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Date/Time: Thu, 01 Dec 2022 00:24:43 +0000



CancelAllWorkingOrdersOnExit not working

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[2014-06-03 18:36:41]
User12222 - Posts: 14
Using a Spreadsheet for Trading and when doing a replay/backtest attached orders (market Stop) using a very simple moving average crossover (cross = buy entry go long, sell entry cancel position and go short), the attached orders do not cancel. Instead, the orders get stacked up and eventually I have the multiple (stop) sell orders get triggered when price breaks through and end up with a massive multi contract short position. Very frustrated. I did read the instructions and the CancelAllWorkingOrdersOnExit is set to yes. I have the most recent version of SC. Thanks for your help. I attached a screen shot. I have been using "accurate trading system backtest mode"


Date Time Of Last Edit: 2014-06-03 18:56:51
imageSnap 2014-06-03 at 14.36.08.png / V - Attached On 2014-06-03 18:38:02 UTC - Size: 15.46 KB - 284 views
[2014-06-03 21:38:29]
Sierra Chart Engineering - Posts: 104293
We will be testing this.

We think this has to do with the Trade Account not matching for the orders.
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: 2014-06-03 21:38:37
[2014-06-05 03:02:07]
Sierra Chart Engineering - Posts: 104293
We cannot duplicate this problem.

We need to get 2 files from you:

-A Chartbook with 1 chart that has the Spreadsheet System for Trading study.

- The Spreadsheet file.


Privately attach them to this board. Here are the instructions:
https://www.sierrachart.com/index.php?l=PostingInformation.php#AttachFile


However, before sending any files, one thing we notice is that you have Send Orders to Trade Service set to Yes. Set that to No when back testing. That should not cause a problem but maybe 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
[2014-06-05 05:36:02]
Sierra Chart Engineering - Posts: 104293
Another thing to be aware of is that CancelAllWorkingOrdersOnExit only applies to the Buy Exit and Sell Exit Order Actions. Not the Entries. So it is not even relevant if you are not using those Order Actions.
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
[2014-06-05 15:44:42]
User12222 - Posts: 14
Hi,

Please see attached files as requested. When Send Orders to Trade Service set to NO and CancelAllWorkingOrdersOnExit is set to yes, the back testing using "accurate trading system backtest mode" does show attached orders being canceled by the system. However, when trading a live market using the simulated account provided by SC or my real account the attached orders are not being canceled when the opposing crossover occurs. During real live trading I have Send Orders to Trade Service set to Yes. I have attached two chart files, one is long and short which uses a single MA cross over system spreadsheet with a Buy Entry and Sell Entry. The second Long Only chart file, with only a Buy Entry and Buy exit (sell). Once again, this does not cancel open attached orders when the MA crosses below and the Buy Exit (sell) is triggered when live trading is occuring. Please help. Thanks
Private File
Private File
Private File
Private File
[2014-06-05 23:23:22]
Sierra Chart Engineering - Posts: 104293
We are checking on this.
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
[2014-06-06 21:48:18]
Sierra Chart Engineering - Posts: 104293
Just to let you know we did some basic testing on a trading account and could not duplicate the problem. We will need to test your files. We will get to that next week.

Can you tell us what Trading service you are using and what version of Sierra Chart. If it is Interactive Brokers are you using a financial advisor account? If so, there could inherently be problems with this that we cannot resolve.
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
[2014-06-09 13:58:49]
User12222 - Posts: 14
Hi,

Vision (Optimus Futures) and IB. They are not financial advisor accounts. SC version 1137. Thanks
[2014-06-12 00:15:24]
Sierra Chart Engineering - Posts: 104293
To give you an update, we are going to be testing your files today. We apologize for the delay.
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
[2014-06-12 17:35:52]
Sierra Chart Engineering - Posts: 104293
We have now successfully tested this. While we do have access to many simulated trading systems, often they are not working right or available or they do not provide good data. Anyway, we got a successful test. We did not see any problems. After market orders are filled, the only working order is the Stop Attached Order.

