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Date/Time: Sat, 23 Nov 2024 20:29:31 +0000



Bug with profit management flattening position on data feed reconnect

View Count: 150

[2024-08-04 23:57:07]
User100912 - Posts: 104
2024-08-04 18:54:15.796 | Profit management: Max Profit Reached for Daily Net P/L = 7575.01. Trail triggered. Profit Value After Trigger to Flatten Positions is increased to 3250.00. | Symbol: (unset) | TradeAccount: XXX
2024-08-04 18:54:15.796 | Profit management: Daily Net P/L = 150.01. Profit value of 3250.00 after initial trigger of 3000.00, has been met. Flattening all Positions now. | Symbol: (unset) | TradeAccount: XXX
2024-08-04 18:54:15.796 | Canceling orders for ESU24_FUT_CME and trade account XXX for Flatten Position operation. | Symbol: ESU24_FUT_CME | TradeAccount: XXX
2024-08-04 18:54:15.796 | Profit/Loss management: Trading is now locked for 30m for trade account XXX. | Symbol: (unset) | TradeAccount: XXX

[2024-08-05 00:01:37]
User100912 - Posts: 104
Internet connection was interrupted while trading, on Sierra Chart automatic reconnect an order was submitted to flatten my positions despite profit target not being met.

Full trader service log:


