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Date/Time: Sun, 12 Jan 2025 19:18:28 +0000
Post From: Trading bid/ask quantity triggered stop not work in sim?
| [2016-11-01 00:00:09] |
| User810481 - Posts: 23 |
|
not working 100% of the time, version 1479, not trigger 100% of the time order at 17400, trade through to 17405 no trigger, when market trade tick down then filled, log is bellow: Chart: F.US.MJNKZ16 #2 | Study: Trading: Bid/Ask Quantity Triggered Stop Order | Buy stop order not triggered. Ask=17400.000000, OrderPrice=17400.000000, AskQuantity=743, AskQuantityThreshold=150. | 2016-11-01 00:56:33
Chart: F.US.MJNKZ16 #2 | Study: Trading: Bid/Ask Quantity Triggered Stop Order | Buy stop order not triggered. Ask=17400.000000, OrderPrice=17400.000000, AskQuantity=743, AskQuantityThreshold=150. | 2016-11-01 00:56:33 Chart: F.US.MJNKZ16 #2 | Study: Trading: Bid/Ask Quantity Triggered Stop Order | Buy stop order not triggered. Ask=17400.000000, OrderPrice=17400.000000, AskQuantity=743, AskQuantityThreshold=150. | 2016-11-01 00:56:33 Chart: F.US.MJNKZ16 #2 | Study: Trading: Bid/Ask Quantity Triggered Stop Order | Buy stop order not triggered. Ask=17400.000000, OrderPrice=17400.000000, AskQuantity=743, AskQuantityThreshold=150. | 2016-11-01 00:56:34 Chart: F.US.MJNKZ16 #2 | Study: Trading: Bid/Ask Quantity Triggered Stop Order | Buy stop order not triggered. Ask=17400.000000, OrderPrice=17400.000000, AskQuantity=743, AskQuantityThreshold=150. | 2016-11-01 00:56:34 Chart: F.US.MJNKZ16 #2 | Study: Trading: Bid/Ask Quantity Triggered Stop Order | Buy stop order not triggered. Ask=17400.000000, OrderPrice=17400.000000, AskQuantity=743, AskQuantityThreshold=150. | 2016-11-01 00:56:34 Chart: F.US.MJNKZ16 #2 | Study: Trading: Bid/Ask Quantity Triggered Stop Order | Buy stop order not triggered. Ask=17400.000000, OrderPrice=17400.000000, AskQuantity=742, AskQuantityThreshold=150. | 2016-11-01 00:56:36 Chart: F.US.MJNKZ16 #2 | Study: Trading: Bid/Ask Quantity Triggered Stop Order | Buy stop order not triggered. Ask=17400.000000, OrderPrice=17400.000000, AskQuantity=723, AskQuantityThreshold=150. | 2016-11-01 00:56:38 Chart: F.US.MJNKZ16 #2 | Study: Trading: Bid/Ask Quantity Triggered Stop Order | Buy stop order not triggered. Ask=17405.000000, OrderPrice=17400.000000, AskQuantity=579, AskQuantityThreshold=150. | 2016-11-01 00:56:40 Chart: F.US.MJNKZ16 #2 | Study: Trading: Bid/Ask Quantity Triggered Stop Order | Buy stop order not triggered. Ask=17405.000000, OrderPrice=17400.000000, AskQuantity=558, AskQuantityThreshold=150. | 2016-11-01 00:56:41 Chart: F.US.MJNKZ16 #2 | Study: Trading: Bid/Ask Quantity Triggered Stop Order | Buy stop order not triggered. Ask=17405.000000, OrderPrice=17400.000000, AskQuantity=554, AskQuantityThreshold=150. | 2016-11-01 00:56:44 Chart: F.US.MJNKZ16 #2 | Study: Trading: Bid/Ask Quantity Triggered Stop Order | Buy stop order not triggered. Ask=17405.000000, OrderPrice=17400.000000, AskQuantity=545, AskQuantityThreshold=150. | 2016-11-01 00:56:47 Chart: F.US.MJNKZ16 #2 | Study: Trading: Bid/Ask Quantity Triggered Stop Order | Buy stop order not triggered. Ask=17405.000000, OrderPrice=17400.000000, AskQuantity=550, AskQuantityThreshold=150. | 2016-11-01 00:56:49 Chart: F.US.MJNKZ16 #2 | Study: Trading: Bid/Ask Quantity Triggered Stop Order | Buy stop order not triggered. Ask=17405.000000, OrderPrice=17400.000000, AskQuantity=493, AskQuantityThreshold=150. | 