This is the Trade Activity Log:
ActivityType  DateTime  Symbol  OrderActionSource  InternalOrderID  ServiceOrderID  OrderType  Quantity  BuySell  Price  Price2  OrderStatus  FillPrice  FilledQuantity  TradeAccount  OpenClose  ParentInternalOrderID  PositionQuantity  FillExecutionServiceID  
Order  2014-06-12 13:24:57.000  ES-201406-CME  Auto-trade: ES-201406-CME 5 Sec #1 | L&S 140604 | Buy Entry | Last: 1942.5  5320    Stop    Sell  1941.00    Pending Child      sierra  Close  5319      
Order  2014-06-12 13:24:57.001  ES-201406-CME  Auto-trade: ES-201406-CME 5 Sec #1 | L&S 140604 | Buy Entry | Last: 1942.5  5319    Market  1  Buy      Order Sent      sierra  Open        
Order  2014-06-12 13:24:58.000  ES-201406-CME  TT order update (New). Exchange ID: 3UC9S  5319  0GJQP4008  Market  1  Buy      Open      sierra  Open        
Order  2014-06-12 13:24:58.001  ES-201406-CME  TT order update (Fill). Info: Fill. Exchange ID: 3UC9S  5319  0GJQP4008  Market  1  Buy      Filled  1942.50  1  sierra  Open        
Fill  2014-06-12 13:24:58.002  ES-201406-CME  TT order update (Fill). Info: Fill. Exchange ID: 3UC9S  5319  0GJQP4008  Market  1  Buy      Filled  1942.50  1  sierra  Open    1  1jaa2sly61jl3  
Order  2014-06-12 13:24:58.003  ES-201406-CME  Auto-sent child from parent fill  5320    Stop  1  Sell  1941.00    Order Sent      sierra  Close  5319  1    
Order  2014-06-12 13:24:58.004  ES-201406-CME  TT order update (New). Exchange ID: 3UC9T  5320  0GJQP4009  Stop Limit  1  Sell  1941.00  1938.00  Open      sierra  Close  5319  1    
Order  2014-06-12 13:28:56.000  ES-201406-CME  Auto-Trading: ES-201406-CME 5 Sec #1 | L&S 140604 | Canceling all orders  5320  0GJQP4009  Stop Limit  1  Sell  1941.00  1938.00  Pending Cancel      sierra  Close  5319  1    
Order  2014-06-12 13:28:56.001  ES-201406-CME  Auto-trade: ES-201406-CME 5 Sec #1 | L&S 140604 | Sell Entry | Last: 1942.25. Flatten order  5321    Market  1  Sell      Order Sent      sierra  Close    1    
Order  2014-06-12 13:28:56.002  ES-201406-CME  Auto-trade: ES-201406-CME 5 Sec #1 | L&S 140604 | Sell Entry | Last: 1942.25  5323    Stop    Buy  1943.50    Pending Child      sierra  Close  5322  1    
Order  2014-06-12 13:28:56.003  ES-201406-CME  Auto-trade: ES-201406-CME 5 Sec #1 | L&S 140604 | Sell Entry | Last: 1942.25  5322    Market  1  Sell      Order Sent      sierra  Open    1    
Order  2014-06-12 13:28:57.000  ES-201406-CME  TT order update (Cancel). Exchange ID: 3UC9T  5320  0GJQP4009  Stop Limit  1  Sell  1941.00  1938.00  Canceled      sierra  Close  5319  1    
Order  2014-06-12 13:28:57.001  ES-201406-CME  TT order update (New). Exchange ID: 3UCAS  5321  0GJQP4010  Market  1  Sell      Open      sierra  Close    1    
Order  2014-06-12 13:28:57.002  ES-201406-CME  TT order update (Fill). Info: Fill. Exchange ID: 3UCAS  5321  0GJQP4010  Market  1  Sell      Filled  1942.00  1  sierra  Close    1    
Fill  2014-06-12 13:28:57.003  ES-201406-CME  TT order update (Fill). Info: Fill. Exchange ID: 3UCAS  5321  0GJQP4010  Market  1  Sell      Filled  1942.00  1  sierra  Close      enaqj4g0sgk7  
Order  2014-06-12 13:28:57.004  ES-201406-CME  TT order update (New). Exchange ID: 3UCAR  5322  0GJQP4011  Market  1  Sell      Open      sierra  Open        
