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SierraChart Emulator - Queue Position

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[2023-06-05 15:22:37] #1 [Go To First Post]
DCSaba - Posts: 110
Thank you for keeping our Charting Software on the highedst standard. I hae recently discovered this new Feature of Trading Emulator and have been testing it for the past month. Its Server-side simaltion is really nice and an upgrade to the Internal Simulator of Sierra. If I understand correctly, Order Fills according to the Position in the Queue is only done by the Internal Simulator as described at the beginnign of this article on the EMulator: https://www.sierrachart.com/index.php?page=doc/SimulatedFuturesTradingService.php. But I noticed that often the EMulator alsocalculated the Order Fills according to the Positionint he Queue (althou not always). Am I right in interpreting the description of the Emulator versus the Internal Simulation? And if I am correctly interpreting then, does this my observation mean that you guys are are working on making the Emulator better in this respect? All the best, A Satisfied Customer.

[2023-06-06 08:23:22] #2 [Go To First Post]
Sierra_Chart Engineering - Posts: 17156
The way that the Simulated Futures Trading Service/Trading Evaluator works regarding filling simulated orders is as explained here: Trade Simulation: How Orders are Filled The estimated position in queue is used. It is identical to how this is done within Sierra Chart itself since the trading evaluator is Sierra Chart running on a server. 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, use the Teton service: Sierra Chart Teton Futures Order Routing

[2023-06-06 13:39:56] #3 [Go To First Post]
DCSaba - Posts: 110
Thank you. It might interest you then that sometimes I see the counter on the Resting Limit Order go down to zero and wait why the level gets Filled even more and still not get a Fill. Sometimes, in this same situation, price even moves away without a Fill. This happens thou rarely. Another issue that might interest you happened to me yesterday (please see a screenshot of it). It was a malfunction probably resulting in too fast prices movement, but nonetheless you might find it useful: 1) I was in a shot position with 2 contracts and added one a little higher. The Stop was just 2 more ticks away. 2) The Stop usally gets updated to 3 contracts in this case (since I have allowed Scaling. 3) This time (likely because price moved fast) the Stop was not updated and I was left with 1 contract short.. 4) But somehow the system still wasn't working as it should, because I tried to re-enter with 2 more shorts at around the same level and the 1st 2 times it Stopped out immediately, because of anomolous Stop placement and only the 3rd time worked. So on one side the system remebered that the Trade was not closed yet and kept counting the value of the single-contract position AND (!) it also added to the Target Bracket 2 extra contracts every time (even thou the new Entries stopped out immediately), while on the other hand the system tried to add new Stops, but the wrong way. The 3rd time however I managed to add 2 more short contracts. The 4th time I tried to add one Single contract short (bringing the Position to my maximum allowed Setting of 4) and the system again placed a "wrong" Stop on it and stopped out immediately. Later I exited the Position with a 4 contraact Buy. Does this make any sernse to you?


Emulator-Anomaly.png / V - Attached On 2023-06-06 13:32:37 UTC - Size: 221.7 KB - 112 views

[2023-06-06 13:43:33] #4 [Go To First Post]
DCSaba - Posts: 110
Sorry, I meant to write in the last sentense that "Later I exited the whole Position (of 3) with a 3 contract Buy Order (by adjusting the still exiting Target Bracket to 3 (it was automatically set to 7 before this time).

[2023-06-06 14:46:37] #5 [Go To First Post]
Sierra_Chart Engineering - Posts: 17156
Regarding post # 3, we have to decline any research into this. This is not something that we would normally do. We are certain the functionality works properly and it takes an extensive amount of effort to even understand what you are doing and all of the order actions and order responses. We are certain there is an explanation but it is just not something we would be researching. 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, use the Teton service: Sierra Chart Teton Futures Order Routing

[2023-06-07 19:48:09] #6 [Go To First Post]
DCSaba - Posts: 110
I undestand the case and screenshot might look a little intimidating, but it just tell of a case where the Algorithm got really confused when the first time a position was added to, while almost at the same time a Stop also was triggered. That's all. But, the 1st thought I wrote was maybe more important than this "case study". Namely, about the title of this topic: The Position in the Queue. I wrote that: "sometimes I see the counter on the Resting Limit Order count down to zero and NOTHING happens." NO FILL. Then the level gets Filled EVEN MORE and still NO FILL. Sometimes, in this same situation, price even moves away without a Fill.

