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Post From: CancelAllWorkingOrdersOnExit not working

[2014-06-12 17:35:52]
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Sierra Chart Engineering - Posts: 104368
We have now successfully tested this. While we do have access to many simulated trading systems, often they are not working right or available or they do not provide good data. Anyway, we got a successful test. We did not see any problems. After market orders are filled, the only working order is the Stop Attached Order.

This is the Trade Activity Log:
ActivityType  DateTime  Symbol  OrderActionSource  InternalOrderID  ServiceOrderID  OrderType  Quantity  BuySell  Price  Price2  OrderStatus  FillPrice  FilledQuantity  TradeAccount  OpenClose  ParentInternalOrderID  PositionQuantity  FillExecutionServiceID  
Order  2014-06-12 13:24:57.000  ES-201406-CME  Auto-trade: ES-201406-CME 5 Sec #1 | L&S 140604 | Buy Entry | Last: 1942.5  5320    Stop    Sell  1941.00    Pending Child      sierra  Close  5319      
Order  2014-06-12 13:24:57.001  ES-201406-CME  Auto-trade: ES-201406-CME 5 Sec #1 | L&S 140604 | Buy Entry | Last: 1942.5  5319    Market  1  Buy      Order Sent      sierra  Open        
Order  2014-06-12 13:24:58.000  ES-201406-CME  TT order update (New). Exchange ID: 3UC9S  5319  0GJQP4008  Market  1  Buy      Open      sierra  Open        
Order  2014-06-12 13:24:58.001  ES-201406-CME  TT order update (Fill). Info: Fill. Exchange ID: 3UC9S  5319  0GJQP4008  Market  1  Buy      Filled  1942.50  1  sierra  Open        
Fill  2014-06-12 13:24:58.002  ES-201406-CME  TT order update (Fill). Info: Fill. Exchange ID: 3UC9S  5319  0GJQP4008  Market  1  Buy      Filled  1942.50  1  sierra  Open    1  1jaa2sly61jl3  
Order  2014-06-12 13:24:58.003  ES-201406-CME  Auto-sent child from parent fill  5320    Stop  1  Sell  1941.00    Order Sent      sierra  Close  5319  1    
Order  2014-06-12 13:24:58.004  ES-201406-CME  TT order update (New). Exchange ID: 3UC9T  5320  0GJQP4009  Stop Limit  1  Sell  1941.00  1938.00  Open      sierra  Close  5319  1    
Order  2014-06-12 13:28:56.000  ES-201406-CME  Auto-Trading: ES-201406-CME 5 Sec #1 | L&S 140604 | Canceling all orders  5320  0GJQP4009  Stop Limit  1  Sell  1941.00  1938.00  Pending Cancel      sierra  Close  5319  1    
Order  2014-06-12 13:28:56.001  ES-201406-CME  Auto-trade: ES-201406-CME 5 Sec #1 | L&S 140604 | Sell Entry | Last: 1942.25. Flatten order  5321    Market  1  Sell      Order Sent      sierra  Close    1    
Order  2014-06-12 13:28:56.002  ES-201406-CME  Auto-trade: ES-201406-CME 5 Sec #1 | L&S 140604 | Sell Entry | Last: 1942.25  5323    Stop    Buy  1943.50    Pending Child      sierra  Close  5322  1    
Order  2014-06-12 13:28:56.003  ES-201406-CME  Auto-trade: ES-201406-CME 5 Sec #1 | L&S 140604 | Sell Entry | Last: 1942.25  5322    Market  1  Sell      Order Sent      sierra  Open    1    
Order  2014-06-12 13:28:57.000  ES-201406-CME  TT order update (Cancel). Exchange ID: 3UC9T  5320  0GJQP4009  Stop Limit  1  Sell  1941.00  1938.00  Canceled      sierra  Close  5319  1    
