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Date/Time: Thu, 28 Nov 2024 00:36:40 +0000



Post From: Server-side OCO and Bracket Orders

[2014-08-04 00:13:14]
moonmist - Posts: 127
Running Sierra Chart version 1166 on Windows 7 64-bit operating system. Found two problems with TWS 946.2f:

a) I placed a limit Sell Order at 1923.25 with an OCO order attached ( 8-tick stop and 4-tick target ). I moved the limit SELL order to 1923.00, and then 1922.75. The target order behaved normally, and was always four ticks below the limit SELL order. But the stop order suddenly moved to 1923.00 (one tick above the limit SELL order) instead of staying at 1924.75.

b) After the occurrence of this strange phenomenon, I placed another limit SELL order at 1924.00 with an OCO order attached ( 8-tick stop and 4-tick target ). The stop order immediately moved to 1923.75, that is, one tick below the limit SELL order. Again, the target order behaved normally, and stayed at 1923.00.

Attached is an image of the TradeDOM:

http://www.sierrachart.com/image.php?l=1407109804700.png


I am testing it using a paper-trading account. Version 1157 was working fine with TWS 946.2f ( Standalone Version ).

PS: b) occurred again, if I placed a third limit SELL order at 1926.00 with an OCO order ( 8-tick stop and 4-tick target ).

http://www.sierrachart.com/image.php?l=1407112334361.png

Date Time Of Last Edit: 2014-08-04 00:32:57