Support Board
Date/Time: Sun, 22 Dec 2024 13:22:20 +0000
Post From: Duplicate Buy Exit/Sell Exits
| [2015-04-23 12:59:22] |
| GC15 - Posts: 7 |
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I use a spreadsheet trading study to enter and exit trades. I have noticed that not only does it flatten a position upon executing a stop, but sometimes it will enter a position in the opposite direction. This position is usually not of the same quantity as the original position and it only occurs when there are multiple contracts in the original position, but not every time. Initially I though it was caused by a fast market. In the case of a long position the price would trade below my stop price, thereby triggering an exit, however before the position could be completely flattened, the price traded back above the stop, then below again, triggering the stop a second time. When the second stop is triggered it would only be for the amount of contracts not yet flattened by the original stop order and when both stops fill, I would end up with a short position. I tried to set a condition in my Buy Exit/Sell Exit formula that would only trigger a stop if there were no working orders. I also tried setting the Cancel All Working Orders on Exit to Yes and neither seemed to remedy the problem. This only occurs in the live market, I have not been able to recreate the scenario either in simulation mode or replay. I am curious if you think this is an issue with SC and/or my spreadsheet system or if this is an issue with my broker executing orders. If it’s the former, any advice you can provide would be greatly appreciated. I have attached two trade activity logs of the trades. |
Private File Private File Attachment Deleted. |