Order  2014-06-12 13:28:57.005  ES-201406-CME  TT order update (Fill). Info: Fill. Exchange ID: 3UCAR  5322  0GJQP4011  Market  1  Sell      Filled  1942.00  1  sierra  Open        
Fill  2014-06-12 13:28:57.006  ES-201406-CME  TT order update (Fill). Info: Fill. Exchange ID: 3UCAR  5322  0GJQP4011  Market  1  Sell      Filled  1942.00  1  sierra  Open    -1  lv2n9wpn7q2b  
Order  2014-06-12 13:28:57.007  ES-201406-CME  Auto-sent child from parent fill  5323    Stop  1  Buy  1943.50    Order Sent      sierra  Close  5322  -1    
Order  2014-06-12 13:28:57.008  ES-201406-CME  TT order update (New). Exchange ID: 3UCAT  5323  0GJQP4012  Stop Limit  1  Buy  1943.50  1946.50  Open      sierra  Close  5322  -1    
Order  2014-06-12 13:31:16.000  ES-201406-CME  Auto-Trading: ES-201406-CME 5 Sec #1 | L&S 140604 | Canceling all orders  5323  0GJQP4012  Stop Limit  1  Buy  1943.50  1946.50  Pending Cancel      sierra  Close  5322  -1    
Order  2014-06-12 13:31:16.001  ES-201406-CME  Auto-trade: ES-201406-CME 5 Sec #1 | L&S 140604 | Buy Entry | Last: 1942.25. Flatten order  5324    Market  1  Buy      Order Sent      sierra  Close    -1    
Order  2014-06-12 13:31:16.002  ES-201406-CME  Auto-trade: ES-201406-CME 5 Sec #1 | L&S 140604 | Buy Entry | Last: 1942.25  5326    Stop    Sell  1940.75    Pending Child      sierra  Close  5325  -1    
Order  2014-06-12 13:31:16.003  ES-201406-CME  Auto-trade: ES-201406-CME 5 Sec #1 | L&S 140604 | Buy Entry | Last: 1942.25  5325    Market  1  Buy      Order Sent      sierra  Open    -1    
Order  2014-06-12 13:31:16.004  ES-201406-CME  TT order update (Cancel). Exchange ID: 3UCAT  5323  0GJQP4012  Stop Limit  1  Buy  1943.50  1946.50  Canceled      sierra  Close  5322  -1    
Order  2014-06-12 13:31:17.000  ES-201406-CME  TT order update (New). Exchange ID: 3UCAW  5324  0GJQP4013  Market  1  Buy      Open      sierra  Close    -1    
Order  2014-06-12 13:31:17.001  ES-201406-CME  TT order update (Fill). Info: Fill. Exchange ID: 3UCAW  5324  0GJQP4013  Market  1  Buy      Filled  1942.25  1  sierra  Close    -1    
Fill  2014-06-12 13:31:17.002  ES-201406-CME  TT order update (Fill). Info: Fill. Exchange ID: 3UCAW  5324  0GJQP4013  Market  1  Buy      Filled  1942.25  1  sierra  Close      18unh0u1bdbja7  
Order  2014-06-12 13:31:17.003  ES-201406-CME  TT order update (New). Exchange ID: 3UCAX  5325  0GJQP4014  Market  1  Buy      Open      sierra  Open        
Order  2014-06-12 13:31:17.004  ES-201406-CME  TT order update (Fill). Info: Fill. Exchange ID: 3UCAX  5325  0GJQP4014  Market  1  Buy      Filled  1942.25  1  sierra  Open        
Fill  2014-06-12 13:31:17.005  ES-201406-CME  TT order update (Fill). Info: Fill. Exchange ID: 3UCAX  5325  0GJQP4014  Market  1  Buy      Filled  1942.25  1  sierra  Open    1  zwkg871w9vib0  
Order  2014-06-12 13:31:17.006  ES-201406-CME  Auto-sent child from parent fill  5326    Stop  1  Sell  1940.75    Order Sent      sierra  Close  5325  1    
Order  2014-06-12 13:31:17.007  ES-201406-CME  TT order update (New). Exchange ID: 3UCAY  5326  0GJQP4015  Stop Limit  1  Sell  1940.75  1937.75  Open      sierra  Close  5325  1    