[2023-06-08 09:30:35] #7 [Go To First Post]
Sierra_Chart Engineering - Posts: 17156
I wrote that: "sometimes I see the counter on the Resting Limit Order count down to zero and NOTHING happens." NO FILL. Then the level gets Filled EVEN MORE and still NO FILL. Sometimes, in this same situation, price even moves away without a Fill. This is because the estimated position that you see will be different than what the server has, because the server received the order at a later time and market depth is continuously changing. 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, use the Teton service: Sierra Chart Teton Futures Order Routing

[2023-06-08 09:56:00] #8 [Go To First Post]
DCSaba - Posts: 110
I see. So my local Sierra does the countint on its own. I haven't been using this functionality before I started using the Emulator, so my only remaining question is: is there a Counter when using real Order Routing, so non-simulation as well?

[2023-06-09 18:46:09] #9 [Go To First Post]
DCSaba - Posts: 110
My remaining question was: If the Queue Position Counter is vailable in non-Emultaor, i.e. Real Order Routing Environment, too? PLu: thinking about your explanation why the Server has a different Position in the Queue than my local Sierra: when a DOM level has on avergae 100 contracts on it and the Counter goes down to zero without a fill, then the level gets filled MANY TIMES the amount of DOM contracts on that level. This means thatr the DOM gets Stackd (refilled) while price is there. This however in turn clearly means that the issue is by magnitudes larger than "the estimated position that you see will be different than what the server has".

[2023-06-09 18:54:17] #10 [Go To First Post]
DCSaba - Posts: 110
Can you explain this?

[2023-06-12 19:10:06] #11 [Go To First Post]
DCSaba - Posts: 110
Would you please respond to the remaining question about Real Order Routing and if it's not too much trouble, then please also address the inconsistency I highlighted about the Queue Position of the Server. Thank you.

[2023-06-13 15:42:06] #12 [Go To First Post]
Sierra_Chart Engineering - Posts: 17156
If you are referring to estimated position in queue the answer is yes this works for live order routing: I haven't been using this functionality before I started using the Emulator, so my only remaining question is: is there a Counter when using real Order Routing, so non-simulation as well? Also refer to: Market By Order Data: Determining Your Order's Relative Position in the Queue It is actually a lot of work for us to analyze this: and if it's not too much trouble, then please also address the inconsistency I highlighted about the Queue Position of the Server. When you use Trade >>Trade Simulation Mode in Sierra Chart, do you notice a fill when you expect, based upon the estimated position in queue? If so, the functionality works the same on the server side. It is identical. 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, use the Teton service: Sierra Chart Teton Futures Order Routing Date Time Of Last Edit: 2023-06-13 15:42:57

[2023-06-13 16:53:45] #13 [Go To First Post]
DCSaba - Posts: 110
Thanbk you for coming back to me on these points.It is good to know that in Real Order Routing , Sierra will do the same for me. As for the question on local simulation: NO, I have not noticed this issue. In fact, since using the Emulator. Using the Emulator was the first time that I noticed this. And to be clear: One would NOT expect a No-fill Event, after a level fills with multiple times of the normal DOM level. So, you see: this is not really a question of Position in the Queue anymore, because when this happens (if it happens!, as this by far not always so), then the Counter counts down to zero, the level fills with multiple times of the DOM level's contract smount and then price steps back without a Fill. And of course, if price finally moves beyond the level, then there is a Fill of course. This makes me suspect that sometimes the server Emulator works only according to the "old development level" (as described in the Manual), namely that it only fills if price takes the level out by at least a Tick. I thought this might be worth your attention, as it is really an anomoly. Thank you agian for all your efforts.

[2023-06-15 19:41:05] #14 [Go To First Post]
DCSaba - Posts: 110
Hopefully you've been thinking aboout this issue, becausse here is a screenshot of the same, just even worse: something that should have NEVER EVER not get Filled. Of course the order was in the book for some time, when price went thru it.


EmulatorAnomoly.png / V - Attached On 2023-06-15 19:41:03 UTC - Size: 125.47 KB - 110 views

[2023-06-23 23:21:43] #15 [Go To First Post]
DCSaba - Posts: 110
Have you looked into this?