Order  2014-06-12 13:28:57.001  ES-201406-CME  TT order update (New). Exchange ID: 3UCAS  5321  0GJQP4010  Market  1  Sell      Open      sierra  Close    1    
Order  2014-06-12 13:28:57.002  ES-201406-CME  TT order update (Fill). Info: Fill. Exchange ID: 3UCAS  5321  0GJQP4010  Market  1  Sell      Filled  1942.00  1  sierra  Close    1    
Fill  2014-06-12 13:28:57.003  ES-201406-CME  TT order update (Fill). Info: Fill. Exchange ID: 3UCAS  5321  0GJQP4010  Market  1  Sell      Filled  1942.00  1  sierra  Close      enaqj4g0sgk7  
Order  2014-06-12 13:28:57.004  ES-201406-CME  TT order update (New). Exchange ID: 3UCAR  5322  0GJQP4011  Market  1  Sell      Open      sierra  Open        
Order  2014-06-12 13:28:57.005  ES-201406-CME  TT order update (Fill). Info: Fill. Exchange ID: 3UCAR  5322  0GJQP4011  Market  1  Sell      Filled  1942.00  1  sierra  Open        
Fill  2014-06-12 13:28:57.006  ES-201406-CME  TT order update (Fill). Info: Fill. Exchange ID: 3UCAR  5322  0GJQP4011  Market  1  Sell      Filled  1942.00  1  sierra  Open    -1  lv2n9wpn7q2b  
Order  2014-06-12 13:28:57.007  ES-201406-CME  Auto-sent child from parent fill  5323    Stop  1  Buy  1943.50    Order Sent      sierra  Close  5322  -1    
Order  2014-06-12 13:28:57.008  ES-201406-CME  TT order update (New). Exchange ID: 3UCAT  5323  0GJQP4012  Stop Limit  1  Buy  1943.50  1946.50  Open      sierra  Close  5322  -1    
Order  2014-06-12 13:31:16.000  ES-201406-CME  Auto-Trading: ES-201406-CME 5 Sec #1 | L&S 140604 | Canceling all orders  5323  0GJQP4012  Stop Limit  1  Buy  1943.50  1946.50  Pending Cancel      sierra  Close  5322  -1    
Order  2014-06-12 13:31:16.001  ES-201406-CME  Auto-trade: ES-201406-CME 5 Sec #1 | L&S 140604 | Buy Entry | Last: 1942.25. Flatten order  5324    Market  1  Buy      Order Sent      sierra  Close    -1    
Order  2014-06-12 13:31:16.002  ES-201406-CME  Auto-trade: ES-201406-CME 5 Sec #1 | L&S 140604 | Buy Entry | Last: 1942.25  5326    Stop    Sell  1940.75    Pending Child      sierra  Close  5325  -1    
Order  2014-06-12 13:31:16.003  ES-201406-CME  Auto-trade: ES-201406-CME 5 Sec #1 | L&S 140604 | Buy Entry | Last: 1942.25  5325    Market  1  Buy      Order Sent      sierra  Open    -1    
Order  2014-06-12 13:31:16.004  ES-201406-CME  TT order update (Cancel). Exchange ID: 3UCAT  5323  0GJQP4012  Stop Limit  1  Buy  1943.50  1946.50  Canceled      sierra  Close  5322  -1    
Order  2014-06-12 13:31:17.000  ES-201406-CME  TT order update (New). Exchange ID: 3UCAW  5324  0GJQP4013  Market  1  Buy      Open      sierra  Close    -1    
Order  2014-06-12 13:31:17.001  ES-201406-CME  TT order update (Fill). Info: Fill. Exchange ID: 3UCAW  5324  0GJQP4013  Market  1  Buy      Filled  1942.25  1  sierra  Close    -1    
Fill  2014-06-12 13:31:17.002  ES-201406-CME  TT order update (Fill). Info: Fill. Exchange ID: 3UCAW  5324  0GJQP4013  Market  1  Buy      Filled  1942.25  1  sierra  Close      18unh0u1bdbja7  
Order  2014-06-12 13:31:17.003  ES-201406-CME  TT order update (New). Exchange ID: 3UCAX  5325  0GJQP4014  Market  1  Buy      Open      sierra  Open        
