Login Page - Create Account

Support Board


Date/Time: Mon, 02 Oct 2023 00:56:50 +0000



Open win/loss is displayed incorrectly

View Count: 324

[2023-01-10 17:23:16]
Florian Bischoff - Posts: 9
Hello, I'm new to SC and have two problems with order execution.

1.) The open profit/loss is not displayed correctly. The profit/loss is displayed correctly in the trade positions window I mean. But not on the chart.
In the picture (link below) I placed a market order at around 3912 and got a fill 20 ticks higher.
There is no such thing as a spread or slippage. Commissions only. Right? How can the fill be so far away?

2.) Orders are not executed correctly. Possibly this is related to 1.).

I trade futures.

Thanks for your help.

https://www.sierrachart.com/image.php?Image=1673371033426.png
imageScreenshot 2023-01-10 170321.png / V - Attached On 2023-01-10 16:19:02 UTC - Size: 30.39 KB - 38 views
[2023-01-10 17:25:43]
Florian Bischoff - Posts: 9
Something doesn't fit.

https://www.sierrachart.com/image.php?Image=1673371513153.png
[2023-01-10 17:51:26]
John - SC Support - Posts: 26610
A few items of note:
- You have the profit/loss displayed as Ticks on the order line, but it is shown in Currency in the Trade Positions window.

- To set the chart Profit/Loss Display, refer to the following:
Chart Settings: Profit/Loss Format (List) (Chart >> Chart Settings >> Trading menu)

- There does appear to be a discrepancy between the number of ticks and the currency value, as the Currency Value per Tick for the MES is 1.25. Check the Currency Value Per Tick defined for the chart. Refer to the following for this setting:
Chart Settings: Currency Value Per Tick (Chart >> Chart Settings >> Symbol >> Symbol Settings menu)
For the most reliable, advanced, and zero cost futures order routing, use the Teton service:
Sierra Chart Teton Futures Order Routing
[2023-01-10 18:11:15]
Florian Bischoff - Posts: 9
No, everything is correct with the tick size. See image.
I think it is correct that there are $3.75 in the trade position window.
I wonder why I place a market order at 3912 and get the execution at 3917.

How can I reset the order/trade settings (to default)?

https://www.sierrachart.com/image.php?Image=1673374247211.png
[2023-01-10 18:53:37]
John - SC Support - Posts: 26610
No, everything is correct with the tick size. See image.
I think it is correct that there are $3.75 in the trade position window.

Ok, that is fine.

I wonder why I place a market order at 3912 and get the execution at 3917.

Check the Trade Activity Log and check to see that you entered a Market order for sure and the price at which you entered the order. If it really is a Market Order at 3912 and it did not fill until 3917 then it can only be explained by a large market swing at that time and your order did not get filled until that price level.
For the most reliable, advanced, and zero cost futures order routing, use the Teton service:
Sierra Chart Teton Futures Order Routing
[2023-01-10 20:36:07]
Florian Bischoff - Posts: 9
Can I embed a link to a video from my workspace that I upload to my Google Drive?
Date Time Of Last Edit: 2023-01-10 20:43:52
[2023-01-10 21:29:07]
John - SC Support - Posts: 26610
Yes.
For the most reliable, advanced, and zero cost futures order routing, use the Teton service:
Sierra Chart Teton Futures Order Routing
[2023-01-10 21:36:21]
Florian Bischoff - Posts: 9
Maybe you understand me now. Maybe I'm just thinking wrong, but I'm pretty sure that's not how a market order should be executed. I think there is something wrong. If I place a limit order, it is executed even if the price does not move there, stop orders are also not triggered at all or are triggered incorrectly. It looks to me like there is a spread/slippage.

Please ignore the background noise

https://drive.google.com/file/d/11sYWxyFgqmr6nnDCoEqjoQ76-8262KHN/view?usp=share_link
[2023-01-10 22:50:32]
John - SC Support - Posts: 26610
Exactly what kind of order are you entering when it is jumping? We can not tell from the video what it is, but you are able to modify it, so we know it is not a Market order, as that would be filled immediately.
For the most reliable, advanced, and zero cost futures order routing, use the Teton service:
Sierra Chart Teton Futures Order Routing
[2023-01-11 07:19:00]
Florian Bischoff - Posts: 9
The 1st + 2nd trade (red line) is a sell market order. I can't move this because it is triggered, but 19 ticks above the market price. (jumping)

The 3rd trade (red line) is a sell stop order which is not executed (0:44 min). So I can move it.

The 4th trade is a buy stop (green line), which is executed, but again 20 ticks above the market price. (jumping)

the 5th trade is a buy market (green line) which is again executed 19 ticks above the market price. (jumping)

6. trade buy limit - not executed (even if the price goes there, it will not be executed)

7. Trade sell limit (red) - executed without the price being there and again 17 ticks above (jumping - So actually at a better price - impossible)

whether I do it in the chart, DOM or order book - the same everywhere

trading activity log matches the order types
Date Time Of Last Edit: 2023-01-11 08:21:25
[2023-01-11 14:41:33]
Florian Bischoff - Posts: 9
So far I've only had the problem with the 'Trading Evaluator' without Sim mode.
If I set the 'Date/Trade Service Settings' to 'SC Data' and then activate the Sim mode, everything works as it should. So my problem is solved for now.

Sorry for the headache. I don't know if it's supposed to be like that with the 'Trading Evaluator', but I don't think so.

Thanks anyway, John.
[2023-01-11 15:26:50]
Sierra_Chart Engineering - Posts: 10509

1.) The open profit/loss is not displayed correctly. The profit/loss is displayed correctly in the trade positions window I mean. But not on the chart.
In the picture (link below) I placed a market order at around 3912 and got a fill 20 ticks higher.
There is no such thing as a spread or slippage. Commissions only. Right? How can the fill be so far away?
This is because the fill is based upon real-time data but you are receiving delayed market data within Sierra Chart.
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: 2023-01-11 15:27:06
[2023-01-11 15:48:36]
Sierra_Chart Engineering - Posts: 10509
Here is the full documentation on the subject with the solution:
Simulated Futures Trading Service: Using Delayed Data with Real-time Trading Evaluator (refer to the bottom of the page)
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: 2023-01-11 15:49:08

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

Login

Login Page - Create Account