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[Programming Help] - ACSIL - Unable to send concurrent Buy and Sell Orders

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[2025-05-02 15:57:52]
[Go To First Post]
NeilPatel84 - Posts: 1
Hi,
When trading from the chart directly I can send Buy Limit and Sell Limit orders on the same SIM account and same Symbol and have them both be open without issue.

I'm trying to program through ACSIL to do the same. Following the documentation I've set these variables:

sc.AllowOnlyOneTradePerBar = FALSE;
sc.MaximumPositionAllowed = 10;
sc.AllowMultipleEntriesInSameDirection = TRUE;
sc.AllowOppositeEntryWithOpposingPositionOrOrders = TRUE;
sc.SupportReversals = TRUE;
sc.AllowEntryWithWorkingOrders = TRUE;
sc.CancelAllOrdersOnEntriesAndReversals = FALSE;
sc.CancelAllWorkingOrdersOnExit = FALSE;


I'm trying to implement the buy and sell like this with triggered trailing stops

float buyPrice = sc.Ask;
float sellPrice = sc.Bid;


s_SCNewOrder buyOrder;
buyOrder.OrderType = SCT_ORDERTYPE_LIMIT;
buyOrder.OrderQuantity = 1;
buyOrder.TextTag = "TwoWayBuy";
buyOrder.Price1 = buyPrice - (limit * tickSize);
buyOrder.AttachedOrderStop1Type = SCT_ORDERTYPE_TRIGGERED_TRAILING_STOP_3_OFFSETS;
buyOrder.Stop1Offset = stopTicks * tickSize;
buyOrder.TriggeredTrailStopTriggerPriceOffset = trailingStopTriggerTicks * tickSize;
buyOrder.TriggeredTrailStopTrailPriceOffset = trailingStopTicks * tickSize;

s_SCNewOrder sellOrder;
sellOrder.OrderType = SCT_ORDERTYPE_LIMIT;
sellOrder.OrderQuantity = 1;
sellOrder.TextTag = "TwoWaySell";
sellOrder.Price1 = sellPrice + (limit * tickSize);
sellOrder.AttachedOrderStop1Type = SCT_ORDERTYPE_TRIGGERED_TRAILING_STOP_3_OFFSETS;
sellOrder.Stop1Offset = stopTicks * tickSize;
sellOrder.TriggeredTrailStopTriggerPriceOffset = trailingStopTriggerTicks * tickSize;
sellOrder.TriggeredTrailStopTrailPriceOffset = trailingStopTicks * tickSize;


LongOrderID = sc.BuyEntry(buyOrder);


if (LongOrderID < 0) {
SCString errorMsg;
errorMsg.Format("Long order failed with error code: %d", LongOrderID);
sc.AddMessageToLog(errorMsg, 1);
} else {
SCString successMsg;
successMsg.Format("Long order sent successfully with ID: %d at price: %.2f",
LongOrderID, buyPrice - (limit * tickSize));
sc.AddMessageToLog(successMsg, 0);
}


ShortOrderID = sc.SellEntry(sellOrder);


if (ShortOrderID < 0) {
SCString errorMsg;
errorMsg.Format("Short order failed with error code: %d", ShortOrderID);
sc.AddMessageToLog(errorMsg, 1);
} else {
SCString successMsg;
successMsg.Format("Short order sent successfully with ID: %d at price: %.2f",
ShortOrderID, sellPrice + (limit * tickSize));
sc.AddMessageToLog(successMsg, 0);
}

The error I get in the Trade Service log is

2025-05-02 11:48:56.320 | Auto-trade: MESM25-CME[M] 1 Min #3 | RSI Trend Bracket Order | SellEntry | Bar start date-time: 2025-05-02 11:38:00.000 | SellEntry signal is ignored because working orders exist.