2016-11-01 00:56:51 Chart: F.US.MJNKZ16 #2 | Study: Trading: Bid/Ask Quantity Triggered Stop Order | Buy stop order not triggered. Ask=17405.000000, OrderPrice=17400.000000, AskQuantity=493, AskQuantityThreshold=150. | 2016-11-01 00:56:53 Chart: F.US.MJNKZ16 #2 | Study: Trading: Bid/Ask Quantity Triggered Stop Order | Buy stop order not triggered. Ask=17405.000000, OrderPrice=17400.000000, AskQuantity=420, AskQuantityThreshold=150. | 2016-11-01 00:56:55 Chart: F.US.MJNKZ16 #2 | Study: Trading: Bid/Ask Quantity Triggered Stop Order | Buy stop order not triggered. Ask=17405.000000, OrderPrice=17400.000000, AskQuantity=420, AskQuantityThreshold=150. | 2016-11-01 00:56:58 Chart: F.US.MJNKZ16 #2 | Study: Trading: Bid/Ask Quantity Triggered Stop Order | Buy stop order not triggered. Ask=17405.000000, OrderPrice=17400.000000, AskQuantity=420, AskQuantityThreshold=150. | 2016-11-01 00:57:00 Chart: F.US.MJNKZ16 #2 | Study: Trading: Bid/Ask Quantity Triggered Stop Order | Buy stop order not triggered. Ask=17405.000000, OrderPrice=17400.000000, AskQuantity=418, AskQuantityThreshold=150. | 2016-11-01 00:57:04 Chart: F.US.MJNKZ16 #2 | Study: Trading: Bid/Ask Quantity Triggered Stop Order | Buy stop order not triggered. Ask=17405.000000, OrderPrice=17400.000000, AskQuantity=419, AskQuantityThreshold=150. | 2016-11-01 00:57:07 Chart: F.US.MJNKZ16 #2 | Study: Trading: Bid/Ask Quantity Triggered Stop Order | Buy stop order not triggered. Ask=17405.000000, OrderPrice=17400.000000, AskQuantity=419, AskQuantityThreshold=150. | 2016-11-01 00:57:10 Chart: F.US.MJNKZ16 #2 | Study: Trading: Bid/Ask Quantity Triggered Stop Order | Buy stop order not triggered. Ask=17405.000000, OrderPrice=17400.000000, AskQuantity=410, AskQuantityThreshold=150. | 2016-11-01 00:57:12 Chart: F.US.MJNKZ16 #2 | Study: Trading: Bid/Ask Quantity Triggered Stop Order | Buy stop order not triggered. Ask=17405.000000, OrderPrice=17400.000000, AskQuantity=410, AskQuantityThreshold=150. | 2016-11-01 00:57:15 Chart: F.US.MJNKZ16 #2 | Study: Trading: Bid/Ask Quantity Triggered Stop Order | Buy stop order not triggered. Ask=17405.000000, OrderPrice=17400.000000, AskQuantity=425, AskQuantityThreshold=150. | 2016-11-01 00:57:17 Chart: F.US.MJNKZ16 #2 | Study: Trading: Bid/Ask Quantity Triggered Stop Order | Buy stop order not triggered. Ask=17405.000000, OrderPrice=17400.000000, AskQuantity=423, AskQuantityThreshold=150. | 2016-11-01 00:57:19 Chart: F.US.MJNKZ16 #2 | Study: Trading: Bid/Ask Quantity Triggered Stop Order | Buy stop order not triggered. Ask=17405.000000, OrderPrice=17400.000000, AskQuantity=424, AskQuantityThreshold=150. | 2016-11-01 00:57:21 Chart: F.US.MJNKZ16 #2 | Study: Trading: Bid/Ask Quantity Triggered Stop Order | Buy stop order not triggered. Ask=17405.000000, OrderPrice=17400.000000, AskQuantity=399, AskQuantityThreshold=150. | 2016-11-01 00:57:23 Chart: F.US.MJNKZ16 #2 | Study: Trading: Bid/Ask Quantity Triggered Stop Order | Buy stop order not triggered. Ask=17405.000000, OrderPrice=17400.000000, AskQuantity=413, AskQuantityThreshold=150. | 2016-11-01 00:57:25 Chart: F.US.MJNKZ16 #2 | Study: Trading: Bid/Ask Quantity Triggered Stop Order | Buy stop order not triggered. Ask=17405.000000, OrderPrice=17400.000000, AskQuantity=413, AskQuantityThreshold=150. | 2016-11-01 00:57:27 Chart: F.US.MJNKZ16 #2 | Study: Trading: