Support Board
Date/Time: Fri, 27 Dec 2024 02:34:20 +0000
Opening Stock Option position from a Stock Chart
View Count: 3258
| [2015-12-12 01:52:35] |
| User99735 - Posts: 234 |
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Hi, Thanks, orders are going through. However, in Sim mode only LIMIT orders are being placed, if I try to do MARKET orders, the orders are getting rejected, ie Buy/SellOrder function is returning a -ve number. ( order being opened on a option ) Regards, Vivek |
| [2015-12-12 02:29:13] |
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Yes, this would make sense if the market order has Attached Orders. If it has Attached Orders specified as offsets, the main/parent order type needs to be one that has a price. What is the exact return value? 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 Date Time Of Last Edit: 2015-12-12 09:04:09
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| [2015-12-12 02:50:09] |
| User99735 - Posts: 234 |
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Return value is -3, have attached orders and am setting the price also.
Date Time Of Last Edit: 2015-12-12 02:50:51
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| [2015-12-12 09:02:38] |
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We need to be more specific about the problem. This is the error constant you are receiving: SCTRADING_ATTACHED_ORDER_OFFSET_NOT_SUPPORTED_WITH_MARKET_PARENT It is only encountered when using s_SCNewOrder::Target1Offset with a market order. Instead you need to set s_SCNewOrder::Target1Price. So you must specify actual prices rather than offsets for the Attached Orders when using a market order as the main parent order. 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 |
| [2016-01-19 20:12:03] |
| User99735 - Posts: 234 |
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Hi, This implementation was working fine till the previous build. But from the latest build 1355, this has stopped working and am getting error -4 "SCTRADING_UNSUPPORTED_ATTACHED_ORDER". Regards Vivek |
| [2016-01-19 21:45:15] |
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Only Stop1 and Target1 Attached Orders are supported. Otherwise, you will get this error: SCTRADING_UNSUPPORTED_ATTACHED_ORDER 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 |
| [2016-01-20 15:02:36] |
| User99735 - Posts: 234 |
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Hi, After changing to using Stop1 and Target1 attached orders, now I am getting the following error - "Trade Order Error - Order error: Order type is not supported. Internal Order ID: 43836. Service Order ID: (none). Symbol: AAPL-OPT-20160122-95-P-SMART-100-USD | 2016-01-20 06:45:22 " But orders are going through correctly to TWS. Regards Vivek |
| [2016-01-20 15:09:36] |
| User99735 - Posts: 234 |
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Hi, My order placement code as follows - if (PermData->OrderData[TargetPercent] > 0) NewOrder.Target1Price = (double)optionPos->OptionEntryPrice * (1 + PermData->OrderData[TargetPercent] / 100); if (PermData->OrderData[StopPercent] > 0) { NewOrder.AttachedOrderStop1Type = SCT_ORDERTYPE_TRIGGERED_TRAILING_STOP_3_OFFSETS; NewOrder.Stop1Price = (double)optionPos->OptionEntryPrice * (1 - PermData->OrderData[StopPercent] / 100); NewOrder.TriggeredTrailStopTriggerPriceOffset = (double)optionPos->OptionEntryPrice * PermData->OrderData[TrailTriggerPercent] / 100; NewOrder.TriggeredTrailStopTrailPriceOffset = (double)optionPos->OptionEntryPrice * PermData->OrderData[TrailByPercent] / 100; } result = sc.BuyOrder(NewOrder); Regards Vivek |
| [2016-01-20 21:03:01] |
| User99735 - Posts: 234 |
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Hi, Any update. If I remove the Tirggered Trailing Stop code, everything works fine. With the trailing stop an error saying 'missing tick value' hence the order cannot be modified, comes up. Regards Vivek |
| [2016-01-20 21:59:29] |
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We need to do some testing. We know that trailing stops are not going to work properly when submitting an order for a different symbol and/or Trade Account compared to the chart the automated trading study is on, but we need to do some testing and code examination because we do not understand why you would get the error message that you did: "Trade Order Error - Order error: Order type is not supported. Internal Order ID: 43836. Service Order ID: (none). Symbol: AAPL-OPT-20160122-95-P-SMART-100-USD | 2016-01-20 06:45:22 " We would not have expected that. Instead we would expect the trailing stop to just not adjust itself. 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 |
| [2016-01-20 22:08:59] |
| User99735 - Posts: 234 |
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Hi, "Trade Order Error - Order error: Order type is not supported. Internal Order ID: 43836. Service Order ID: (none). Symbol: AAPL-OPT-20160122-95-P-SMART-100-USD | 2016-01-20 06:45:22 " <== This error is no longer appearing. Instead getting this error getting a new error with the trailing stop saying 'missing tick value' hence the order cannot be modified, comes up. Will forward you the correct error message tomorrow. Any time line for the fix? Regards Vivek |
| [2016-01-20 22:27:07] |
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At this point we are not aware of anything that needs to be "fixed". Trailing stops are not supported when submitting an order for a different Symbol and/or Trade Account, at this time. Do not use them. 'missing tick value' Is not a Sierra Chart error message. This must originate from Interactive Brokers and we have no idea of what the context is surrounding 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 |
| [2016-01-20 22:51:33] |
| User99735 - Posts: 234 |
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Hi, Can you provide a list of order functions which are not supported when placing an order for different Symbol and/or Trade Account? The manual is not having details of trailing not being supported. Regards Vivek |
| [2016-01-20 23:21:25] |
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Are you referring to order functions, or order types? At this point, consider all trailing stops not supported and all other order types are supported if they are supported by the external service. 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 Date Time Of Last Edit: 2016-01-20 23:21:45
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| [2016-01-21 04:30:02] |
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Most likely we can get a simple trailing stop working, but we do not have time to do this now. It will have to be done later.
