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Date/Time: Sun, 12 Jan 2025 19:14:46 +0000



Trading bid/ask quantity triggered stop not work in sim?

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[2016-10-05 01:09:25]
User810481 - Posts: 23
I use Sim is just to test the function before using it in live trade, but it seem doesn't work in sim mode. I use version 1468 atm.

Setting already apply, The screenshot is just to show what I have set. Thanks
imagetest.png / V - Attached On 2016-10-05 01:08:46 UTC - Size: 335.22 KB - 260 views
[2016-10-05 16:59:42]
Sierra Chart Engineering - Posts: 104368
Yes it does but we will do some testing to verify again.
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:
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[2016-10-06 23:01:24]
Sierra Chart Engineering - Posts: 104368
That order type study does work in Trade Simulation Mode but we did notice a small comparison problem where the bid/ask quantity needed to be less than the threshold rather than less or equal.

This will be corrected in the next 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
Date Time Of Last Edit: 2016-10-06 23:02:03
[2016-10-06 23:58:54]
User810481 - Posts: 23
Unsure if you fixed in 1470 version, still threshold 300, still seem doesn't work in sim.
image2016-10-07_0927.png / V - Attached On 2016-10-06 23:58:07 UTC - Size: 70.81 KB - 239 views
[2016-10-06 23:59:59]
User810481 - Posts: 23
There is already have 1 long position, the order is to get the 2nd lot - for testing purposes.
[2016-10-07 04:44:26]
Sierra Chart Engineering - Posts: 104368
It should work based on what we see if the threshold is actually 300. We just did a test now and did not see a problem. Worked perfectly.

The change made is not relevant in this particular case because the ask quantity is well below the threshold.
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: 2016-10-07 04:45:03
[2016-10-07 04:48:31]
User810481 - Posts: 23
Let me know if you need more information to investigate.

This is the record what happen on my screen.

screencast.com/t/JBucDrKArP9
[2016-10-07 04:51:48]
Sierra Chart Engineering - Posts: 104368
Go to Window >> Current Quote Window.

Are the Bid and Ask prices and Sizes matching with the market depth data you see on the Trade DOM.
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
[2016-10-07 04:54:07]
User810481 - Posts: 23
It does match:


screencast.com/t/vJWAPZ5A3B1
[2016-10-10 23:47:33]
User810481 - Posts: 23
any update?
[2016-10-11 00:29:26]
User810481 - Posts: 23
tested on live trade, not working
[2016-10-11 00:31:10]
Sierra Chart Engineering - Posts: 104368
We will test this today. We just needed to wait for the market to open for the symbol.
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
[2016-10-11 04:43:40]
Sierra Chart Engineering - Posts: 104368
We just tested this using the same symbol. The Buy stop order filled once the best ask quantity dropped below the threshold level. No trouble at all:
http://www.sierrachart.com/image.php?Image=1476160968519.png


There should be no trouble with 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
[2016-10-11 04:46:49]
User810481 - Posts: 23
Do you want to have a remote session to test on my computer? I trade Emini Osaka future contract. You said yes it work, but it doesn't work on my end. Live trade test, picture, record, , you have all of them. There is bug somewhere.
Date Time Of Last Edit: 2016-10-11 04:48:08
[2016-10-11 04:47:58]
Sierra Chart Engineering - Posts: 104368
No that is not going to help.

The only thing we can do is to add debugging logging information, and we have to see when we can get to 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
[2016-10-11 04:49:15]
User810481 - Posts: 23
When you are going to do it? Does it in the Sierra-chart already? How can I send you the log?
[2016-10-24 05:18:57]
User810481 - Posts: 23
Can I please have an update of this issue? I tried to gather all information so the bug can be patched, but seem like what I received the respond is seem like you guys doesn't care. Sorry that I said that because I'm not happy at all with the way you solving the problem and communicate.
[2016-10-24 05:21:23]
Sierra Chart Engineering - Posts: 104368
We should have updated this thread but about a couple of weeks ago we did add a new Input to this study to enable debugging information. Set that input to Yes. To see this Input you need to update to the latest version of Sierra Chart. We also thought that you would actually notice the new Input when you updated and that is why we did not say anything.

Update: We actually did announce this new debugging study Input on our What is New page. So you should have looked there.

The information is displayed in the Window >> Message Log.

Also we do care, and that is why we added the debugging capability to the study, but it is also the fact that we are very very busy and we have to always put higher priorities first and this is not considered a critical core feature of the software. But we did prioritize it.

So if it seems as though we do not care, it is only because we have to put other priorities first.

And also because you are a broker customer, and we get very little from the broker, your account does not receive the same level of service as a directly paid for account. So you should get a direct account with us. This is another reason we have to acknowledge.
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: 2016-10-24 05:25:38
[2016-10-24 05:23:26]
Sierra Chart Engineering - Posts: 104368
The prior post has been updated.
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
[2016-10-24 05:30:42]
User810481 - Posts: 23
Thank you, this is the log. Hope this help.