Order  2014-06-12 13:31:17.004  ES-201406-CME  TT order update (Fill). Info: Fill. Exchange ID: 3UCAX  5325  0GJQP4014  Market  1  Buy      Filled  1942.25  1  sierra  Open        
Fill  2014-06-12 13:31:17.005  ES-201406-CME  TT order update (Fill). Info: Fill. Exchange ID: 3UCAX  5325  0GJQP4014  Market  1  Buy      Filled  1942.25  1  sierra  Open    1  zwkg871w9vib0  
Order  2014-06-12 13:31:17.006  ES-201406-CME  Auto-sent child from parent fill  5326    Stop  1  Sell  1940.75    Order Sent      sierra  Close  5325  1    
Order  2014-06-12 13:31:17.007  ES-201406-CME  TT order update (New). Exchange ID: 3UCAY  5326  0GJQP4015  Stop Limit  1  Sell  1940.75  1937.75  Open      sierra  Close  5325  1    
Order  2014-06-12 13:33:02.000  ES-201406-CME  Auto-Trading: ES-201406-CME 5 Sec #1 | L&S 140604 | Canceling all orders  5326  0GJQP4015  Stop Limit  1  Sell  1940.75  1937.75  Pending Cancel      sierra  Close  5325  1    
Order  2014-06-12 13:33:02.001  ES-201406-CME  Auto-trade: ES-201406-CME 5 Sec #1 | L&S 140604 | Sell Entry | Last: 1942. Flatten order  5327    Market  1  Sell      Order Sent      sierra  Close    1    
Order  2014-06-12 13:33:02.002  ES-201406-CME  Auto-trade: ES-201406-CME 5 Sec #1 | L&S 140604 | Sell Entry | Last: 1942  5329    Stop    Buy  1943.50    Pending Child      sierra  Close  5328  1    
Order  2014-06-12 13:33:02.003  ES-201406-CME  Auto-trade: ES-201406-CME 5 Sec #1 | L&S 140604 | Sell Entry | Last: 1942  5328    Market  1  Sell      Order Sent      sierra  Open    1    
Order  2014-06-12 13:33:02.004  ES-201406-CME  TT order update (Cancel). Exchange ID: 3UCAY  5326  0GJQP4015  Stop Limit  1  Sell  1940.75  1937.75  Canceled      sierra  Close  5325  1    
Order  2014-06-12 13:33:03.000  ES-201406-CME  TT order update (New). Exchange ID: 3UCBS  5327  0GJQP4016  Market  1  Sell      Open      sierra  Close    1    
Order  2014-06-12 13:33:03.001  ES-201406-CME  TT order update (Fill). Info: Fill. Exchange ID: 3UCBS  5327  0GJQP4016  Market  1  Sell      Filled  1942.00  1  sierra  Close    1    
Fill  2014-06-12 13:33:03.002  ES-201406-CME  TT order update (Fill). Info: Fill. Exchange ID: 3UCBS  5327  0GJQP4016  Market  1  Sell      Filled  1942.00  1  sierra  Close      xf1ke313pcb5z  
Order  2014-06-12 13:33:03.003  ES-201406-CME  TT order update (New). Exchange ID: 3UCBR  5328  0GJQP4017  Market  1  Sell      Open      sierra  Open        
Order  2014-06-12 13:33:03.004  ES-201406-CME  TT order update (Fill). Info: Fill. Exchange ID: 3UCBR  5328  0GJQP4017  Market  1  Sell      Filled  1942.00  1  sierra  Open        
Fill  2014-06-12 13:33:03.005  ES-201406-CME  TT order update (Fill). Info: Fill. Exchange ID: 3UCBR  5328  0GJQP4017  Market  1  Sell      Filled  1942.00  1  sierra  Open    -1  2e4uesk4ryul  
Order  2014-06-12 13:33:03.006  ES-201406-CME  Auto-sent child from parent fill  5329    Stop  1  Buy  1943.50    Order Sent      sierra  Close  5328  -1    
Order  2014-06-12 13:33:03.007  ES-201406-CME  TT order update (New). Exchange ID: 3UCBT  5329  0GJQP4018  Stop Limit  1  Buy  1943.50  1946.50  Open      sierra  Close  5328  -1    
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Date Time Of Last Edit: 2014-06-12 17:37:26