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Chart DOM not acting as expected

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[2016-03-02 15:25:06] #1 [Go To First Post]
User295967 - Posts: 32
I use an OCO order where if the price moves 4 ticks in the anticipated direction of the trade, the stoploss moves from the original position to breakeven plus 1. Sometimes the Chart DOM is not moving the Stoploss, although the price reached the 4 ticks in the anticipated direction of the trade. The market went to 1051,3 on the TF, so the trigger should be doen to move the stoploss from Original positon to breakeven plus 1. I was able to catch this behaviour on video - see atachement. I also include 2 screenshots showing the trade log and the settings for the OCO ordertype in the Chart DOM. Question: Is there any explanation why this is happening? Should I change any settings in Sierra? Do you require more information from me? Date Time Of Last Edit: 2016-03-02 15:26:18


Private File TF_Trade_activity.jpg / V - Attached On 2016-03-02 15:22:26 UTC - Size: 152.09 KB - 326 views TF_DOM_Settings_Breakeven.jpg / V - Attached On 2016-03-02 15:22:36 UTC - Size: 176.61 KB - 346 views

[2016-03-02 23:12:29] #2 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
We tried playing the video file but Windows media player indicated had a problem playing it. We tested your Attached Order configuration during a replay and it worked properly. Replay the chart and test it and see if you notice the same problem. Here are the instructions: http://www.sierrachart.com/index.php?page=doc/doc_ReplayChart.html We also recommend using OCO Group Triggered for Move to Breakeven for Stop >> Type. It will work like you probably would expect. 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: 2016-03-02 23:13:08

[2016-03-03 14:34:00] #3 [Go To First Post]
User295967 - Posts: 32
1. I downloaded the simo172.avi file from the forum and replayed without issues on my PC (win 7 SP1)with standard Microsoft media player. Also the Original file I uploaded when reporting the issue plays correctly with Windows Media Player. I have different PC's here and on all the file plays well back with windows media player. 2. When I try to follow your guidelines by using OCO group triggered, the Original stoploss is not moving to breakeven plus 1 - so I think using offset in ticks triggered should be used? here OCO scenario: 2 contracts Target 1 = 4 ticks Target 2 = 5 ticks Original stoploss = entry minus 10 ticks When price moves 4 ticks in the anticipated direction of the trade, then the stoploss should move from Original position to breakeven plus 1.

[2016-03-03 18:18:07] #4 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
1. It does not play for us. Possibly it is encoded using a codec that we do not have. Anyway it does not matter. 2. OCO Group Triggered means that when the first target is filled, then the stop order will be moved to breakeven + 1. Test both methods during replay. You should not see any problems with how they work. Please confirm that. 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

[2016-03-10 19:23:02] #5 [Go To First Post]
User295967 - Posts: 32
Today I saw in real live market again that the DOM is not working as expected. I use the scenario that if price moves 4 ticks in the anticipated direction, that then the stoploss moves from minus 10 ticks from breakeven (as set at trade entry OCO) to breakeven plus 1. Market ES, live CQG datafeed. I record all my actions so I have it on video with clock visible so one can check that ES market moved indeed 4 ticks and the Sierra DOM is not acting as expected. Question: What information do you require from me so you can see yourself that the Sierra DOM is not working as expected? I am at version 1377. Note 1: I have not been looking to replay as replay is not the same as live. Note 2: I have not checked the method for the stoploss to move when a target is hit and processed as this is not part of my strategy. Date Time Of Last Edit: 2016-03-10 19:24:26

[2016-03-10 23:29:43] #6 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
After you expected the stop order to move to break even, did it later move to breakeven? Or not at all? Does this problem occur consistently or inconsistently? What is Global Settings >> Data/Trade Service Settings >>Number of Stored Time and Sales Records set to? 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

[2016-03-11 13:57:41] #7 [Go To First Post]
User295967 - Posts: 32
1. In this particular event the market never came back again at the trigger point (4 ticks from breakpoint level). So there were no conditions for the DOM to move the stoploss at a later time. 2. This problem occurs sometimes. In general it works as expected, but it would be better if it works 100% consistent all the time. 3. the number of stored time and sales is set at 4000. Other information from this screen is : Service CQG FIX Trading, Under other settings Timestamp using local = False and Allow server to drop = False, Save DTS configuration is empty, Proxy port 443, intraday data storage time unit 1 second, max historical intradays days to load non tick data 186 and 1-tick data 186. In the right bottom corner there are 5 tickboxes to select. Only one is selected: Allow support for Sierra Chart Data feeds. I use AMP CQF live datafeed on Win 7 and Sierra version 1377.

