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Direct MessagesDate/Time: Thu, 18 Apr 2024 03:24:34 +0000
Auto trade management reversal question
View Count: 1088
| [2014-05-23 17:58:26] |
| onnb - Posts: 660 |
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hi, I'm trying to confirm is there is I can use automated management for the following requirement: Start out with state where we are flat Need to have buy entry order + sell entry order working at the same time. If one of these orders gets filled, need the other to continue working. Say I got filled and I am long and I have child orders working for this open position now. If the sell order gets filled while I am long, need to reverse while canceling the long position attached orders. I tried the following settings: sc.AllowMultipleEntriesInSameDirection = 0;
sc.SupportReversals = 1; sc.AllowOnlyOneTradePerBar = 1; sc.SupportAttachedOrdersForTrading = 0; sc.CancelAllOrdersOnEntriesAndReversals = 1; sc.AllowEntryWithWorkingOrders = 1; this means that I can't have a buy order and a sell order at once - right? Say if I first put on the buy order, when I put on the sell order the buy order gets canceled. I tried these settings too: sc.AllowMultipleEntriesInSameDirection = 0;
sc.SupportReversals = 1; sc.AllowOnlyOneTradePerBar = 1; sc.SupportAttachedOrdersForTrading = 0; sc.CancelAllOrdersOnEntriesAndReversals = 0; sc.AllowEntryWithWorkingOrders = 1; This allows to have buy entry and sell entry orders on at once, but the reversal was a mess - still trying to figure out what happened but before going into that... Looking to confirm if this scenario is generally supported with Auto trading and if I am doing the setting wrong or do I need to do some of this management on my own. (Btw, from what I have seen so far, it would probably work if I had a setting in auto trade management that would CancelAllOrdersOnReverals but not cancel them on Entries) |
| [2014-05-27 02:46:04] |
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This is too complex of a request for us to help with. If there is a simple request, let us know what it 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, *change* to the Teton service: Sierra Chart Teton Futures Order Routing |
| [2014-05-27 02:47:31] |
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Is this what you need?: (Btw, from what I have seen so far, it would probably work if I had a setting in auto trade management that would CancelAllOrdersOnReverals but not cancel them on Entries) 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 |
| [2014-05-27 05:54:03] |
| onnb - Posts: 660 |
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Is this what you need?:
Yes, that would be perfect. Can you add it within a reasonable timeframe? |
| [2014-05-28 08:53:46] |
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Give us some time to get back to you on this. As usual we have a very heavy workload . We are also nearly complete with that feature to independently set the Attached Orders for OCO orders in ACSIL. 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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