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Issue with Copied Trades (No. of Contracts + SL Location)

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[2022-08-01 08:26:18] #1 [Go To First Post]
User538960 - Posts: 29
Dear SC Support Team, I have been using your trade copier for quite a while now, and it has been a good experience (apart from some things I would like to have added concerning contract distribution and adjusting TP order locations...but that's a different story.) But today (after downloading the current SC version 2419 (I don't know if that has anything to do with it)) something odd happened in the chart/the account I copied a trade to: I copied with factor 2 ("Allocation Trade Account Multiplier") from the original chart. 4 contracts were filled on the initial entry and then 2 more were scaled in on one occasion, so I ended up with 6 MES contracts in the chart/account that had the issue. So far so good. After 4 ticks of profit were reached (the first target), 4 of those 6 contracts got filled and the stop loss of the remaining 2 contracts was supposed to be moved to break even +1. In the orginal chart that worked fine (just with fewer contracts); however, in the chart of the account I copied the trade to I was pretty surprised to see that the SL had moved to BE+1 (based on average entry price), BUT there was still another SL order present at the original location (30 ticks above the initial entry price). PLUS, the contract quantities were totally wrong everywhere! There were only two open contracts remaining, so, there should have been a quantity of 2 in the (proper) SL order and also in the limit order at the next profit target. However, there were 4 contracts sitting at the "original" SL position, 3 contracts at the moved "BE+1 SL", and 3 contracts at the limit order at the next target! I had to quickly change the quantities manually! I attached a screenshot with annotations to illustrate the issue. (In an earlier trade this morning (no scale-in; all 4 contracts filled at once) some weird "phantom" SL had also remained in the original position in the chart; so it was not a "one-time" problem.) Bottom line: It was completely messed up. I have not changed any settings compared to Friday, the only difference (apart from having used SC version SC 2417 back then) being that I copied the trade to another account (setting that one up in the "Order Allocation" Window accordingly) and using factor 2 as the "Allocation Trade Account Multiplier" in that one (the other one was using "1"; maybe that factor 2 plays a role in the problem? Or the scaling-in?). Do you have any explanation for this occurrence? Is there maybe a bug in SC release 2419? This issue is rather worrying (I'm using the copier to copy trades between evaluation accounts), so I hope we can sort it out soon. Thank you very much in advance for your effort and feedback.


Issue with Copied Trade.jpg / V - Attached On 2022-08-01 08:12:30 UTC - Size: 145.38 KB - 93 views

[2022-08-01 10:03:13] #2 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
Are you able to reproduce the issue consistently using Trade Simulation Mode?: Trade Simulation Once it can be reproduced, then we will be able to implement a solution. We will also need the particular Chartbook you are working with. Or one that can reproduce the problem. 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: 2022-08-01 10:03:40

[2022-08-01 11:46:28] #3 [Go To First Post]
User538960 - Posts: 29
Thank you for the prompt response. I set up a second SIM-Account, so I can copy between two SIM accts. I was not sure if you wanted me to keep the same evaluator accounts chosen and just turn on SIM, or if a coyping between SIM1 and SIM2 would be equally fine. I have tried a trade with the Sim1->Sim2 setup (again, scaling in once after the initial entry) and on this first attempt I could not reproduce the issue. Is it a possibility that the issue was caused by Rithmic (the orders are routed via the Rithmic SIM server for the evaluations)? I frequently get Rithmic error messages along the lines of order modification failures, so it would not surprise me (although those messages have not really had any real effect on the trades so far). On that occasion, I noticed something that is a bit confusing (frankly, I have to admit that I've never noticed it before...): After the scale-in (again a total of 6 contracts being on then), I saw a "3" on the right side of the stop loss order, where usually the quantity of contracts of the order is displayed. So, at first I thought there's an issue again, as the quantity does not match the number of open contracts. But then I looked closer and it turns out that to the left it said "TQ" (Total Quantity?) "6". When I then hovered across the "3" it showed a split of 3 and 3. May I ask on this occasion what that is supposed to be? Does that mean that if I drag the SL order with the mouse (haven't done it), only 3 contracts of that order will be moved at a time? I attached a screenshot. I also attached the chartbook I used (private). So, I could not reproduce the exact same issue from earlier in SIM on this first attempt. (I don't have the time to continue the testing right now, sorry. I will try some more SIM trades later today...) Again, thanks for your prompt reply and for looking into the issues. Date Time Of Last Edit: 2022-08-01 11:48:24


Quantity Confusion.jpg / V - Attached On 2022-08-01 11:40:36 UTC - Size: 110.51 KB - 96 views Private File

