Support Board
Date/Time: Mon, 10 Mar 2025 16:22:35 +0000
Possible Order Allocation bug?
View Count: 708
| [2022-03-23 13:24:53] |
| j4ytr4der_ - Posts: 946 |
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Hello SCE, and first of all THANK YOU immensely for the work you're doing on the Order Allocation feature. I use this daily and it's starting to really come along nicely. This morning I believe I have found a bug, I'm using version 2372 Prerelease. If a bracket order is working that contains only a stop but no target, additional unattached child (exit) orders will place on the master and copies, but will not move on the copies if moved on the master. In other words if your entry is a bracket with only a stop, you can't place an unattached exit order and move it. Have to have the bracket contain both stop AND exit. I like to use unattached exit orders so I can place them in the market first, to reserve queue position. But if I then move that order at all on the master, it doesn't replicate to the copies as one would expect. Thank you for taking a look at this. =) Date Time Of Last Edit: 2022-03-23 15:24:33
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| [2022-03-23 16:24:53] |
| j4ytr4der_ - Posts: 946 |
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Uh oh... I'm afraid this is much worse than I realized, and now I understand something that nearly blew up some evaluations I'm running this morning. I can reproduce this as many times as I want, I have videos of it if you want to see them. I will try to explain here but it is a bit messy. If you place a bracket on your master chart, it will place on your copies. Everything seems fine, until you add to your position in any way. If you do (and I am set to scale in/out btw), multiople things can go bad. I have seen the copies end up with the wrong position size for the target order (position size on master and copies is say 2 contracts, target on the copies will be 6...), or the copies don't add to their positions even though I used a market order on the master, so I wind up with 2 contracts on in master, 1 in copies. The exit size problem on the copies, can mean that if the target is reached, the position flips (but only in the copies because the master exits properly... this is what happened to me this morning). Basically things get very messy if you do anything other than use the bracket as initially entered, only moving the child orders but never adjusting your position size. I hope this is helpful, happy to provide further documentation/info if you would like. |
| [2022-03-23 16:32:14] |
| j4ytr4der_ - Posts: 946 |
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I will make this much simpler. Using version 2374 prerelease now. 1. Market in 1 with a simple bracket on master. Everything is replicated to the copies. 2. Market in 1 more. End up with a position of 2, but both exit orders are set to a 4 lot. Result is if either exit is hit, position reverses. SC is set to scale in/out. In fact it's adding 3 to the exit orders each time I add another market order, so it goes 1, 4, 7, 10, 13, etc. Date Time Of Last Edit: 2022-03-23 16:37:50
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| [2022-03-23 20:13:11] |
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We will check this. Would seem unlikely, there would be an issue but we will figure out what is happening in this scenario.
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 |
| [2022-03-27 23:49:36] |
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The issue with scale-in, when using the order allocation to trade accounts feature, is resolved in the latest release. Update instructions: Software Download: Fast Update 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 |
| [2022-03-28 01:21:57] |
| j4ytr4der_ - Posts: 946 |
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Thank you so much, this does appear to be fixed now. But lucky you... I found a couple more issues =D I've had two different things happen: 1. Market enter 3 contracts. 2. Reverse the position. Result: I am reversed, but have only 1 contract instead of 3. I would expect the entire position to simply reverse. and... 1. Market enter a 3 lot, then add another 3 lot, for a total position size of 6. 2. Reverse the position. Result: I am reversed but with the position size of whatever the first entry was (3, in this example). In the first case, it appears to happen only with attached orders enabled. In the second case, it happens with or without attached orders. This is in release 2376. |
| [2022-03-28 06:00:40] |
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Refer to the documentation for the functionality you are using. There are no problems here!: Basic Trading and the Trade Window 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 |
| [2022-03-28 12:04:31] |
| j4ytr4der_ - Posts: 946 |
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Thanks, the described behavior isn't what was happening though. I never changed the order quantities and yet my resulting position was not the reverse of the starting position. This is not happening this morning however after a reboot, the resulting position after reverse is now in fact always the reverse of the starting position so... I will just keep an eye out for it, maybe it was a fluke.
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| [2022-03-29 22:39:45] |
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The resulting position after the reverse, will be the Order Quantity set on the Trade Window as the documentation explains. A restart will not change this. 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 |
| [2022-03-30 03:28:38] |
| j4ytr4der_ - Posts: 946 |
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I can only speak to what was happening. I didn't think to record it at the time unfortunately. If I ever see it again though I will let you know.
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