Support Board
Date/Time: Sun, 02 Feb 2025 17:03:23 +0000
[Locked] - Stop Limit Offset
View Count: 2548
| [2019-09-05 08:35:06] |
| User476926 - Posts: 59 |
|
I have set a Stop Limit Offset to 1 Tick for Parent/Attached orders, but when I place say a BUY STOP LMT order, the limit offset keeps showing as 3 Ticks (in Price 2) rather than 1 Tick. So planned BUY STP at 56.00 with LMT at 56.01 appears in trade orders log as 56.00 (Price) and 56.03 (Price 2). I cannot find a field or setting to amend that has the mystery "3 tick offset"? The SET menu for Stop Limit Offsets is set to 1 Tick for parent and attached orders. |
| [2019-09-05 08:56:51] |
| |
|
Refer to: https://www.sierrachart.com/index.php?page=doc/TradeWindow.html#TradeWindowSettingsNotApplyingToChartOrTradingDOM. (Trade Window Settings Not Applying to Chart or Trading 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 |
| [2019-09-05 09:19:20] |
| User476926 - Posts: 59 |
|
Tried this and has not made any difference/changes. Trade Windows all set to same settings.
|
| [2019-09-05 13:06:03] |
| User476926 - Posts: 59 |
|
OK have narrowed down further. STP LMT works for other futures symbols, I am having issue with CL symbol with IB. Using same Trade Window, ES and GC work fine and can amend Offset Stop Limit value. As soon as I select CL-201910-Nymex (Oct) the offset stops working (does not respond to changes) and has fixed value of 3 ticks. This is using the same Trade Window as ES and GC which both work and respond to changing the offset value. Cannot see any figures in Symbol Settings that would cause this. If I bring up fresh trade window in new workbook - same results. |
| [2019-09-06 15:35:25] |
| |
|
Make sure you are actually using a Stop Limit order. How are you submitting this order? And the other thing is are you noticing this problem with the parent order or the Attached Orders? 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 |
| [2019-09-06 17:16:45] |
| User476926 - Posts: 59 |
|
Yes to Stop Limit. Submitting via Trade DOM. This is for Parent Order i.e. entry trade. This afternoon, the offset has now changed from 3 ticks to 1 tick. This would be good (as it now matches the menu setting) except that it does not respond to changes so there is still something not correct (and not sure what made it change v yesterday). The Trade DOM / stop limit works correctly for orders on other instruments, it just seems to be CL. |
| [2019-09-09 10:30:56] |
| User476926 - Posts: 59 |
|
This morning, now getting random offset values, and in wrong direction (so offset appears as +8 ticks on order instead of -1 ticks as per trade menu settings). Assistance appreciated please. Still only on CL. |
| [2019-09-09 15:03:52] |
| |
|
Could we call you today at the telephone number you have set here?: https://www.sierrachart.com/UserControlPanel.php?page=ManageAccountInfo We would like you to demonstrate this issue so we can understand what is happening. Also it is not possible to use a negative offset for a Stop-Limit 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: 2019-09-09 15:05:00
|
| [2019-09-09 17:00:32] |
| User476926 - Posts: 59 |
|
Call yes - but need to give you a different number for today. How do I send privately?
|
| [2019-09-10 16:05:59] |
| |
|
We apologize for the delay. Send the telephone number here: https://www.sierrachart.com/UserControlPanel.php?page=SupportTickets Make reference to this thread. 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 |
| [2019-09-12 10:49:10] |
| User476926 - Posts: 59 |
|
Have updated phone number under Account Info. Available today (Thu) from 1600. Thanks. |
| [2019-09-16 08:06:29] |
| |
|
We apologize for not yet reaching you. We have been quite busy. The easiest thing will be for you to give us the information we need. When you have the problem, what we want to get from you, is the line from the Trade Activity Log showing the entry of the order. It will contain the text "User order entry". Here are instructions: Trade Activity Log: Providing Trade Activity Log Data Lines to Support (Providing Trade Activity Log Data to Support) 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: 2019-09-16 08:07:31