[2016-03-11 18:23:57] #8 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
We would not expect this problem to occur. But increase the Number of Stored Time and Sales Records to 7000. But 4000 is more than high enough. Another question is, is the Trading DOM where you are watching the order is where the order was entered from? Another thing is that the Offset in Ticks Triggered setting is relative to the parent order fill price and not to the Position Average Price. 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

[2016-03-11 18:42:39] #9 [Go To First Post]
User295967 - Posts: 32
1. I will increase the number to 7000 as you advice. 2. I use Sierra only for the chart DOM, so yes this is where I entered the order from. 3. Offset in ticks triggered should be relative to the parent order fill so Sierra is doing great here. I can only offer you the video and the logs so you can conclude yourself this happened, Please let me know if there is anything else I can do and if you need any additional information.

[2016-03-11 19:00:54] #10 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
We really need to add some diagnostic messages to see why there would be a problem. Those actually exist but they are not part of the build that users. So we will have to add an option to enable those. So we can trace this problem. 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

[2016-03-15 06:30:06] #11 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
We are fairly certain we found the reason for this problem and it is going to be solved in the next release coming out this morning. It was an issue which began recently with the support of orders entered from the DTC server and also from ACSIL for a different Symbol and Trade Account compared to the 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, change to the Teton service: Sierra Chart Teton Futures Order Routing Date Time Of Last Edit: 2016-03-15 06:30:24

[2016-03-15 14:01:01] #12 [Go To First Post]
User295967 - Posts: 32
After install 1381 (but I am pretty sure I noticed this on previous version as well): I setup trade setup and OCO is set. Price is not hitting the trade entry level of the OCO. Then I decide to cancel trade setup by cliking the "x" at entry level. OCO is removed but the stoploss remains in the DOM. The stoploss is not removed when cancelling trade as per describtion above. Date Time Of Last Edit: 2016-03-15 14:09:28

[2016-03-15 16:49:55] #13 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
That stop order must not have been an Attached Order. Provide us the Trade Activity log lines for these orders by following these instructions here: https://www.sierrachart.com/index.php?page=doc/doc_TradeActivityLog.php#TradeActivityLogToSupport 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: 2016-03-15 16:50:54

