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Date/Time: Thu, 28 Nov 2024 00:22:57 +0000
Post From: Server-side OCO and Bracket Orders
| [2014-09-01 11:14:36] |
| moonmist - Posts: 127 |
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Hi, Running Sierra Chart version 1182 connecting to TWS 946.2h ( Standalone version ) on Windows 7 64-bit operating system. Found the following problem with a paper-trading account: Placed an ES limit SELL order at 2006.00 with a four-tick target (limit order) and an eight-tick stop. Nothing happened. When I lowered the limit SELL order from 2006.00 to 2005.75, the stop loss order suddenly moved to 2005.50. http://www.sierrachart.com/image.php?l=1409569344546.png The following is the "Trade Activity" log for this test: ActivityType DateTime Symbol OrderActionSource InternalOrderID ServiceOrderID OrderType Quantity BuySell Price Price2 OrderStatus FillPrice FilledQuantity TradeAccount OpenClose ParentInternalOrderID PositionQuantity FillExecutionServiceID Order 2014-09-01 06:52:31.000 ES-201409-GLOBEX ES-201409-GLOBEX [M] #1 | User order entry | Last: 2001.25 33962 Limit 1 Sell 2006.00 Order Sent DU167174 Open ------> This is the limit SELL order at 2006.00( the parent ) Order 2014-09-01 06:52:31.001 ES-201409-GLOBEX ES-201409-GLOBEX [M] #1 | User order entry | Last: 2001.25. Attached Order 33963 Limit 1 Buy 2005.00 Order Sent DU167174 Close 33962 ------> This is the limit BUY order for the 4-tick target at 2005.00 Order 2014-09-01 06:52:31.002 ES-201409-GLOBEX ES-201409-GLOBEX [M] #1 | User order entry | Last: 2001.25. Attached Order 33964 Stop 1 Buy 2008.00 Order Sent DU167174 Close 33962 ------> This is the 8-tick stop loss order at 2008.00 Order 2014-09-01 06:52:31.003 ES-201409-GLOBEX IB open order update 33963 3266 Limit 1 Buy 2005.00 Open DU167174 Close 33962 Order 2014-09-01 06:52:31.004 ES-201409-GLOBEX IB open order update 33964 3267 Stop 1 Buy 2008.00 Open DU167174 Close 33962 Order 2014-09-01 06:52:31.005 ES-201409-GLOBEX IB open order update 33962 3265 Limit 1 Sell 2006.00 Open DU167174 Open Order 2014-09-01 06:52:39.000 ES-201409-GLOBEX ES-201409-GLOBEX [M] #1 | User order modification 33962 3265 Limit 1 Sell 2006.00 Pending Modify DU167174 Open Order 2014-09-01 06:52:39.001 ES-201409-GLOBEX Modifying Attached Order from parent modification/fill. Ref price: 2005.75. New Price: 2004.75 33963 3266 Limit 1 Buy 2005.00 Pending Modify DU167174 Close 33962 Order 2014-09-01 06:52:39.002 ES-201409-GLOBEX Modifying Attached Order from parent modification/fill. Ref price: 2005.75. New Price: 2007.75 33964 3267 Stop 1 Buy 2008.00 Pending Modify DU167174 Close 33962 Order 2014-09-01 06:52:39.003 ES-201409-GLOBEX IB open order update 33962 3265 Limit 1 Sell 2005.75 Open DU167174 Open ------> This is the new limit SELL order at 2005.75 Order 2014-09-01 06:52:39.004 ES-201409-GLOBEX IB open order update 33963 3266 Limit 1 Buy 2004.75 Open DU167174 Close 33962 Order 2014-09-01 06:52:40.000 ES-201409-GLOBEX IB open order update 33964 3267 Stop 1 Buy 2007.75 Open DU167174 Close 33962 ****** When I lowered the limit SELL order from 2006.00 to 2005.75, the stop loss order suddenly moved to 2005.50. ****** Order 2014-09-01 06:52:40.001 ES-201409-GLOBEX Auto trail order modification (Move to breakeven). Trigger price: 2001.250000 33964 3267 Stop 1 Buy 2007.75 Pending Modify DU167174 Close 33962 Order 2014-09-01 06:52:40.002 ES-201409-GLOBEX IB open order update 33964 3267 Stop 1 Buy 2005.50 Open DU167174 Close 33962 Date Time Of Last Edit: 2014-09-01 11:40:01
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