Bid/Ask Quantity Triggered Stop Order | Buy stop order not triggered. Ask=17405.000000, OrderPrice=17400.000000, AskQuantity=361, AskQuantityThreshold=150. | 2016-11-01 00:57:29 Chart: F.US.MJNKZ16 #2 | Study: Trading: Bid/Ask Quantity Triggered Stop Order | Buy stop order not triggered. Ask=17405.000000, OrderPrice=17400.000000, AskQuantity=362, AskQuantityThreshold=150. | 2016-11-01 00:57:31 Chart: F.US.MJNKZ16 #2 | Study: Trading: Bid/Ask Quantity Triggered Stop Order | Buy stop order not triggered. Ask=17405.000000, OrderPrice=17400.000000, AskQuantity=357, AskQuantityThreshold=150. | 2016-11-01 00:57:33 Chart: F.US.MJNKZ16 #2 | Study: Trading: Bid/Ask Quantity Triggered Stop Order | Buy stop order not triggered. Ask=17405.000000, OrderPrice=17400.000000, AskQuantity=387, AskQuantityThreshold=150. | 2016-11-01 00:57:34 Chart: F.US.MJNKZ16 #2 | Study: Trading: Bid/Ask Quantity Triggered Stop Order | Buy stop order not triggered. Ask=17405.000000, OrderPrice=17400.000000, AskQuantity=388, AskQuantityThreshold=150. | 2016-11-01 00:57:37 Chart: F.US.MJNKZ16 #2 | Study: Trading: Bid/Ask Quantity Triggered Stop Order | Buy stop order not triggered. Ask=17405.000000, OrderPrice=17400.000000, AskQuantity=385, AskQuantityThreshold=150. | 2016-11-01 00:57:39 Chart: F.US.MJNKZ16 #2 | Study: Trading: Bid/Ask Quantity Triggered Stop Order | Buy stop order not triggered. Ask=17405.000000, OrderPrice=17400.000000, AskQuantity=386, AskQuantityThreshold=150. | 2016-11-01 00:57:42 Chart: F.US.MJNKZ16 #2 | Study: Trading: Bid/Ask Quantity Triggered Stop Order | Buy stop order not triggered. Ask=17405.000000, OrderPrice=17400.000000, AskQuantity=390, AskQuantityThreshold=150. | 2016-11-01 00:57:44 Chart: F.US.MJNKZ16 #2 | Study: Trading: Bid/Ask Quantity Triggered Stop Order | Buy stop order not triggered. Ask=17405.000000, OrderPrice=17400.000000, AskQuantity=389, AskQuantityThreshold=150. | 2016-11-01 00:57:47 Chart: F.US.MJNKZ16 #2 | Study: Trading: Bid/Ask Quantity Triggered Stop Order | Buy stop order not triggered. Ask=17405.000000, OrderPrice=17400.000000, AskQuantity=868, AskQuantityThreshold=150. | 2016-11-01 00:57:48 Chart: F.US.MJNKZ16 #2 | Study: Trading: Bid/Ask Quantity Triggered Stop Order | Buy stop order not triggered. Ask=17405.000000, OrderPrice=17400.000000, AskQuantity=869, AskQuantityThreshold=150. | 2016-11-01 00:57:50 Chart: F.US.MJNKZ16 #2 | Study: Trading: Bid/Ask Quantity Triggered Stop Order | Buy stop order not triggered. Ask=17405.000000, OrderPrice=17400.000000, AskQuantity=875, AskQuantityThreshold=150. | 2016-11-01 00:57:52 Chart: F.US.MJNKZ16 #2 | Study: Trading: Bid/Ask Quantity Triggered Stop Order | Buy stop order not triggered. Ask=17405.000000, OrderPrice=17400.000000, AskQuantity=877, AskQuantityThreshold=150. | 2016-11-01 00:57:54 Chart: F.US.MJNKZ16 #2 | Study: Trading: Bid/Ask Quantity Triggered Stop Order | Buy stop order not triggered. Ask=17405.000000, OrderPrice=17400.000000, AskQuantity=881, AskQuantityThreshold=150. | 2016-11-01 00:57:56 Chart: F.US.MJNKZ16 #2 | Study: Trading: Bid/Ask Quantity Triggered Stop Order | Buy stop order not triggered. Ask=17405.000000, OrderPrice=17400.000000, AskQuantity=881, AskQuantityThreshold=150. | 2016-11-01 00:58:00 Chart: F.US.MJNKZ16 #2 | Study: Trading: Bid/Ask Quantity Triggered Stop Order | Buy stop is triggered. Sending buy Market order. | 2016-11-01 00:58:03 |