Support Board
Date/Time: Thu, 12 Dec 2024 21:20:26 +0000
Global Profit Loss Management cancelled some but not all orders as expected
View Count: 273
| [2024-10-17 15:51:46] |
| User304637 - Posts: 6 |
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Dear SC Support, I am testing Global Profit Loss Management (Global Profit/Loss Management: Start of Day). I set it to a profit goal of $840 today and had open orders on MNQ and NQ instruments. I had an open position on MNQ instrument. The MNQ position reached $840 in profit and was market exited as expected. The open orders on MNQ were cancelled as expected. However, the orders on the NQ instrument (same account) were not cancelled. This was contrary to the expected behavior mentioned in the documentation (all orders should be cancelled on the account). Any advice on how to resolve or debug logs to understand why this was the case? |
| [2024-10-17 16:07:30] |
| John - SC Support - Posts: 36652 |
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Look at your "Trade Activity Log" and look for the Flatten orders that would have been sent for all instruments. See if the flatten was sent for both the MNQ and NQ. If the order was sent as per your Trade Activity Log, but not actually flattened, then this would be a Rithmic issue with them not properly flattening the order. Refer to the following: Trade Activity Log: Viewing Historical Trade Activity For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2024-10-17 17:16:05] |
| User304637 - Posts: 6 |
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Thank you John! I have uploaded the trade activity log here. It shows the Global Profit Loss intervention at 2:38 am as well as flatten and order cancelation requests for MNQ. However, the NQ cancellation doesn't occur until 8:49 am (which was me manually closing it)
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 sierra chart trade activity log.PNG / V - Attached On 2024-10-17 16:24:02 UTC - Size: 1.16 MB - 31 views |
| [2024-10-17 17:46:55] |
| John - SC Support - Posts: 36652 |
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We need for you to export that trade activity data and get us the resulting file. Follow these instructions: - On the Trade Activity Log with the "Trade Activity" page selected, select "File >> Export". - Enter a name for the file to save it. Note the folder where it is being saved. - Follow these instructions to attach that file to this thread: https://www.sierrachart.com/index.php?page=PostingInformation.php#AttachFile For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2024-10-17 18:44:42] |
| User304637 - Posts: 6 |
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Trade Activity log attached!
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Attachment Deleted.  TradeActivityLogExport_2024-10-17.txt - Attached On 2024-10-17 18:44:17 UTC - Size: 252.96 KB - 44 views |
| [2024-10-17 19:11:48] |
| John - SC Support - Posts: 36652 |
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Please set the "Trade Activity Type" on the "DisplaySettings" for the Trade Activity Log to be "All Activity". Then export the information again and attach it to this thread just like you did previously.
For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2024-10-17 19:35:27] |
| User304637 - Posts: 6 |
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All Activity version of trade activity log attached!
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| TradeActivityLogExport_2024-10-17-all-activity.txt - Attached On 2024-10-17 19:35:20 UTC - Size: 363.72 KB - 46 views |
| [2024-10-22 15:50:17] |
| User304637 - Posts: 6 |
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Hello John! Just wanted to follow up on this! I will also be trying to reproduce it as part of normal trading and let you know if I am able to do so this week.
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| [2024-10-22 18:56:22] |
| John - SC Support - Posts: 36652 |
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You did not have an open position for NQ, just working orders. Therefore when the Global Profit/Loss was hit, it did not send a "Flatten and Cancel" for the NQ. It is only going to do this for symbols that have an open position. -- Sorry for the late response on this, we thought this got posted, but apparently it did not. For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2024-10-22 19:04:18] |
| User304637 - Posts: 6 |
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No worries John! Thanks for your help! I agree - no NQ position was open - is there any way to configure Global PnL Management or any other feature to accomplish that intent (close all open orders on an account)?
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| [2024-10-22 19:24:42] |
| John - SC Support - Posts: 36652 |
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There is not a way to do this. The Global Profit/Loss is looking for open positions to cancel only. We do not think this is something we would change, but we have made a note of it. For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
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