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Direct MessagesDate/Time: Mon, 13 May 2024 20:22:07 +0000
Not filled orders in live trading
View Count: 1053
| [2014-04-24 09:55:03] |
| MSpala - Posts: 5 |
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hello, at the begining sorry for my english is not well, but i hope to explaint my issue. i have problems with my sierrachart strategy. when all my enter-conditions are ok for me... so i entering on close of bar. for example i included a screen. it's one minutes TFM4. arrow show a limit order at price equal of bar close. BUT it's looks like a orders are placed but immitidately cancled and i don't know why? here is a report with this situation. times are in my time zone but i think find out in your graph. trade activity log: ActivityType DateTime Symbol OrderActionSource InternalOrderID ServiceOrderID OrderType Quantity BuySell Price Price2 OrderStatus FillPrice FilledQuantity TradeAccount OpenClose ParentInternalOrderID PositionQuantity FillExecutionServiceID Order 2014-04-23 13:55:00.000 TFM4 Auto-trade: TFM4 1 Min #1|BreakOut Manager|SellEntry 4168 Limit Buy 1146.1 Pending Child 8331 Close 4167 Order 2014-04-23 13:55:00.001 TFM4 Auto-trade: TFM4 1 Min #1|BreakOut Manager|SellEntry 4169 Stop Buy 1148.7 Pending Child 8331 Close 4167 Order 2014-04-23 13:55:00.002 TFM4 Auto-trade: TFM4 1 Min #1|BreakOut Manager|SellEntry 4167 Stop 1 Sell 1148.3 Order Sent 8331 Open Order 2014-04-23 13:55:00.003 TFM4 Transact Futures order report (Order reject). Info: Failed to Place Order 4167 28693401 Stop 1 Sell 1148.3 Error 8331 Open Order 2014-04-23 13:55:00.004 TFM4 Canceling child orders of internal order ID 4167 4168 Limit Buy 1146.1 Pending Cancel 8331 Close 4167 Order 2014-04-23 13:55:00.005 TFM4 Canceling child orders of internal order ID 4167 4168 Limit Buy 1146.1 Canceled 8331 Close 4167 Order 2014-04-23 13:55:00.006 TFM4 Canceling child orders of internal order ID 4167 4169 Stop Buy 1148.7 Pending Cancel 8331 Close 4167 Order 2014-04-23 13:55:00.007 TFM4 Canceling child orders of internal order ID 4167 4169 Stop Buy 1148.7 Canceled 8331 Close 4167 my SCH code: sc.SendOrdersToTradeService = true; sc.AllowMultipleEntriesInSameDirection = true; sc.MaximumPositionAllowed = 10; sc.SupportReversals = true; sc.AllowOppositeEntryWithOpposingPositionOrOrders = false; sc.SupportAttachedOrdersForTrading = false; sc.CancelAllOrdersOnEntriesAndReversals= false; sc.AllowEntryWithWorkingOrders = false; sc.CancelAllWorkingOrdersOnExit = true; sc.AllowOnlyOneTradePerBar = false; sc.MaintainTradeStatisticsAndTradesData = true; ..................... SellOrder.OrderQuantity = CountOfContracts.GetInt(); SellOrder.OrderType = SCT_LIMIT; SellOrder.StopPrice = sc.BaseData[SC_LAST][sc.Index]; SellOrder.LimitPrice = sc.BaseData[SC_LAST][sc.Index]; SellOrder.Stop1Price = sc.BaseData[SC_HIGH][sc.Index] + sc.TickSize; SellOrder.Target1Price = PT_DownTrend; can you help me what i'm doing wrong please. thank Date Time Of Last Edit: 2014-04-24 18:31:30
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 screen.jpg / V - Attached On 2014-04-24 09:56:46 UTC - Size: 732.1 KB - 358 views |
| [2014-04-25 07:38:00] |
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When setting the order price, do not use StopPrice and LimitPrice. These are old. You should only use Price1. However, this is not the problem. This shows you are entering with a Stop order and it is getting rejected: Order 2014-04-23 13:55:00.002 TFM4 Auto-trade: TFM4 1 Min #1|BreakOut Manager|SellEntry 4167 Stop 1 Sell 1148.3 Order Sent 8331 Open Order 2014-04-23 13:55:00.003 TFM4 Transact Futures order report (Order reject). Info: Failed to Place Order 4167 28693401 Stop 1 Sell 1148.3 Error 8331 Open The reason for the rejection is most likely the stop price is to close to the last trade price. Use a limit order instead. 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 |
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