[2023-06-30 15:39:46] #16 [Go To First Post]
DCSaba - Posts: 110
It looks like this issue has fallen thru your cracks. While simulatenously it has become much much larger issue as the screenshot attests to. Would you mind looking into it, now that it is a big error?

[2023-07-11 14:58:02] #17 [Go To First Post]
DCSaba - Posts: 110
Another 2 weeks have past and the issue has not resolved itself. Here another screenshot of the anomolous Postion Coounting. Position 152 out of a 144. Maybe you could look into this as it has obviously has to do with the same Anomoly I originally pointed out: when the COunter counts down to Zero and no fill happens. This, aside from these last two screenshots in the thread that are shere impossibilites. I understand your argument that investing too much time into exploring this may not be worth it, but you said "you're are certain the functionality works properly". It obioulsly doesn't.


Attachment Deleted. MoreAnomoly.png / V - Attached On 2023-07-11 14:57:55 UTC - Size: 154.01 KB - 102 views

[2023-07-11 17:16:30] #18 [Go To First Post]
Sierra_Chart Engineering - Posts: 17156
We cannot help with this. It is just how it is. Please disregard the queue position. It is not something we can make any better. We are not going to be spending any time on this. Fully disregard the estimated queue position. Simply just do not use it! 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, use the Teton service: Sierra Chart Teton Futures Order Routing Date Time Of Last Edit: 2023-07-11 17:17:26

[2023-07-11 18:59:28] #19 [Go To First Post]
DCSaba - Posts: 110
I figured. But how about the No-Fill situation as depicted in the previous screen-shot?

[2023-07-12 19:31:56] #20 [Go To First Post]
DCSaba - Posts: 110
I am wondering if you can see that these errors stem ALL from the same issue: Sieera loses Count and then there is no Fill. The 1st screenshot even depict a spike where there was no Fill even as price moved a tick beyond! This simply means that Emulator does NOT give Fills where it would HAVE TO, ie. nothing like the Real Market.

[2023-07-14 19:58:28] #21 [Go To First Post]
DCSaba - Posts: 110
Perhaps there is a misunderstanding here: Sierra's Emulator FAILS to fulfill the MOST BASIC ELEMENT of Trading, i.e. Getting a Fill a very specific Price. You see: when picking an Entry (and even when picking a Target): Price should NOT REALLY SURPASS that level. Thus, when the Emulator Error causes Sierra to lose count and after counting down to Zero (AND THEN SOME!) there is NO FILL, and then price moves away from that level: the Emultor basically FAILS REALITY TEST ON THE MOST BASIC LEVEL. Do you understand this?

[2023-07-21 17:00:47] #22 [Go To First Post]
DCSaba - Posts: 110
2 months passed altogether and I just understand how after irrefutable evidence to this most basic functional error of the Emulator, you are ignoring my request to look into it. Again in the most simple terms I can put it: When in Trading a level works perfectly, i.e. to the tick, but half of the time it does not Fill not for Sieera Emultor users, this is a markable difference to Real Life. As levels are the baisc tenet of succesful trading, such ERROR is simply put just professionally unacceptable.

[2023-08-08 20:30:51] #23 [Go To First Post]
DCSaba - Posts: 110
So we can make that 3 month of inaction now. I must emphasize how hard it is to understand your ignoring my request to look into this most basic flaw.

[2023-09-29 20:31:33] #24 [Go To First Post]
DCSaba - Posts: 110
I'm just back again Trading and here we go again. How long before this gets taken care of?


YetAgain.png / V - Attached On 2023-09-29 20:31:27 UTC - Size: 241.67 KB - 71 views

[2023-09-29 21:41:08] #25 [Go To First Post]
Sierra_Chart Engineering - Posts: 17156
If there is a question about, an order not filling based on queue position, not sure how we can analyze that. There is not the capability for us to even see what is happening on the server regarding this. That capability would have to be developed. We will first check that the queue position is being maintained on the server. However, just because you see the queue position go to zero on your side does not mean it is going to fill on the server. It likely will not. If there is an issue where you are saying that an order does not fill when it definitively should because both the bid and ask prices have moved through the order price and based on the side of the order it should have filled, then we would need the Service Order ID (Trade >> Trade Orders Window) to look into that. That should never happen. And we never notice that ourselves. 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, use the Teton service: Sierra Chart Teton Futures Order Routing Date Time Of Last Edit: 2023-09-29 21:42:41

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