2024-08-04 17:15:24.341 | Teton CME Order Routing | Requesting trade accounts from server.
2024-08-04 17:15:24.352 | TradeActivity files query time: 0.011262 seconds. Entries: 0. Current queries: 1
2024-08-04 17:15:24.542 | Teton CME Order Routing | Performing query for most recent order fills Date-Time for Trade Account: XXX .
2024-08-04 17:15:24.542 | Teton CME Order Routing | Performing query for most recent account balances Date-Time for Trade Account: XXX .
2024-08-04 17:15:24.542 | Teton CME Order Routing | Received 1 accounts from service.
2024-08-04 17:15:24.544 | TradeActivity files query time: 0.002692 seconds. Entries: 0. Current queries: 2
2024-08-04 17:15:24.544 | Teton CME Order Routing | Requesting historical order fills for account XXX . Start Date-Time UTC: 2024-08-02 19:38:29
2024-08-04 17:15:24.545 | TradeActivity files query time: 0.000117 seconds. Entries: 0. Current queries: 1
2024-08-04 17:15:24.545 | Teton CME Order Routing | Requesting historical account balances for account XXX . Start date-time UTC: 2024-08-04 13:46:25
2024-08-04 17:15:24.593 | Teton CME Order Routing | Requesting Trade Positions data.
2024-08-04 17:15:24.662 | Teton CME Order Routing | Received 1 order fills for account: XXX . Inserting the ones that do not exist.
2024-08-04 17:15:24.662 | Teton CME Order Routing | Received 0 historical account balance updates for account: XXX .
2024-08-04 17:15:24.665 | RemoveDuplicateFillActivity | TradeAccount: XXX . DatesOfRecordsToInsert: 2024-08-02, . MostRecentFileNameSearched: TradeActivityLog_2024-08-02_UTC.XXX .data. DuplicateRecordsRemovedCount: 1. OriginalRecordsToInsertCount: 1. RecordsToInsertCount: 0
2024-08-04 17:15:24.665 | TradeActivity files query time: 0.002927 seconds. Entries: 0. Current queries: 1
2024-08-04 17:15:25.215 | Delayed Data Feed | MaxConnectionsDifferentDevices = 4, NumCurrentConnectionsDifferentDevices = 1
2024-08-04 17:15:25.215 | Delayed Data Feed | MaxConnectionsForSameDevice = 4, NumCurrentConnectionsForSameDevice = 1
2024-08-04 17:15:25.289 | Denali Data Feed | MaxConnectionsDifferentDevices = 1, NumCurrentConnectionsDifferentDevices = 1
2024-08-04 17:15:25.289 | Denali Data Feed | MaxConnectionsForSameDevice = 3, NumCurrentConnectionsForSameDevice = 1
2024-08-04 17:15:26.372 | TradeActivity files query time: 0.005830 seconds. Entries: 1. Current queries: 3
2024-08-04 17:15:26.373 | TradeActivity files query time: 0.000095 seconds. Entries: 2. Current queries: 2
2024-08-04 17:15:26.373 | TradeActivity files query time: 0.000018 seconds. Entries: 0. Current queries: 1
2024-08-04 17:15:26.379 | TradeActivity files query time: 0.000080 seconds. Entries: 0. Current queries: 1
2024-08-04 17:15:30.417 | Delayed Data Feed | MaxConnectionsDifferentDevices = 4, NumCurrentConnectionsDifferentDevices = 1
2024-08-04 17:15:30.417 | Delayed Data Feed | MaxConnectionsForSameDevice = 4, NumCurrentConnectionsForSameDevice = 1
2024-08-04 17:15:31.494 | Delayed Data Feed | MaxConnectionsDifferentDevices = 4, NumCurrentConnectionsDifferentDevices = 1
2024-08-04 17:15:31.494 | Delayed Data Feed | MaxConnectionsForSameDevice = 4, NumCurrentConnectionsForSameDevice = 1
2024-08-04 17:23:23.183 | Scale-In: Increasing quantity of child order by 1 due to order fill of the same side. | Symbol: ESU24_FUT_CME | TradeAccount: XXX | InternalOrderID: 22263 | ServiceOrderID: 1905520 | Current Status: Open
2024-08-04 17:23:23.183 | Scale-In: Increasing quantity of child order by 1 due to order fill of the same side. | Symbol: ESU24_FUT_CME | TradeAccount: XXX | InternalOrderID: 22264 | ServiceOrderID: 1905521 | Current Status: Open
2024-08-04 17:23:36.710 | TradeActivity files query time: 0.004563 seconds. Entries: 63. Current queries: 1
2024-08-04 17:39:31.047 | TradeActivity files query time: 0.005078 seconds. Entries: 1. Current queries: 3
2024-08-04 17:39:31.048 | TradeActivity files query time: 0.000279 seconds. Entries: 7. Current queries: 2
2024-08-04 17:39:31.048 | TradeActivity files query time: 0.000024 seconds. Entries: 0. Current queries: 2
2024-08-04 17:39:31.056 | TradeActivity files query time: 0.000081 seconds. Entries: 0. Current queries: 1
2024-08-04 17:39:42.851 | TradeActivity files query time: 0.000423 seconds. Entries: 1. Current queries: 2
2024-08-04 17:39:42.851 | TradeActivity files query time: 0.000254 seconds. Entries: 7. Current queries: 1
2024-08-04 17:39:42.852 | TradeActivity files query time: 0.000021 seconds. Entries: 0. Current queries: 1
2024-08-04 17:39:42.863 | TradeActivity files query time: 0.000075 seconds. Entries: 0. Current queries: 1
2024-08-04 18:52:29.800 | Scale-In: Increasing quantity of child order by 1 due to order fill of the same side. | Symbol: ESU24_FUT_CME | TradeAccount: XXX | InternalOrderID: 22272 | ServiceOrderID: 1905560 | Current Status: Open
2024-08-04 18:52:29.800 | Scale-In: Increasing quantity of child order by 1 due to order fill of the same side. | Symbol: ESU24_FUT_CME | TradeAccount: XXX | InternalOrderID: 22273 | ServiceOrderID: 1905561 | Current Status: Open
2024-08-04 18:54:14.654 | Teton CME Order Routing | Requesting trade accounts from server.
2024-08-04 18:54:14.661 | TradeActivity files query time: 0.006754 seconds. Entries: 0. Current queries: 1
2024-08-04 18:54:14.791 | Profit management: Daily Net P/L = 7575.01. Profit value of 3000.00 has been met. Positions will be flattened when the Daily Net P/L <= 1000.00. | Symbol: (unset) | TradeAccount: XXX
2024-08-04 18:54:14.791 | Profit management: Max Profit Reached for Daily Net P/L = 7575.01. Trail triggered. Profit Value After Trigger to Flatten Positions is increased to 3250.00. | Symbol: (unset) | TradeAccount: XXX
2024-08-04 18:54:14.798 | Teton CME Order Routing | Performing query for most recent order fills Date-Time for Trade Account: XXX .
2024-08-04 18:54:14.798 | Teton CME Order Routing | Performing query for most recent account balances Date-Time for Trade Account: XXX .
2024-08-04 18:54:14.798 | Teton CME Order Routing | Received 1 accounts from service.
2024-08-04 18:54:14.802 | TradeActivity files query time: 0.004346 seconds. Entries: 0. Current queries: 2
2024-08-04 18:54:14.802 | Teton CME Order Routing | Requesting historical order fills for account XXX . Start Date-Time UTC: 2024-08-04 23:53:15
2024-08-04 18:54:14.803 | TradeActivity files query time: 0.000502 seconds. Entries: 0. Current queries: 1
2024-08-04 18:54:14.803 | Teton CME Order Routing | Requesting historical account balances for account XXX . Start date-time UTC: 2024-08-04 23:53:10
2024-08-04 18:54:14.874 | Teton CME Order Routing | Received 0 order fills for account: XXX . Inserting the ones that do not exist.
2024-08-04 18:54:14.874 | Teton CME Order Routing | Received 2 historical account balance updates for account: XXX . Inserting into Trade Activity Log.
2024-08-04 18:54:14.902 | Teton CME Order Routing | Requesting Trade Positions data.
2024-08-04 18:54:15.285 | Delayed Data Feed | MaxConnectionsDifferentDevices = 4, NumCurrentConnectionsDifferentDevices = 1
2024-08-04 18:54:15.285 | Delayed Data Feed | MaxConnectionsForSameDevice = 4, NumCurrentConnectionsForSameDevice = 1
2024-08-04 18:54:15.296 | Profit management: Max Profit Reached for Daily Net P/L = 7575.01. Trail triggered. Profit Value After Trigger to Flatten Positions is increased to 3250.00. | Symbol: (unset) | TradeAccount: XXX
2024-08-04 18:54:15.592 | Delayed Data Feed | MaxConnectionsDifferentDevices = 4, NumCurrentConnectionsDifferentDevices = 1
2024-08-04 18:54:15.592 | Delayed Data Feed | MaxConnectionsForSameDevice = 4, NumCurrentConnectionsForSameDevice = 1
2024-08-04 18:54:15.617 | Denali Data Feed | MaxConnectionsDifferentDevices = 1, NumCurrentConnectionsDifferentDevices = 1
2024-08-04 18:54:15.617 | Denali Data Feed | MaxConnectionsForSameDevice = 3, NumCurrentConnectionsForSameDevice = 1
2024-08-04 18:54:15.796 | Profit management: Max Profit Reached for Daily Net P/L = 7575.01. Trail triggered. Profit Value After Trigger to Flatten Positions is increased to 3250.00. | Symbol: (unset) | TradeAccount: XXX
2024-08-04 18:54:15.796 | Profit management: Daily Net P/L = 150.01. Profit value of 3250.00 after initial trigger of 3000.00, has been met. Flattening all Positions now. | Symbol: (unset) | TradeAccount: XXX
2024-08-04 18:54:15.796 | Canceling orders for ESU24_FUT_CME and trade account XXX for Flatten Position operation. | Symbol: ESU24_FUT_CME | TradeAccount: XXX
2024-08-04 18:54:15.796 | Profit/Loss management: Trading is now locked for 30m for trade account XXX . | Symbol: (unset) | TradeAccount: XXX
2024-08-04 18:54:21.957 | Delayed Data Feed | MaxConnectionsDifferentDevices = 4, NumCurrentConnectionsDifferentDevices = 1
2024-08-04 18:54:21.957 | Delayed Data Feed | MaxConnectionsForSameDevice = 4, NumCurrentConnectionsForSameDevice = 1
2024-08-04 18:57:47.449 | TradeActivity files query time: 0.053496 seconds. Entries: 170. Current queries: 1

