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Post From: Not filled orders in live trading

[2014-04-24 09:55:03]
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MSpala - Posts: 5
hello,
at the begining sorry for my english is not well, but i hope to explaint my issue. i have problems with my sierrachart strategy. when all my enter-conditions are ok for me... so i entering on close of bar. for example i included a screen. it's one minutes TFM4. arrow show a limit order at price equal of bar close. BUT it's looks like a orders are placed but immitidately cancled and i don't know why? here is a report with this situation. times are in my time zone but i think find out in your graph.

trade activity log:
ActivityType  DateTime  Symbol  OrderActionSource  InternalOrderID  ServiceOrderID  OrderType  Quantity  BuySell  Price  Price2  OrderStatus  FillPrice  FilledQuantity  TradeAccount  OpenClose  ParentInternalOrderID  PositionQuantity  FillExecutionServiceID  
Order  2014-04-23 13:55:00.000  TFM4  Auto-trade: TFM4 1 Min #1|BreakOut Manager|SellEntry  4168    Limit    Buy  1146.1    Pending Child      8331  Close  4167      
Order  2014-04-23 13:55:00.001  TFM4  Auto-trade: TFM4 1 Min #1|BreakOut Manager|SellEntry  4169    Stop    Buy  1148.7    Pending Child      8331  Close  4167      
Order  2014-04-23 13:55:00.002  TFM4  Auto-trade: TFM4 1 Min #1|BreakOut Manager|SellEntry  4167    Stop  1  Sell  1148.3    Order Sent      8331  Open        
Order  2014-04-23 13:55:00.003  TFM4  Transact Futures order report (Order reject). Info: Failed to Place Order  4167  28693401  Stop  1  Sell  1148.3    Error      8331  Open        
Order  2014-04-23 13:55:00.004  TFM4  Canceling child orders of internal order ID 4167  4168    Limit    Buy  1146.1    Pending Cancel      8331  Close  4167      
Order  2014-04-23 13:55:00.005  TFM4  Canceling child orders of internal order ID 4167  4168    Limit    Buy  1146.1    Canceled      8331  Close  4167      
Order  2014-04-23 13:55:00.006  TFM4  Canceling child orders of internal order ID 4167  4169    Stop    Buy  1148.7    Pending Cancel      8331  Close  4167      
Order  2014-04-23 13:55:00.007  TFM4  Canceling child orders of internal order ID 4167  4169    Stop    Buy  1148.7    Canceled      8331  Close  4167      

my SCH code:

sc.SendOrdersToTradeService = true;
sc.AllowMultipleEntriesInSameDirection = true;
sc.MaximumPositionAllowed = 10;
sc.SupportReversals = true;
sc.AllowOppositeEntryWithOpposingPositionOrOrders = false;
sc.SupportAttachedOrdersForTrading = false;
sc.CancelAllOrdersOnEntriesAndReversals= false;
sc.AllowEntryWithWorkingOrders = false;
sc.CancelAllWorkingOrdersOnExit = true;
sc.AllowOnlyOneTradePerBar = false;

sc.MaintainTradeStatisticsAndTradesData = true;

.....................

  SellOrder.OrderQuantity = CountOfContracts.GetInt();
  SellOrder.OrderType = SCT_LIMIT;
  SellOrder.StopPrice = sc.BaseData[SC_LAST][sc.Index];
  SellOrder.LimitPrice = sc.BaseData[SC_LAST][sc.Index];
  SellOrder.Stop1Price = sc.BaseData[SC_HIGH][sc.Index] + sc.TickSize;
  SellOrder.Target1Price = PT_DownTrend;

can you help me what i'm doing wrong please.

thank
Date Time Of Last Edit: 2014-04-24 18:31:30
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