[2022-08-02 09:06:56] #4 [Go To First Post]
User538960 - Posts: 29
Hello, as a follow-up: I took another SIM trade with scaling-in and copying the trade from SIM1 to SIM2 (multiplier 2) today. And while I could not reproduce the exact same issue described in my initial post, there was still an issue with wrong quantities after I moved the SL in the origin chart manually to lock in more profit after the 1st TP at +4 ticks had been hit earlier. (The prior automatic movement of the SL to BE+1 did not have that effect.) As soon as I moved the SL manually in the origin chart, the SL location was also changed in the SIM2 account... BUT, instead of keeping the correct former quantity of 3 contracts being protected by the SL, the quantity was reduced by 1, so that only 2 contracts were left protected! After another manual move down of the SL, when it eventually got hit, I therefore ended up with one contract still remaining open, but being unprotected now (no more stop loss in place)! So, something is obviously wrong with the SC trade copier. It seems that multiplying the traded contracts by means of the "Allocation Trade Account Multiplier" leads to several problems. (I have never had similar issues so far in accounts to which I copied using multiplier "1".) I attached three pictures, which show how the SL contract quantity got changed and the unprotected remaining contract in SIM2. Again, thank you for looking into it. Date Time Of Last Edit: 2022-08-02 10:08:15


Before manual movement of SL to lock in more profit.jpg / V - Attached On 2022-08-02 09:03:13 UTC - Size: 180.92 KB - 106 views After manual movement of SL to lock in more profit.jpg / V - Attached On 2022-08-02 09:03:22 UTC - Size: 178.95 KB - 91 views Unprotected Left-Over contract in SIM2.jpg / V - Attached On 2022-08-02 09:03:38 UTC - Size: 148.71 KB - 96 views

[2022-08-03 18:15:31] #5 [Go To First Post]
Sierra_Chart Engineering - Posts: 14124
We will be looking this over as soon as possible. We have enough information. 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, use the Teton service: Sierra Chart Teton Futures Order Routing

[2022-09-08 08:46:23] #6 [Go To First Post]
User538960 - Posts: 29
Dear SC support team, is there still no progress concerning the issues with the copier? After a break, not using it for a few weeks, I have taken the first trade using it again today (multiplier: 2)...and things got messed up again, leading to me losing money in the account the trade was copied to. This time, of the 4 contracts that were supposed to be entered for a long trade on a limit order, apparently only 2 were filled. Fair enough, that happens. But obviously the quantity of contracts of the stop loss was messed up, because after the 1st TP got hit (in both accounts), I locked in some profit by moving the SL up accordingly in the origin account; and once it got hit, in the account I copied the trade to not only was the remaining contract closed, but instead a 1 contract reverse position was opened because of that wrong contract quantity in the SL order. By the time I noticed it and flattened the trade manually, I had already lost money. (And as MCL can move really fast, I did not even have the chance to double-check the contract quantities of the TP and SL orders before...). EDIT: Looking over my screenshots, I noticed that not only for the stop loss order, but also for the remaining take profit order the quantity of contracts got messed up after the SL order had been moved in the origin account; so, had the TP order been hit instead of the SL order in the account the trade got copied to, a reverse position would have been opened, too. I hope you'll soon find the time to fix any issues of the trade copier, because as it is right now, it is outright dangerous to use it. Date Time Of Last Edit: 2022-09-08 09:31:49

[2022-09-08 09:33:04] #7 [Go To First Post]
Sierra_Chart Engineering - Posts: 14124
Yes we were going to get to this earlier but did not yet have a chance due to other priorities. We expect to work on this early next week and see what the issue is. 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, use the Teton service: Sierra Chart Teton Futures Order Routing

[2022-09-08 09:37:24] #8 [Go To First Post]
User538960 - Posts: 29
Thank you for the feedback. Once the problems with the copier will be eliminated, a brief notification in here would be appreciated. Thank you.

[2022-09-14 02:24:21] #9 [Go To First Post]
Sierra_Chart Engineering - Posts: 14124
Regarding post #4, we have looked into this and implemented a solution. This will be out in the next release. However, the way that the quantity is set in the case of when an order quantity Multiplier is used, is based upon the controlling order quantity and the multiplier. So it was not considered to be incorrect but we can see how there can be a problem at times. Post above updated. 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, use the Teton service: Sierra Chart Teton Futures Order Routing Date Time Of Last Edit: 2022-09-14 04:34:58

[2022-09-14 17:24:08] #10 [Go To First Post]
User538960 - Posts: 29
However, the way that the quantity is set in the case of when an order quantity Multiplier is used, is based upon the controlling order quantity and the multiplier. So it was not considered to be incorrect but we can see how there can be a problem at times. Thank you for the implementation of a solution! Can't wait to download the next release. :-) My apologies, but I don't understand what you want to express by the comment quoted above. My understanding has been this: If I place an order with a contract quantity of 2 in the origin account, and the chosen multiplier in the order allocation settings is "2", then a similar order consisting of 4 contracts will be placed in the account the trade is copied to. (And that's how it had worked...until things got messed up at later stages of the trade, as reported in this thread.). Are you saying it works in a different way? A brief clarifiction would be appreciated.

[2022-09-14 18:22:57] #11 [Go To First Post]
Sierra_Chart Engineering - Posts: 14124
This new release is already out. When you are modifying the order in the account that controls other accounts, and for example the order quantity is 2 and the multiplier is 2, for an account the order is allocated to, then the quantity for the order will always be set to 4 on modification in that other account. This is how it used to work. 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, use the Teton service: Sierra Chart Teton Futures Order Routing Date Time Of Last Edit: 2022-09-14 18:23:15

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