My Trade order window show an open and unfilled order

Entry Time  Last Activity Time  Symbol  Status  Internal Order ID  Order Type  Buy/Sell  Open/Close  Order Quantity  Price  Price 2  Filled Quantity  Average Fill Price  Parent Internal Order ID  Time in Force  Good Till DateTime  Service Order ID  Trade Account  Link ID  OCO ID  LastOrderActionSource  Client Order ID  Exchange Order ID  Text Tag  TrailOrderOffset  TrailOrderStepAmount
2025-05-02 11:38:44.849  2025-05-02 11:38:44.849  [Sim]MESM25-CME  Open  15233  Limit  Buy  Open  1  5695.25  0.00  0  0.00  0  Day    15233  Sim1  15233  0  Simulated order accepted      TwoWayBuy  0.00  0.00
2025-05-02 11:38:44.849  2025-05-02 11:38:44.849  [Sim]MESM25-CME  Pending Child-Client  15234  Triggered Trail Stop  Sell  Close  0  5692.75  0.00  0  0.00  15233  Day      Sim1  0  15234  Auto-trade: MESM25-CME[M] 1 Min #3 | RSI Trend Bracket Order | BuyEntry | TwoWayBuy | Bar start date-time: 2025-05-02 11:38:00.000 | Last: 5695.75 | AOE=true | AOU=true. Attached Order      TwoWayBuy  0.25  0.00


As I understand the same sim account and the same symbol can't have two open positions in opposite directions but these are intended to be unfilled orders (I have not added the code to cancel the opposing unfilled order once one order is filled). Again this works with manual entry.

Entry Time  Last Activity Time  Symbol  Status  Internal Order ID  Order Type  Buy/Sell  Open/Close  Order Quantity  Price  Price 2  Filled Quantity  Average Fill Price  Parent Internal Order ID  Time in Force  Good Till DateTime  Service Order ID  Trade Account  Link ID  OCO ID  LastOrderActionSource  Client Order ID  Exchange Order ID  Text Tag  TrailOrderOffset  TrailOrderStepAmount
2025-05-02 11:44:02.042  2025-05-02 11:44:02.042  [Sim]MESM25-CME  Open  15238  Limit  Sell  Open  1  5701.25  0.00  0  0.00  0  Day    15238  Sim1  15238  0  Simulated order accepted        0.00  0.00
2025-05-02 11:44:02.042  2025-05-02 11:44:02.042  [Sim]MESM25-CME  Pending Child-Client  15239  Limit  Buy  Close  0  5700.25  0.00  0  0.00  15238  Good till Canceled      Sim1  0  15239  MESM25-CME[M] 1 Min #3 | User order entry | Last: 5699.5 | AOE=true | AOU=true. Attached Order | Client side OCO order        0.00  0.00
2025-05-02 11:44:02.042  2025-05-02 11:44:02.042  [Sim]MESM25-CME  Pending Child-Client  15240  Stop  Buy  Close  0  5706.25  0.00  0  0.00  15238  Good till Canceled      Sim1  15240  15239  MESM25-CME[M] 1 Min #3 | User order entry | Last: 5699.5 | AOE=true | AOU=true. Attached Order | Client side OCO order        0.00  0.00
2025-05-02 11:43:59.159  2025-05-02 11:43:59.159  [Sim]MESM25-CME  Open  15235  Limit  Buy  Open  1  5697.75  0.00  0  0.00  0  Day    15235  Sim1  15235  0  Simulated order accepted        0.00  0.00
2025-05-02 11:43:59.159  2025-05-02 11:43:59.159  [Sim]MESM25-CME  Pending Child-Client  15236  Limit  Sell  Close  0  5698.75  0.00  0  0.00  15235  Good till Canceled      Sim1  0  15236  MESM25-CME[M] 1 Min #3 | User order entry | Last: 5699 | AOE=true | AOU=true. Attached Order | Client side OCO order        0.00  0.00
2025-05-02 11:43:59.159  2025-05-02 11:43:59.159  [Sim]MESM25-CME  Pending Child-Client  15237  Stop  Sell  Close  0  5692.75  0.00  0  0.00  15235  Good till Canceled      Sim1  15237  15236  MESM25-CME[M] 1 Min #3 | User order entry | Last: 5699 | AOE=true | AOU=true. Attached Order | Client side OCO order        0.00  0.00
[2025-05-04 02:11:56]
[Go To First Post]
ForgivingComputers.com - Posts: 1105
Try this:

      s_SCNewOrder NewOrder;      
      NewOrder.OrderType = SCT_ORDERTYPE_OCO_BUY_LIMIT_SELL_LIMIT;