[2016-03-15 17:46:32] #14 [Go To First Post]
User295967 - Posts: 32
Here is the trade activity log. 1. I entered a setup for OCO. Price did not hit the entry level of the OCO. 2. I then removed the OCO by clicking the "x" at OCO price entry level. 3. The stoploss remained at the DOM and I manually deleted the stoploss by clicking the "x" at the stoploss line in the DOM. Please let me know if you need more information. I use AMP CQG live data on SIM to reproduce this. I use the scenario as described in post 1 of this thread. ActivityType DateTime Symbol OrderActionSource InternalOrderID ServiceOrderID OrderType Quantity BuySell Price Price2 OrderStatus FillPrice FilledQuantity TradeAccount OpenClose ParentInternalOrderID PositionQuantity FillExecutionServiceID Order 2016-03-15 18:40:42.557 [Sim]F.US.TFEM16 F.US.TFEM16 #4 \| User order entry \| Last: 1064.5. Attached Order 31476 Limit Sell 1063.5 Pending Child-Client Sim1 Close 31475 Order 2016-03-15 18:40:42.558 [Sim]F.US.TFEM16 F.US.TFEM16 #4 \| User order entry \| Last: 1064.5. Attached Order 31477 Stop Sell 1062.1 Pending Child-Client Sim1 Close 31475 Order 2016-03-15 18:40:42.559 [Sim]F.US.TFEM16 F.US.TFEM16 #4 \| User order entry \| Last: 1064.5 31475 Limit 1 Buy 1063.1 Order Sent Sim1 Open Order 2016-03-15 18:40:42.560 [Sim]F.US.TFEM16 Simulated order accepted 31475 31475 Limit 1 Buy 1063.1 Open Sim1 Open Order 2016-03-15 18:40:42.561 [Sim]F.US.TFEM16 F.US.TFEM16 #4 \| User order entry \| Last: 1064.5. Attached Order 31479 Limit Sell 1063.6 Pending Child-Client Sim1 Close 31478 Order 2016-03-15 18:40:42.562 [Sim]F.US.TFEM16 F.US.TFEM16 #4 \| User order entry \| Last: 1064.5. Attached Order 31480 Stop Sell 1062.1 Pending Child-Client Sim1 Close 31478 Order 2016-03-15 18:40:42.563 [Sim]F.US.TFEM16 F.US.TFEM16 #4 \| User order entry \| Last: 1064.5 31478 Limit 1 Buy 1063.1 Order Sent Sim1 Open Order 2016-03-15 18:40:42.564 [Sim]F.US.TFEM16 Simulated order accepted 31478 31478 Limit 1 Buy 1063.1 Open Sim1 Open Order 2016-03-15 18:40:49.493 [Sim]F.US.TFEM16 F.US.TFEM16 #4 \| User order cancel 31475 31475 Limit 1 Buy 1063.1 Pending Cancel Sim1 Open Order 2016-03-15 18:40:49.494 [Sim]F.US.TFEM16 Simulated order canceled 31475 31475 Limit 1 Buy 1063.1 Canceled Sim1 Open Order 2016-03-15 18:40:49.495 [Sim]F.US.TFEM16 Canceling child orders of internal order ID 31475 31476 Limit Sell 1063.5 Pending Cancel Sim1 Close 31475 Order 2016-03-15 18:40:49.496 [Sim]F.US.TFEM16 Canceling child orders of internal order ID 31475 31476 Limit Sell 1063.5 Canceled Sim1 Close 31475 Order 2016-03-15 18:40:49.497 [Sim]F.US.TFEM16 Canceling child orders of internal order ID 31475 31477 Stop Sell 1062.1 Pending Cancel Sim1 Close 31475 Order 2016-03-15 18:40:49.498 [Sim]F.US.TFEM16 Canceling child orders of internal order ID 31475 31477 Stop Sell 1062.1 Canceled Sim1 Close 31475 Order 2016-03-15 18:40:49.499 [Sim]F.US.TFEM16 Canceling child orders of internal order ID 31478 31479 Limit Sell 1063.6 Pending Cancel Sim1 Close 31478 Order 2016-03-15 18:40:49.500 [Sim]F.US.TFEM16 Canceling child orders of internal order ID 31478 31479 Limit Sell 1063.6 Canceled Sim1 Close 31478 Order 2016-03-15 18:40:49.501 [Sim]F.US.TFEM16 Canceling orders linked to Internal Order ID 31475 31478 31478 Limit 1 Buy 1063.1 Pending Cancel Sim1 Open Order 2016-03-15 18:40:49.502 [Sim]F.US.TFEM16 Simulated order canceled 31478 31478 Limit 1 Buy 1063.1 Canceled Sim1 Open Order 2016-03-15 18:40:57.741 [Sim]F.US.TFEM16 F.US.TFEM16 #4 \| User order cancel 31480 Stop Sell 1062.1 Pending Cancel Sim1 Close Order 2016-03-15 18:40:57.742 [Sim]F.US.TFEM16 F.US.TFEM16 #4 \| User order cancel 31480 Stop Sell 1062.1 Canceled Sim1 Close Date Time Of Last Edit: 2016-03-15 17:47:55

[2016-03-15 18:52:53] #15 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
We do see this problem and we are correcting it now. It arose in a recent release. 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

[2016-03-18 05:05:30] #16 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
Letting you know the solution to this was already released. Update to the current version which is 1382. 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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