Support Board
Date/Time: Sun, 24 Nov 2024 09:08:19 +0000
Spreadsheet Trading --> J27 Cancel Working Orders & Stop Price Orders
View Count: 2558
| [2013-09-28 09:49:20] |
| sbsierra - Posts: 71 |
|
Hi, I have a problem with Spreadsheet trading. Cells have following formulas: J22=D3+20*$J$21 J27=OR(K3=FALSE;M3=FALSE) But when K3 or M3 becomes false, old - unfilled - stop orders are not canceled. they still exists. Currently I use replay mode to test it. please help! bs.trader |
| [2013-09-30 09:45:35] |
| |
|
We tested J27 by manually setting it to TRUE. It does work properly. This is an example of what you will see in Trade >> Trade Service Log: Auto-Trading: Replay 240.0X: 6E-201312-CME 5 min #1 | DefaultSpreadsheetStudy | All Working orders have been canceled for the symbol: [Sim]6E-201312-CME | Bar Start Time: 2013-09-27 13:52:21 | 2013-09-30 04:44:28 So you need to determine why your formula is not returning TRUE. 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: 2013-09-30 09:46:00
|
| [2013-09-30 20:32:17] |
| sbsierra - Posts: 71 |
|
Did you test with Replay mode?
|
| [2013-09-30 20:48:11] |
| |
|
Yes. However, what we do not understand, is whether there is a problem with your formula not going to TRUE or whether it goes from FALSE to TRUE and the orders are not canceled.
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 |
| [2013-10-01 05:39:06] |
| sbsierra - Posts: 71 |
|
Cells and formulas work as aspected, J27 becomes true, but existing orders are not canceled. Attached are Screenshots, as you can see, K3 is false, J27 is true, but orders are still active. |
| [2013-10-01 05:52:48] |
| sbsierra - Posts: 71 |
|
http://www.sierrachart.com/image.php?l=138060671316.png http://www.sierrachart.com/image.php?l=1380606757247.png |
| [2013-10-01 05:56:18] |
| sbsierra - Posts: 71 |
|
Orders was submited as a StopBuy Order,not a market order. http://www.sierrachart.com/image.php?l=1380606938778.png |
| [2013-10-01 07:37:29] |
| |
|
Is impossible for us to really comment on exactly what the issue is, unless we see exactly what is happening in real time and the sequence of events. The question you need to check on is at what time are the orders getting canceled in relation to when the orders are being submitted. They need to be canceled after they are submitted. Are you getting a message like this when the spreadsheet is canceling the working orders: Auto-Trading: Replay 240.0X: 6E-201312-CME 5 min #1 | DefaultSpreadsheetStudy | All Working orders have been canceled for the symbol: [Sim]6E-201312-CME | Bar Start Time: 2013-09-27 13:52:21 | 2013-09-30 04:44:28 It is best, that you work through this on your own with manual interaction with the spreadsheet, and then try to determine where something is going wrong and correct your logic. If there is some issue we need to address, we will do that, but we see no evidence of this at this point. We have verified the basic operation does work properly. You need to verify on your own on your side that the basic functioning works as expected with manual interaction. If it does, then there's going to be a logic issue on your side. 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: 2013-10-01 07:39:46
|
| [2013-10-03 16:53:55] |
| sbsierra - Posts: 71 |
|
I set J27 to "=AND(K3=FALSE;K4=TRUE)" and i think i found out, that J27 needs to change between two bars to really cancel unfilled stop limit orders. |
| [2013-10-03 17:04:45] |
| |
|
It just needs to go from FALSE to TRUE and when it goes to TRUE there needs to be working orders. This can happen all within a single bar.
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 |
To post a message in this thread, you need to log in with your Sierra Chart account: