - Stop 50T OCO Group 2 - Target 200T OCO Group 2 - Stop 51T 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: 2021-07-27 09:27:44
|
| [2021-07-27 12:09:44] |
| User196369 - Posts: 41 |
|
Thanks for getting on it, making the stops not match seems to avoid the problem for now.
|
| [2021-07-27 19:06:50] |
| |
|
It is not a simple case of not having of them match, it is simply a case, in the OCO group that uses the more distant Target, that its stop needs to be further out just by at least a tick. Anyway we will have a new release out to resolve the issue, in about an hour. 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: 2021-07-27 19:08:13
|
| [2021-07-27 21:49:50] |
| User196369 - Posts: 41 |
|
Cool, all seems good now, thanks for the quick fix.
|
To post a message in this thread, you need to log in with your Sierra Chart account: