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ACSIL: max quantity 1 when there is no such configured limit

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[2022-01-26 15:13:45] #1 [Go To First Post]
User166108 - Posts: 73
For reasons I cannot fathom, occasionally when submitting orders through ACSIL I get the following message: Auto-trade: MNQ-202203-GLOBEX-USD [CBV][M] 5 Min #1 \| <ACSIL FUNCTION> \| BuyEntry \| Bar start date-time: 2022-01-26 10:05:00.000 \| BuyEntry signal is ignored because maximum Long Position quantity allowed has been reached or would be exceeded with new order. Max. Position allowed: 1. Resulting Position without working orders: 2. Resulting Position with all working orders except exits: 2. Resulting Position with Market working orders: 2 \| 2022-01-26 10:05:36.911 Other times I have no problem with my quantity. For example, see an example fill below. ActivityType DateTime Symbol OrderActionSource InternalOrderID ServiceOrderID OrderType Quantity BuySell Price Price2 OrderStatus FillPrice FilledQuantity TradeAccount OpenClose ParentInternalOrderID PositionQuantity FillExecutionServiceID HighDuringPosition LowDuringPosition Note AccountBalance ExchangeOrderID ClientOrderID TimeInForce Username Orders 2022-01-26 09:49:34.974626 MNQ-202203-GLOBEX-USD IB order fill (execution) 15713 4244 Market 5 Buy Filled 14416.85 5 <REDACTED> Close -1 0000e1a7.61f2dff2.01.01 0.00 Day To be clear there is NO limit for MNQ in symbol settings. This is causing issues with proper execution and I do not know how to fix it. I cannot go live with my ACSIL function until I understand why this is happening. Is there a max quantity I'm supposed to set in s_SCNewOrder that is not being set? I cannot see it if so.

[2022-01-26 15:25:26] #2 [Go To First Post]
User166108 - Posts: 73
Seems like there is such a variable which is uninitialized? Automated Trading Management: MaximumPositionAllowed My position size is managed outside of the ACSIL at the broker, is it possible to set this to be ignored?

[2022-01-26 16:02:07] #3 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
Yes this is the variable you need to set as you require: Automated Trading Management: MaximumPositionAllowed It does need to be set to something. It cannot be ignored. You can just set it to a large number. 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

[2022-01-26 16:21:23] #4 [Go To First Post]
User166108 - Posts: 73
That explains why it would work occasionally. I thought I was losing my mind. I feel a little scared doing DBL_MAX so I'll just put in something reasonable anyway. If I may make a suggestion it should probably be initialized to 0 so that it never works and then people have to figure out why as opposed to it randomly working.

[2022-01-29 07:01:26] #5 [Go To First Post]
User166108 - Posts: 73
Update: I tested and DBL_MAX doesn't work, presumably there is some sort of an addition/subtraction occurring which overflows. I'm using instrument-specific limits for now.

[2022-01-30 17:02:12] #6 [Go To First Post]
ForgivingComputers.com - Posts: 1021
I tested and DBL_MAX doesn't work Try INT_MAX.

[2022-01-30 17:20:27] #7 [Go To First Post]
User166108 - Posts: 73
Try INT_MAX. Hmm specifically I did something like std::numeric_limits<decltype(sc.MaximumPositionAllowed)>::max() . I guess INT_MAX makes more sense.

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