Support Board
Date/Time: Sat, 01 Feb 2025 13:02:02 +0000
Chart Replay - Use Attached Orders
View Count: 1156
| [2019-06-29 15:16:16] |
| User94606 - Posts: 327 |
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I am doing a chart replay on RTY for 6/28/19 starting at 09:20:00 AM EST. For some reason, when I have "Use Attached Orders" checked and I do a BUY MKT from the Trade Window on the 1 min chart, I get stopped out right away. I did this at least 20 times. When I uncheck the "Use Attached Orders", the BUY MKT works. In the "Use Attached Orders", I have a stopped at 10 ticks. I use the same 10 tick stop (Use Attached Orders) for other markets: ES, YM, NQ, CL, etc.) and I don't have a problem during the chart replay. I have attached a RTY chartbook for your reference. I don't know if this is an issue with only RTY, chart replay or the way "Use Attached Orders" is configured. Date Time Of Last Edit: 2019-06-29 15:18:16
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| [2019-06-30 01:52:22] |
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You need to check the order price of whatever order is filling and make sure it is as you expect. And refer to: Trade Simulation: How Orders are Filled 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 |
| [2019-06-30 07:04:24] |
| User94606 - Posts: 327 |
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This is very extrange. Using chart replay, I am getting stopped out on every 1 or 2 ticks on BUY MKT or BUY ASK. There is no issue if I SELL MKT or disable "Use Attached Orders". The "Use Attached Orders" has a 10 tick stop as a target - see screenshot
Date Time Of Last Edit: 2019-06-30 14:57:01
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| [2019-07-06 18:02:02] |
| User94606 - Posts: 327 |
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July 6, 2019: Is there a way to identify which rule is being triggered to cover the buy for NQ at 7:59 AM EST on July 5, 2019 on chart #7 (see new chartbook). Chart #7 contains the spreadsheet for auto trading enabled. The Sell Exit (Buy) specified in column N should only be triggered when the current price (ID20.SG1@3 is greater than or equals to 8 exponential moving average (ID1.SG1@3). However, the Sell Exit (Buy) is being triggered before this condition is met. I have not idea why this is happening in Chart Replay mode. July 7, 2019: This morning, I removed the Sell Exit (Buy) rule from the spreadsheet and ensured there is no Trade Management Study on chart #7. During the replay, it is still having the same issues as reported earlier. Column N3 is blank. Chart #7 has a 10 tick Stop on the Attached Order window - see screenshot. I am running the Replay mode on Sierra Chart instance #2. I don't know where the Sell Exit (Buy) rules are being triggered from Date Time Of Last Edit: 2019-07-07 16:59:14
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Private File Private File  NQ 7-5-19 Replay.jpg / V - Attached On 2019-07-07 14:37:35 UTC - Size: 512.69 KB - 280 views |
| [2019-07-07 18:58:15] |
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You need to examine the Trade Activity Log for the information that you need: Trade Activity Log: Viewing Historical Trade Activity You need to look at the Order Action Source field in the Trade Activity Log for the order. Your question is also outside the scope of our support. Refer to: Automated Trading Management: Troubleshooting Automated Trading System Behavior 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: 2019-07-08 16:20:38
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