Chart: F.US.MJNKZ16 #2 | Study: Trading: Bid/Ask Quantity Triggered Stop Order | Order price is 0. Order evaluation not performed. | 2016-10-24 07:28:49
Chart: F.US.MJNKZ16 #2 | Study: Trading: Bid/Ask Quantity Triggered Stop Order | Order price is 0. Order evaluation not performed. | 2016-10-24 07:28:51
Chart: F.US.MJNKZ16 #2 | Study: Trading: Bid/Ask Quantity Triggered Stop Order | Sell stop order not triggered. Bid=17215.000000, OrderPrice=17215.000000, BidQuantity=347, BidQuantityThreshold=200. | 2016-10-24 07:28:54
Chart: F.US.MJNKZ16 #2 | Study: Trading: Bid/Ask Quantity Triggered Stop Order | Sell stop order not triggered. Bid=17215.000000, OrderPrice=17215.000000, BidQuantity=348, BidQuantityThreshold=200. | 2016-10-24 07:29:01
Chart: F.US.MJNKZ16 #2 | Study: Trading: Bid/Ask Quantity Triggered Stop Order | Sell stop order not triggered. Bid=17215.000000, OrderPrice=17215.000000, BidQuantity=343, BidQuantityThreshold=200. | 2016-10-24 07:29:07
Chart: F.US.MJNKZ16 #2 | Study: Trading: Bid/Ask Quantity Triggered Stop Order | Sell stop order not triggered. Bid=17215.000000, OrderPrice=17215.000000, BidQuantity=342, BidQuantityThreshold=200. | 2016-10-24 07:29:14
Chart: F.US.MJNKZ16 #2 | Study: Trading: Bid/Ask Quantity Triggered Stop Order | Sell stop order not triggered. Bid=17215.000000, OrderPrice=17215.000000, BidQuantity=315, BidQuantityThreshold=200. | 2016-10-24 07:29:22
Chart: F.US.MJNKZ16 #2 | Study: Trading: Bid/Ask Quantity Triggered Stop Order | Sell stop order not triggered. Bid=17215.000000, OrderPrice=17215.000000, BidQuantity=328, BidQuantityThreshold=200. | 2016-10-24 07:29:29
Chart: F.US.MJNKZ16 #2 | Study: Trading: Bid/Ask Quantity Triggered Stop Order | Sell stop order not triggered. Bid=17215.000000, OrderPrice=17215.000000, BidQuantity=354, BidQuantityThreshold=200. | 2016-10-24 07:29:37
Chart: F.US.MJNKZ16 #2 | Study: Trading: Bid/Ask Quantity Triggered Stop Order | Sell stop order not triggered. Bid=17215.000000, OrderPrice=17215.000000, BidQuantity=353, BidQuantityThreshold=200. | 2016-10-24 07:29:45
Chart: F.US.MJNKZ16 #2 | Study: Trading: Bid/Ask Quantity Triggered Stop Order | Sell stop order not triggered. Bid=17210.000000, OrderPrice=17215.000000, BidQuantity=740, BidQuantityThreshold=200. | 2016-10-24 07:29:49
Chart: F.US.MJNKZ16 #2 | Study: Trading: Bid/Ask Quantity Triggered Stop Order | Sell stop order not triggered. Bid=17210.000000, OrderPrice=17215.000000, BidQuantity=689, BidQuantityThreshold=200. | 2016-10-24 07:29:53
Chart: F.US.MJNKZ16 #2 | Study: Trading: Bid/Ask Quantity Triggered Stop Order | Sell stop order not triggered. Bid=17210.000000, OrderPrice=17215.000000, BidQuantity=538, BidQuantityThreshold=200. | 2016-10-24 07:29:57
Chart: F.US.MJNKZ16 #2 | Study: Trading: Bid/Ask Quantity Triggered Stop Order | Sell stop order not triggered. Bid=17210.000000, OrderPrice=17215.000000, BidQuantity=139, BidQuantityThreshold=200. | 2016-10-24 07:30:00

[2016-10-24 05:35:43]
Sierra Chart Engineering - Posts: 104368
The problem is these two prices must match:
Bid=17210.000000, OrderPrice=17215.000000

We are not sure what is the best way to do this, but that is how it is currently designed. So you need to make sure to move the stop order down to the bid price in this case. You can just drag the order line and move it down.
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
[2016-10-24 05:39:29]
User810481 - Posts: 23
It doesn't match due to the market trade through the stop order and it doesn't execute.
[2016-10-24 05:40:42]
User810481 - Posts: 23
The order was sell at bid 17215 originally, but I just don't understand why the log shows Order price is 0. Order evaluation not performed., is it the main issue?
Date Time Of Last Edit: 2016-10-24 05:40:51
[2016-10-24 06:12:02]
Sierra Chart Engineering - Posts: 104368
We will make a change in the next release to solve 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
[2016-10-26 00:07:53]
User810481 - Posts: 23
Test on 1477 version, still doesn't work, I still can see the line Order price is 0. Order evaluation not performed.

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