|
| [2019-09-16 12:19:04] |
| User476926 - Posts: 59 |
|
See attached. Issue is STP LMT order does not reflect the 1 tick differential I have set (Trade Window). Order on DOM/chart at 60.45 shows LMT 60.27 when it should be 60.46? The previous orders in log show that it is random, so first order had BUY 60.50 and 60.29 (instead of 60.50 and 60.51) and the SELL at 60.20 had 60.26 (instead of 60.20 and 60.19)? |
Private File |
| [2019-09-16 12:30:57] |
| |
|
That screenshot definitely does not contain the information needed or requested. And also the problem can only the following possibilities: You are not using a Stop-Limit order originally, the offset is not set correctly, or it is being modified by the trading service. 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: 2019-09-16 12:32:42
|
| [2019-09-16 13:44:11] |
| User476926 - Posts: 59 |
|
DateTime Symbol OrderType Quantity BuySell Price Price2 OrderStatus FilledQuantity FillPrice OpenClose PositionQuantity HighDuringPosition LowDuringPosition ActivityType TradeAccount AccountBalance InternalOrderID ServiceOrderID OrderActionSource ParentInternalOrderID FillExecutionServiceID Note 2019-09-16 08:05:51.046 CL-201910-NYMEX Limit 2 Buy 60.02 Open Close Order DU1314841 1345 995 IB Open Order update 1344 TP 9 (1) + 18 (2).twconfig 2019-09-16 08:05:51.045 CL-201910-NYMEX Stop Limit 1 Sell 60.20 60.26 Open Open Order DU1314841 1341 991 IB Open Order update TP 9 (1) + 18 (2).twconfig 2019-09-16 08:05:51.044 CL-201910-NYMEX Stop 1 Buy 60.29 Open Close Order DU1314841 1343 993 IB Open Order update 1341 TP 9 (1) + 18 (2).twconfig 2019-09-16 08:05:50.821 CL-201910-NYMEX Limit 1 Buy 60.11 Open Close Order DU1314841 1342 992 IB Open Order update 1341 TP 9 (1) + 18 (2).twconfig 2019-09-16 08:05:50.722 CL-201910-NYMEX Stop 2 Buy 60.29 Order Sent Close Order DU1314841 1346 CL-201910-NYMEX[M] #4 | Trade DOM/User order entry | Last: 60.28. Attached Order | Server side bracket order 1344 TP 9 (1) + 18 (2).twconfig 2019-09-16 08:05:50.721 CL-201910-NYMEX Limit 2 Buy 60.02 Order Sent Close Order DU1314841 1345 CL-201910-NYMEX[M] #4 | Trade DOM/User order entry | Last: 60.28. Attached Order | Server side bracket order 1344 TP 9 (1) + 18 (2).twconfig 2019-09-16 08:05:50.720 CL-201910-NYMEX Stop Limit 2 Sell 60.20 60.19 Order Sent Open Order DU1314841 1344 CL-201910-NYMEX[M] #4 | Trade DOM/User order entry | Last: 60.28 | Server side bracket order TP 9 (1) + 18 (2).twconfig 2019-09-16 08:05:50.719 CL-201910-NYMEX Stop 1 Buy 60.29 Order Sent Close Order DU1314841 1343 CL-201910-NYMEX[M] #4 | Trade DOM/User order entry | Last: 60.28. Attached Order | Server side bracket order 1341 TP 9 (1) + 18 (2).twconfig 2019-09-16 08:05:50.718 CL-201910-NYMEX Limit 1 Buy 60.11 Order Sent Close Order DU1314841 1342 CL-201910-NYMEX[M] #4 | Trade DOM/User order entry | Last: 60.28. Attached Order | Server side bracket order 1341 TP 9 (1) + 18 (2).twconfig 2019-09-16 08:05:50.717 CL-201910-NYMEX Stop Limit 1 Sell 60.20 60.19 Order Sent Open Order DU1314841 1341 CL-201910-NYMEX[M] #4 | Trade DOM/User order entry | Last: 60.28 | Server side bracket order TP 9 (1) + 18 (2).twconfig 2019-09-16 08:05:47.646 CL-201910-NYMEX Stop 2 Sell 60.41 Canceled Close Order DU1314841 1340 990 IB order status update 1338 TP 9 (1) + 18 (2).twconfig 2019-09-16 08:05:47.645 CL-201910-NYMEX Limit 2 Sell 60.68 Canceled Close Order DU1314841 1339 989 IB order status update 1338 TP 9 (1) + 18 (2).twconfig 2019-09-16 08:05:47.644 CL-201910-NYMEX Stop Limit 2 Buy 60.50 60.29 Canceled Open Order DU1314841 1338 988 IB order status update TP 9 (1) + 18 (2).twconfig 2019-09-16 08:05:47.643 CL-201910-NYMEX Stop 1 Sell 60.41 Canceled Close Order DU1314841 1337 987 IB order status update 1335 TP 9 (1) + 18 (2).twconfig 2019-09-16 08:05:47.642 CL-201910-NYMEX Limit 1 Sell 60.59 Canceled Close Order DU1314841 1336 986 IB order status update 1335 TP 9 (1) + 18 (2).twconfig 2019-09-16 08:05:47.641 CL-201910-NYMEX Stop Limit 1 Buy 60.50 