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 |
| [2016-01-21 17:05:56] |
| User99735 - Posts: 234 |
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Hi, Great, I'd be looking for a trigger offset (breakeven) at 5% and a 1% trail after that. When can I circle back with you on this? I do realize you are busy and appreciate the extra effort. Thx again. Regards Vivek |
| [2016-01-21 18:11:04] |
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We are referring only to a simple trailing Stop order which immediately trails the market once the parent order fills. There are no plans to support more advanced functionality at this time. It would be best if you manage the trailing in within your own code by modifying the order rather than waiting for us. That would be the most appropriate way at this time. 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 |
| [2016-01-25 15:24:12] |
| User99735 - Posts: 234 |
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Hi, As advised by you, I wrote my own trailing order functionality. However when calling sc.ModifyOrder(), the same error as the one which occurred when using SC internal trailing functions is thrown. Order Modification Error: Tick Size is not known. Unable to modify order. Internal Order ID: 45260. Service Order ID: 2794 | 2016-01-25 07:20:17 * Regards Vivek |
| [2016-01-25 16:03:01] |
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You need to add the Symbol Pattern for this symbol being traded and set up the Tick Size in Global Settings >> Symbol Settings: https://www.sierrachart.com/index.php?page=doc/doc_GlobalSymbolSettings.php 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 |
| [2016-01-25 23:38:04] |
| User713273 - Posts: 409 |
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Please confirm these are the appropriate settings.
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| [2016-01-26 00:11:19] |
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Do not enable any of the Futures Contract months. For the symbol use this: AAPL-OPT-########-###-?-SMART-###-USD 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 |
| [2016-01-26 00:27:20] |
| User713273 - Posts: 409 |
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Great, please confirm, will be testing tomorrow.
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| [2016-01-26 00:40:18] |
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Yes. That looks correct.
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 |
| [2016-01-27 05:37:55] |
| User713273 - Posts: 409 |
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When opening/buying AAPL-OPT-20160129-99-P-SMART-100-USD via a historical data chart today, the price in my Sierra Chart trade log is different than the one in Interactive Brokers. I assume this is because the historical data chart has delayed prices. Question for you, what method can I use for getting real time quotes in my trade log than align w/ my IB prices/orders? I ask these because we are developing a trailing stop and accuracy is paramount. All orders facilitated would be market orders. |
| [2016-01-27 06:07:31] |
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Historical Daily charts are updated in real-time as well. In the Chart >> Chart Settings, what is the Symbol set to? And what is the Trade and Current Quote Symbol set to? And is the Trade and Current Quote Symbol being programmatically changed through ACSIL? the price in my Sierra Chart trade log is different than the one in Interactive Brokers.
Specifically what price field are you referring to?
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 Date Time Of Last Edit: 2016-01-27 06:07:49
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| [2016-01-27 16:26:33] |
| User713273 - Posts: 409 |
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We have switched symbol settings to the specifics you put forth still getting "tick size is unknown. Unable to modify order" & "the price does not conform to the minimum price variation for this contract" Specifically what price field are you referring to? I have attached a screen shot that shows a trade that occurred at 8:02, price in IB is 1.29, price within SC trade log is 1.27. And is the Trade and Current Quote Symbol being programmatically changed through ACSIL? The trade symbol is being populated based on spreadsheet buy/sell signals, and we are rounding to the nearest integer, we have had no issues facilitating market orders. I dont know if this is what you need here. |
 image (1).png / V - Attached On 2016-01-27 16:25:44 UTC - Size: 211.28 KB - 211 views Attachment Deleted. |
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