[2024-08-05 01:26:55]
Sierra_Chart Engineering - Posts: 17151
Refer to the information posted here about this:
Global Profit/Loss Management: Introduction

We are not providing support for this feature any longer. This has been made very clear now, for more than a year.

We are not going to be analyzing this at all.

And it is impossible for us to even analyze this. We do not know, what the market price data was, during the life of the positions. We do not know the settings you are using.

We do not know about any intermittent issues or chart configuration changes leading to a problem.

Looking at this in isolation, we just simply do not see any issue:
2024-08-04 18:54:15.796 | Profit management: Max Profit Reached for Daily Net P/L = 7575.01. Trail triggered. Profit Value After Trigger to Flatten Positions is increased to 3250.00. | Symbol: (unset) | TradeAccount: XXX

2024-08-04 18:54:15.796 | Profit management: Daily Net P/L = 150.01. Profit value of 3250.00 after initial trigger of 3000.00, has been met. Flattening all Positions now. | Symbol: (unset) | TradeAccount: XXX

2024-08-04 18:54:15.796 | Canceling orders for ESU24_FUT_CME and trade account XXX for Flatten Position operation. | Symbol: ESU24_FUT_CME | TradeAccount: XXX

2024-08-04 18:54:15.796 | Profit/Loss management: Trading is now locked for 30m for trade account XXX. | Symbol: (unset) | TradeAccount: XXX

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: 2024-08-05 01:50:53
[2024-08-05 02:53:33]
User100912 - Posts: 104
Sorry hadn't kept up with the docs to notice its deprecated, calculating server side is better and I'm now using that with client side turned off as instructed.

Idea: maybe a popup when a user (first) opens that to explain that it's deprecated, SC improves regularly and I don't have time to keep up with docs on all changes.

Thanks!

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