60.29 Canceled Open Order DU1314841 1335 985 IB order status update TP 9 (1) + 18 (2).twconfig 2019-09-16 08:05:47.353 CL-201910-NYMEX Stop Limit 2 Buy 60.50 60.29 Pending Cancel Open Order DU1314841 1338 988 Canceling orders linked to Internal Order ID 1335 TP 9 (1) + 18 (2).twconfig 2019-09-16 08:05:47.352 CL-201910-NYMEX Stop Limit 1 Buy 60.50 60.29 Pending Cancel Open Order DU1314841 1335 985 CL-201910-NYMEX[M] #4 | User order cancel TP 9 (1) + 18 (2).twconfig 2019-09-16 08:05:46.978 Unspecified Order None Setting orders waiting for service update, as updated. Account: No account specified 2019-09-16 08:05:46.975 Unspecified Order None Requested Open orders from trading service 2019-09-16 08:05:46.974 Unspecified Order None Flagging orders waiting for service update. Account: No account specified 2019-09-16 08:05:32.403 CL-201910-NYMEX Stop Limit 2 Buy 60.50 60.29 Open Open Order DU1314841 1338 988 IB Open Order update TP 9 (1) + 18 (2).twconfig 2019-09-16 08:05:32.401 CL-201910-NYMEX Stop 2 Sell 60.41 Open Close Order DU1314841 1340 990 IB Open Order update 1338 TP 9 (1) + 18 (2).twconfig 2019-09-16 08:05:32.321 CL-201910-NYMEX Limit 2 Sell 60.68 Open Close Order DU1314841 1339 989 IB Open Order update 1338 TP 9 (1) + 18 (2).twconfig 2019-09-16 08:05:32.286 CL-201910-NYMEX Stop Limit 1 Buy 60.50 60.29 Open Open Order DU1314841 1335 985 IB Open Order update TP 9 (1) + 18 (2).twconfig 2019-09-16 08:05:32.285 CL-201910-NYMEX Stop 1 Sell 60.41 Open Close Order DU1314841 1337 987 IB Open Order update 1335 TP 9 (1) + 18 (2).twconfig 2019-09-16 08:05:32.278 CL-201910-NYMEX Limit 1 Sell 60.59 Open Close Order DU1314841 1336 986 IB Open Order update 1335 TP 9 (1) + 18 (2).twconfig 2019-09-16 08:05:31.967 CL-201910-NYMEX Stop 2 Sell 60.41 Order Sent Close Order DU1314841 1340 CL-201910-NYMEX[M] #4 | Trade DOM/User order entry | Last: 60.28. Attached Order | Server side bracket order 1338 TP 9 (1) + 18 (2).twconfig 2019-09-16 08:05:31.966 CL-201910-NYMEX Limit 2 Sell 60.68 Order Sent Close Order DU1314841 1339 CL-201910-NYMEX[M] #4 | Trade DOM/User order entry | Last: 60.28. Attached Order | Server side bracket order 1338 TP 9 (1) + 18 (2).twconfig 2019-09-16 08:05:31.965 CL-201910-NYMEX Stop Limit 2 Buy 60.50 60.51 Order Sent Open Order DU1314841 1338 CL-201910-NYMEX[M] #4 | Trade DOM/User order entry | Last: 60.28 | Server side bracket order TP 9 (1) + 18 (2).twconfig 2019-09-16 08:05:31.964 CL-201910-NYMEX Stop 1 Sell 60.41 Order Sent Close Order DU1314841 1337 CL-201910-NYMEX[M] #4 | Trade DOM/User order entry | Last: 60.28. Attached Order | Server side bracket order 1335 TP 9 (1) + 18 (2).twconfig 2019-09-16 08:05:31.963 CL-201910-NYMEX Limit 1 Sell 60.59 Order Sent Close Order DU1314841 1336 CL-201910-NYMEX[M] #4 | Trade DOM/User order entry | Last: 60.28. Attached Order | Server side bracket order 1335 TP 9 (1) + 18 (2).twconfig 2019-09-16 08:05:31.962 CL-201910-NYMEX Stop Limit 1 Buy 60.50 60.51 Order Sent Open Order DU1314841 1335 CL-201910-NYMEX[M] #4 | Trade DOM/User order entry | Last: 60.28 | Server side bracket order TP 9 (1) + 18 (2).twconfig 2019-09-16 08:01:53.034 Unspecified Order None Setting orders waiting for service update, as updated. Account: No account specified 2019-09-16 08:01:52.835 Unspecified Order None Requested Open orders from trading service 2019-09-16 08:01:52.834 Unspecified Order None Flagging orders waiting for service update. Account: No account specified 2019-09-16 08:01:47.751 Unspecified Order None Connected to server |
| [2019-09-16 16:16:35] |
| |
|
You can see here that Interactive Brokers is changing the limit price: 2019-09-16 08:05:32.286 CL-201910-NYMEX Stop Limit 1 Buy 60.50 60.29 Open Open Order DU1314841 1335 985 IB Open Order update TP 9 (1) + 18 (2).twconfig 2019-09-16 08:05:31.962 CL-201910-NYMEX Stop Limit 1 Buy 60.50 60.51 Order Sent Open Order DU1314841 1335 CL-201910-NYMEX[M] #4 | Trade DOM/User order entry | Last: 60.28 | Server side bracket order TP 9 (1) + 18 (2).twconfig We are declining further support here. 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: