Support Board
Date/Time: Fri, 07 Feb 2025 18:04:21 +0000
Post From: ACSIL - Internal Order ID given to sc.ModifyOrder is 0
| [2020-06-06 10:54:09] |
| User704508 - Posts: 20 |
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The code I sent in my previous message is a piece of code I put in a different algo running at the same time to avoid having open orders if something goes wrong. But I'll try the piece of code you sent (@bradh), it does look simpler and more efficient. Thank you very much for that! My original issue is that whenever I call sc.ModifyOrder (since I updated Sierra), it flattens my position. And the only message I get from the trade service log is "Internal Order ID given to sc.ModifyOrder is 0". First, I don't understand why I get this message, because if the order ID provided was 0, how could it actually modify the order and flattens the position? Second, the way I modify orders has always been working since I created my first algo and I use the same piece of code in every strategy where I have a trailing stop loss, so why would an issue occurs now? Third, it works fine in SIM but not live. If the error was related to the code and the way I provide the internal order id, I don't think it would work in a sim environment either. So how is this possible? Below is the code I actually use to place and modify the order (I removed a bunch of if statements in the code below but the part where the stop loss is updated is done at the end of each bar): int& Stop1OrderIDESSupportLong = sc.GetPersistentInt(2); double& NewPossibleStop = sc.GetPersistentDouble(1); double& orderStop = sc.GetPersistentDouble(2); double& currentStop = sc.GetPersistentDouble(3); // Create a market order and enter long. s_SCNewOrder NewOrder; NewOrder.TextTag = "ES 1m Support Long"; NewOrder.OrderQuantity = 1; NewOrder.OrderType = SCT_ORDERTYPE_MARKET; NewOrder.TimeInForce = SCT_TIF_GOOD_TILL_CANCELED; NewOrder.OCOGroup1Quantity = 1; NewOrder.Stop1Price = currentPrice - 12*sc.TickSize; sc.BuyEntry(NewOrder); // Remember the order ID for subsequent modification and cancellation Stop1OrderIDESSupportLong = NewOrder.Stop1InternalOrderID; OrderId = NewOrder.InternalOrderID; orderStop = currentPrice - 12*sc.TickSize; currentStop = orderStop; s_SCTradeOrder StopOrder; sc.GetOrderByOrderID(Stop1OrderIDESSupportLong, StopOrder); NewPossibleStop = currentLow - 36*sc.TickSize; if(StopOrder.OrderStatusCode == SCT_OSC_OPEN && PositionData.PositionQuantity != 0 && NewPossibleStop > currentStop && NewPossibleStop > orderStop) { s_SCTradeOrder ExistingOrder; if(sc.GetOrderByOrderID(OrderId, ExistingOrder) != SCTRADING_ORDER_ERROR && ExistingOrder.OrderStatusCode == SCT_OSC_FILLED) { s_SCNewOrder ModifyOrder; ModifyOrder.InternalOrderID = Stop1OrderIDESSupportLong; ModifyOrder.Price1 = NewPossibleStop; sc.ModifyOrder(ModifyOrder); currentStop = NewPossibleStop; } } Date Time Of Last Edit: 2020-06-06 10:56:00
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