Support Board
Date/Time: Fri, 18 Apr 2025 04:09:23 +0000
Stop-Loss Order Automatically Canceled After 12:00noon in Simulated Mode with Chart Replay
View Count: 119
| [2025-03-31 11:40:24] |
| User856649 - Posts: 9 |
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Hello, I am encountering an issue while testing my trading strategy using Simulated Mode with Chart Replay. Specifically, my stop-loss order consistently disappears at a certain point during the replay. Upon checking the logs, I found the following message: "Order is expired based on Time in Force" This happens every time after 12:00 noon. The stop-loss order gets cancelled automatically. I initially discovered this issue through ACSIL, but later confirmed that it also occurs when placing orders manually via chart trading. I am using the default Time in Force setting when placing the stop-loss order. According to the official documentation, the default value is SCT_TIF_DAY: "This member also sets the Time in Force for any Attached Orders used as well. If this is not specified, then the Time in Force will be SCT_TIF_DAY." When I explicitly set the Time in Force to SCT_TIF_GOOD_TILL_CANCELED, the issue no longer occurs. For reference, my chart time zone is set to New York. Chart Session Start/End Time: 9:30 - 16:00 SC version: 2749 Could you please confirm if this is expected behaviour, or if there is a configuration I may have missed? 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 IsAutomated Orders 2025-03-20 11:54:42.375000 2025-03-20 11:54:42.375000 [Sim]NVDA-NQTV Replay 10.00X: NVDA-NQTV[M] 600 Trades | User order entry | Last: 119.939995 | AOE=false | AOU=false 1923 Market 1 Sell Order Sent Sim1 Open 0.00 Day N Orders 2025-03-20 11:54:42.375001 2025-03-20 11:54:42.375000 [Sim]NVDA-NQTV Simulated order accepted 1923 1923 Market 1 Sell Open Sim1 Open 0.00 Day N Orders 2025-03-20 11:54:42.375002 2025-03-20 11:54:42.375000 [Sim]NVDA-NQTV Trade simulation fill. Bid: 119.95 Ask: 119.96 Last: 119.96 1923 1923 Market 1 Sell Filled 119.95 1 Sim1 Open 0.00 Day N Fills 2025-03-20 11:54:42.375003 2025-03-20 11:54:42.375000 [Sim]NVDA-NQTV Trade simulation fill. Bid: 119.95 Ask: 119.96 Last: 119.96 1923 1923 Market 1 Sell Filled 119.95 1 Sim1 Open -1 1923.1 0.00 Day N Orders 2025-03-20 11:55:33.192007 2025-03-20 11:55:33.192007 [Sim]NVDA-NQTV Replay 10.00X: NVDA-NQTV[M] 600 Trades | User order entry | Last: 119.96999 | AOE=false | AOU=false 1924 Stop 1 Buy 120.20 Order Sent Sim1 Close -1 0.00 Day N Orders 2025-03-20 11:55:33.192008 2025-03-20 11:55:33.192007 [Sim]NVDA-NQTV Simulated order accepted 1924 1924 Stop 1 Buy 120.20 Open Sim1 Close -1 0.00 Day N Orders 2025-03-20 12:00:00.010000 2025-03-20 12:00:00.010000 [Sim]NVDA-NQTV Order is expired based on Time in Force 1924 1924 Stop 1 Buy 120.20 Pending Cancel Sim1 Close -1 0.00 Day N Orders 2025-03-20 12:00:00.010001 2025-03-20 12:00:00.010000 [Sim]NVDA-NQTV Simulated order canceled 1924 1924 Stop 1 Buy 120.20 Canceled Sim1 Close -1 0.00 Day N Thank you. |
| [2025-03-31 13:17:53] |
| Sierra_Chart Engineering - Posts: 19257 |
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Yes you do need to use Good till Canceled for the Time in Force: Attached Orders: Time In Force 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: 2025-04-01 07:22:15
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| [2025-04-01 02:51:23] |
| User856649 - Posts: 9 |
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but my question here is why a TIF-Day order is cancelled at 12:00 noon? based on the description in the URL you gave "The first choice is Day which means the Attached Orders will be active during the trading day and automatically canceled by the exchange or Trading service, at the end of the trading day. Check with the exchange or your Trading service for more details on this." the order should be active during the trading day and obviously 12:00 noon cannot be considered as the end of a trading day. |
| [2025-04-01 07:24:06] |
| Sierra_Chart Engineering - Posts: 19257 |
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For information about this, refer to: Trade Simulation: Time In Force for Trade Simulation Mode 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: 2025-04-01 07:24:22
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