Support Board
Date/Time: Mon, 25 Nov 2024 08:27:39 +0000
STOP LIMIT orders appear to be filling at market price in SIM
View Count: 309
| [2024-03-20 14:41:59] |
| masilver - Posts: 22 |
|
As of about 2 weeks ago when I place a STOP LIMIT order on the chart, if I'm within a point or so of the actual price, the order gets filled immediately at the market price. I've also seen the price move up to my STOP LIMIT order and once it gets within a point or so, the order fills, even though it never touched. Here is a sample from my Trade Activity Log: ActivityType DateTime TransDateTime 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 Fills 2024-03-20 10:24:37.590829 2024-03-20 10:24:37.590823 [Sim]MESM24_FUT_CME Trade simulation fill. Bid: 5244.50 Ask: 5244.75 Last: 5244.50 20882 20882 Stop Limit 1 Buy 5244.50 5245.50 Filled 5244.75 1 Sim1 Open 1 20882.1 5x5.twconfig 0.00 Day In this log entry, you can see my STOP LIMIT BUY being set to 5245.50 and then being filled underneath that at 5244.75. It never touched my order price. This is for every single trade I make in the SIM. Anyone else having this issue? Is it possible I have something set incorrectly? ...Thanks... ...Michael... |
| [2024-03-20 17:31:54] |
| John - SC Support - Posts: 36238 |
|
Your Stop is at 5244.50 and the Limit part of it is at 5245.50. Therefore, when the price hit 5244.50 it filled as the price was better than the limit price at 5245.50.
For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2024-03-20 21:53:56] |
| masilver - Posts: 22 |
|
Thank you, John, your comment led me to "Stop-Limit Order Limit Offset" settings and I had an offset in there for Primary Orders. Once I cleared it, I was back to trading as expected. ...Thanks... ...Michael... |
To post a message in this thread, you need to log in with your Sierra Chart account: