Support Board
Date/Time: Sat, 11 Jan 2025 06:18:18 +0000
lmax : stop & targuet order
View Count: 2124
| [2016-10-10 18:24:52] |
| sierra28 - Posts: 120 |
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in sierra, when use attached orders, we think each trade has his stop and targuet but in reality this is the first trade (first in) who will be close. when having several trades, at the end trades in progress are not the same beetwen lmax web site and Sierra... So Why don't you use stop and targuet cells from the web site of lmax to store stop & targuet of each trade ? capture 1 : trade from sierra targuet and stop cells are empty (these cells are use when placing trades from lmax web site so that each trade has in own stop and targuet). capture 2 stop and targuet from attached orders of sierra. Theses orders will exit the oldest trade not the latest. Date Time Of Last Edit: 2016-10-10 18:36:00
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1.PNG| [2016-10-10 18:41:16] |
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So Why don't you use stop and targuet cells from the web site of lmax to store stop & targuet of each trade ?
This is not really possible with the FIX connection used by Sierra Chart. Also Sierra Chart is able implement the Attached Orders functionality without any potential problems.
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 |
| [2016-10-10 18:53:32] |
| sierra28 - Posts: 120 |
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ok this is boring when having few orders... sorry but this is not a real integration of lmax just a opening of sierra to lmax server. this is really not enough (cf quantity also)... Date Time Of Last Edit: 2016-10-10 18:55:38
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| [2016-10-10 19:04:14] |
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Therefore discontinue use of LMAX with Sierra Chart. How Sierra Chart is integrated with LMAX cannot change. 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: 2016-10-10 21:15:04
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| [2016-10-10 19:06:08] |
| sierra28 - Posts: 120 |
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I was expecting that kind of response
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| [2016-10-11 04:14:19] |
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but in reality this is the first trade (first in) who will be close.
when having several trades, at the end trades in progress are not the same beetwen lmax web site and Sierra... We do not really understand this, and do not know what the problem is. Although there is no need to comment about this. It will not help. The way that Attached Orders work cannot change. You also seem to make mention of CFD order quantities and eventually we will change that so that you just specify the actual quantity. This requires some planning. 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: 2016-10-11 04:14:47
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| [2016-10-11 07:12:34] |
| sierra28 - Posts: 120 |
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hello. the problem is that when a targuet and stop order is placed using attachement orders from sierra, these exits orders will close not the attached order (parent order) but the oldest order if a position was already opened, then, average price of the rest of positions is different beetwen dom of sierra and lmax web site. sierra+lmax: exit mode is FIFO mode (first in first out), i prefer it is LIFO. Thanks you for improve quantity. |
| [2016-11-01 12:01:06] |
| User716386 - Posts: 4 |
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Major problems with LMAX- Sierra integration Problems: 1) One Sierra Entry order with attached TakeProfit and StopLoss generate 3 independent orders on LMAX side. 1.1) We use 300% of Buying Power on LMAX 1.2) if TakeProfit or StopLoss FILLED another order still on LMAX and looks like orphan. As result we must handle it via LMAX interface !!! 1.3) We're not be able modify attached orders for Filled EntryOrder on easy way 2) Balance from LMAX. I undestand LMAX FIX doesn't provide way to check a balance but You may request it via API and add this to Your proxy DTC server: https://www.lmax.com/pdf/LMAX-Exchange-FIX-API-FAQs.pdf ------ How do I receive my current balance, equity and free margin via API? You can receive those details by requesting the instruction “Account State” via .NET API, where you can receive the following details about your account state: _balance; _availableFunds; _availableToWithdraw; _unrealisedProfitAndLoss; _margin; _walletByCurrency; You would need to setup a listener in order to give the .NET API an instruction to follow after receiving this information. ---- |
| [2016-11-01 17:18:31] |
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exit mode is FIFO mode (first in first out), i prefer it is LIFO.
You actually have the ability to change this. Refer to:http://www.sierrachart.com/index.php?page=doc/GlobalTradeSettings.html#LIFOFIFO 1) One Sierra Entry order with attached TakeProfit and StopLoss generate 3 independent orders on LMAX side. 1.1) We use 300% of Buying Power on LMAX
This is not true. See our answer above.1.2) if TakeProfit or StopLoss FILLED another order still on LMAX and looks like orphan. As result we must handle it via LMAX interface !!! http://www.sierrachart.com/index.php?page=doc/GlobalTradeSettings.html#UseServerSideOCO For further information, refer to: http://www.sierrachart.com/index.php?page=doc/AttachedOrders.html#OCOManagement 1.3) We're not be able modify attached orders for Filled EntryOrder on easy way
We do not understand what you mean by this. This does not make any sense to us. You can easily modify an order. We have never had anyone report a problem with modifying orders on LMAX. Here is the relevant documentation:http://www.sierrachart.com/index.php?page=doc/ChartTrading.html#ModifyingOrdersOnTheChart There are no plans to support account balance data through LMAX. 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: 2016-11-01 17:59:12
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| [2016-11-01 19:26:52] |
| User716386 - Posts: 4 |
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Thank for quick answer. Example: 1.1) FILLED EntryOrder plus attached TakeProfit and StopLoss use $100 of BP if You'll setup it via LMAX interface. Sierra add two additional orders with $100 BP per each. Total BP usage $300 instead of $100 via LMAX interface. You can see it in post: sierra28 - Posts: 98 (attachments) 1.2) Thanks. I already use it. 1.3) Ok Balance very important for real trading. Thanks for Your help |
| [2016-11-01 19:46:24] |
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1.1. OK understood, but there is nothing we can do about this. 1.2. If you are saying that with a server-side bracket order there is not automatic canceling of the other side of the OCO Target and Stop order, we need to know the particular Internal Order ID where this happened and look into it. There should never be a problem with this. Let us know. You can find the Internal Order ID in the Trade Activity Log: http://www.sierrachart.com/index.php?page=doc/TradeActivityLog.php#ViewingHistoricalTradeActivity We did a test now, and the server-side OCO functionality worked properly with a bracket order. 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: 2016-11-01 19:47:20
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| [2016-11-02 01:56:59] |
| User716386 - Posts: 4 |
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Thanks again, I'm not so happy, but I understand current status :-( Thanks for Your help. PS. I'll develop my own gate between LMAX(FIX+API) and Sierra(DTC). Now I testing gate between Sierra and MT4. |
| [2016-11-02 03:36:16] |
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Not sure how you can do any better than us using the LMAX FIX API because it has no support for account balance data, position data, or OCO or bracket orders (a parent order with OCO order).
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: 2016-11-02 03:36:39
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