      NewOrder.Price1 = sc.Bid - (limit * tickSize); // Buy Price
      NewOrder.Price2 = sc.Ask + (limit * tickSize); // Sell Price      
      NewOrder.OrderQuantity = 1;

      // stops, targets, etc.
      
      int Result = sc.SubmitOCOOrder(NewOrder);
Date Time Of Last Edit: 2025-05-04 02:13:37
[2025-07-28 17:56:04]
[Go To First Post]
stockwet - Posts: 37
I'm running into the same issue. I have the following trade configuration ...

sc.AllowOppositeEntryWithOpposingPositionOrOrders = true;
sc.CancelAllOrdersOnEntriesAndReversals = true;

The OCO workaround seems okay, but, I need the orders to have their own attached orders when they trigger. Anyone have a solution for this one?
[2025-07-28 18:08:28]
[Go To First Post]
User431178 - Posts: 763
Pretty sure this
sc.CancelAllOrdersOnEntriesAndReversals = true;
should be
sc.CancelAllOrdersOnEntriesAndReversals = false;
otherwise you just cancel the order as soon as the opposite order is entered.
[2025-07-28 20:56:28]
[Go To First Post]
stockwet - Posts: 37
The documentation states the opposite, which is why both @NeilPatel84 and I have this configured to be true. I tested with false just for fun and it didn't work. Here's the relevant documentation.

AllowOppositeEntryWithOpposingPositionOrOrders

The default value for this variable is TRUE (Yes).

When this variable is set to FALSE (No), then a Buy Entry or Sell Entry is not allowed if there is a Trade Position or working orders already existing in the opposite direction. Otherwise, the signal will be allowed.

Complete details about how this variable works can be found in the BuyEntry and SellEntry Order Action sections.

If this is set to TRUE (Yes), you should set CancelAllOrdersOnEntriesAndReversals to TRUE (Yes) when using Attached Orders so that those Attached Orders will be canceled since the current Trade Position will be reduced in quantity or reversed.

This also wouldn't impact the issue cited in the message log since it's the entry order, not an attached order:
SellEntry signal is ignored because working orders exist
[2025-07-28 21:34:38]
[Go To First Post]
User431178 - Posts: 763
Well I don't know anything about the rest of your code.
Here are the exact settings I have in bots that send multiple buy and sell entries simultaneously, each with their own OCO stops/targets.


sc.SendOrdersToTradeService = 0;
sc.MaximumPositionAllowed = 100000;
sc.SupportReversals = 0;

sc.SupportAttachedOrdersForTrading = 0;
sc.UseGUIAttachedOrderSetting = 0;

sc.AllowMultipleEntriesInSameDirection = 1;
sc.CancelAllOrdersOnEntriesAndReversals = 0;
sc.CancelAllOrdersOnReversals = 1;

sc.AllowOnlyOneTradePerBar = 0;

sc.AllowOppositeEntryWithOpposingPositionOrOrders = 1;
sc.AllowEntryWithWorkingOrders = 1;
sc.CancelAllWorkingOrdersOnExit = 1;


I should add, outside of the set defaults block sc.SendOrdersToTradeService and sc.MaximumPositionAllowed are set to appropriate values, and scale in/out is disabled.


sc.SupportTradingScaleIn = 0;
sc.SupportTradingScaleOut = 0;


This also wouldn't impact the issue cited in the message log since it's the entry order, not an attached order:
SellEntry signal is ignored because working orders exist

Attached or unattached is nothing to do with it.


When CancelAllOrdersOnEntriesAndReversals is set to TRUE (Yes), and there is a Buy Entry or a Sell Entry or a Reversal Order Action given, then all working orders except for market orders, for the Symbol and Trade Account of the chart that the trading system study is applied to will be canceled before the entry or reversal order is submitted.

The entry or reversal order is submitted immediately after the orders are requested to be canceled. If the order or orders cannot be canceled and the order cancellation has been rejected by the Trading service, then this can result in a Trade Position Quantity which may exceed what was intended. This is something to consider.

When CancelAllOrdersOnEntriesAndReversals is set to FALSE (No), then existing working orders for the Symbol and Trade Account will not be canceled.


Suggest reading the documentation about unmanaged automated trading, because that is what you probably need to be doing.

Automated Trading Management: Unmanaged Automated Trading
Date Time Of Last Edit: 2025-07-29 08:04:48

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