Order  2014-06-12 13:33:02.000  ES-201406-CME  Auto-Trading: ES-201406-CME 5 Sec #1 | L&S 140604 | Canceling all orders  5326  0GJQP4015  Stop Limit  1  Sell  1940.75  1937.75  Pending Cancel      sierra  Close  5325  1    
Order  2014-06-12 13:33:02.001  ES-201406-CME  Auto-trade: ES-201406-CME 5 Sec #1 | L&S 140604 | Sell Entry | Last: 1942. Flatten order  5327    Market  1  Sell      Order Sent      sierra  Close    1    
Order  2014-06-12 13:33:02.002  ES-201406-CME  Auto-trade: ES-201406-CME 5 Sec #1 | L&S 140604 | Sell Entry | Last: 1942  5329    Stop    Buy  1943.50    Pending Child      sierra  Close  5328  1    
Order  2014-06-12 13:33:02.003  ES-201406-CME  Auto-trade: ES-201406-CME 5 Sec #1 | L&S 140604 | Sell Entry | Last: 1942  5328    Market  1  Sell      Order Sent      sierra  Open    1    
Order  2014-06-12 13:33:02.004  ES-201406-CME  TT order update (Cancel). Exchange ID: 3UCAY  5326  0GJQP4015  Stop Limit  1  Sell  1940.75  1937.75  Canceled      sierra  Close  5325  1    
Order  2014-06-12 13:33:03.000  ES-201406-CME  TT order update (New). Exchange ID: 3UCBS  5327  0GJQP4016  Market  1  Sell      Open      sierra  Close    1    
Order  2014-06-12 13:33:03.001  ES-201406-CME  TT order update (Fill). Info: Fill. Exchange ID: 3UCBS  5327  0GJQP4016  Market  1  Sell      Filled  1942.00  1  sierra  Close    1    
Fill  2014-06-12 13:33:03.002  ES-201406-CME  TT order update (Fill). Info: Fill. Exchange ID: 3UCBS  5327  0GJQP4016  Market  1  Sell      Filled  1942.00  1  sierra  Close      xf1ke313pcb5z  
Order  2014-06-12 13:33:03.003  ES-201406-CME  TT order update (New). Exchange ID: 3UCBR  5328  0GJQP4017  Market  1  Sell      Open      sierra  Open        
Order  2014-06-12 13:33:03.004  ES-201406-CME  TT order update (Fill). Info: Fill. Exchange ID: 3UCBR  5328  0GJQP4017  Market  1  Sell      Filled  1942.00  1  sierra  Open        
Fill  2014-06-12 13:33:03.005  ES-201406-CME  TT order update (Fill). Info: Fill. Exchange ID: 3UCBR  5328  0GJQP4017  Market  1  Sell      Filled  1942.00  1  sierra  Open    -1  2e4uesk4ryul  
Order  2014-06-12 13:33:03.006  ES-201406-CME  Auto-sent child from parent fill  5329    Stop  1  Buy  1943.50    Order Sent      sierra  Close  5328  -1    
Order  2014-06-12 13:33:03.007  ES-201406-CME  TT order update (New). Exchange ID: 3UCBT  5329  0GJQP4018  Stop Limit  1  Buy  1943.50  1946.50  Open      sierra  Close  5328  -1    

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: 2014-06-12 17:37:26
[2014-06-12 17:39:24]
Sierra Chart Engineering - Posts: 104293
The problem you are reporting is that the Stop orders are not getting canceled. You need to look at the Trade >> Trade Activity Log for a line like this:

Auto-Trading: ES-201406-CME 5 Sec #1 | L&S 140604 | Canceling all orders

If you are not seeing this, then this is the problem but we suspect it has to do with a matching problem to the trade account.

Here is the documentation for the Trade Activity Log:

http://www.sierrachart.com/index.php?l=doc/doc_TradeActivityLog.php
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: 2014-06-12 17:39:38

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