Support Board
Date/Time: Thu, 28 Nov 2024 00:50:14 +0000
Spreadsheet trading system not submitting order despite signal was generated
View Count: 1478
| [2014-10-08 14:23:31] |
| batman_ - Posts: 190 |
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Sir, Please refer to picture attached. Today i have experiencing many times spreadsheet trading systems not submitting order despite signal was generated. Please advice. TQ |
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| [2014-10-08 14:29:20] |
| batman_ - Posts: 190 |
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Another problem is filled price was not filled at Bid or Ask. It was filled very far away from Best Bid or Best Ask. Kindly refer to attached picture.
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| [2014-10-08 14:33:30] |
| batman_ - Posts: 190 |
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Here is another example, short entry was filled at Ask Price instead of Bid Price. Today is really bad day with many errors of these types of error entries. Date Time Of Last Edit: 2014-10-09 09:10:24
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| [2014-10-10 03:30:37] |
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Responses to post: #1: We do not provide auto trade system debugging. We can only refer you to this section here: https://www.sierrachart.com/index.php?page=doc/doc_SystemsAlerts.php#IgnoredSignals There are definite reasons why you see what you do and all of this is well documented. #2. Refer to the documentation here about this: https://www.sierrachart.com/index.php?page=doc/doc_TradeSimulation.php#HowOrdersAreFilled At the time of the order fill you can see what the bid and ask prices are, in the Trade Activity Log. There must be some explanation for why you are experiencing what you are, but you are in a better position to determine the problem than we are. We do not know exactly what you are doing. And we do not see the actual bid and ask prices and we do not have any information about the order fills. The best we can do is explain how things work and you need to look at what you are doing and the data and determine what the problem is. If there is something we need to be aware of, then you can let us know. #3. The issue is not related to Spreadsheets at least when it comes to the fill prices. Sierra Chart Support - Engineering Level Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy: https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation For the most reliable, advanced, and zero cost futures order routing, *change* to the Teton service: Sierra Chart Teton Futures Order Routing Date Time Of Last Edit: 2014-10-10 03:36:18
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| [2014-10-10 16:38:29] |
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Also, read the two sections beginning here: https://www.sierrachart.com/index.php?page=doc/doc_TradeSimulation.php#MidpointPriceChartBars Sierra Chart Support - Engineering Level Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy: https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation For the most reliable, advanced, and zero cost futures order routing, *change* to the Teton service: Sierra Chart Teton Futures Order Routing |
| [2014-10-11 12:23:36] |
| batman_ - Posts: 190 |
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I am using CTS data trade service which provided LTP and tick volume for bid & ask. I tried signal only on bar closed and it seems to be very reliable. Overall, sierra charts software is very good at excellence pricing. |
| [2014-10-13 13:52:07] |
| batman_ - Posts: 190 |
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Today i experienced again signal was generated but no order was submitted although i used signal only on bar closed. The problem is being highlighted at attached picture. LTP was recorded at 1901.75 and bid & ask prices were recorded far away from LTP at 1901 and 1901.25 respectively. FYI, i am using CTS as data trade service. I believed the bid & ask were recorded an error from CTS. The bid and ask prices including volume were freeze, not updated according to LTP. Please advice. TQ. Date Time Of Last Edit: 2014-10-13 14:11:39
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| [2014-10-13 14:00:28] |
| batman_ - Posts: 190 |
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here is another error, signal was generated but order not submitted due to bid & ask prices were recorded from far away from LTP. The bid and ask prices including volume were freeze, not updated according to LTP. CTS is data trade service. Date Time Of Last Edit: 2014-10-13 14:11:22
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| [2014-10-13 14:09:45] |
| batman_ - Posts: 190 |
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here is another problem. ZN bid and ask prices including volume were freeze, not updated at all during trading. The bid and ask prices were recorded far away from LTP that causes order not being submitted although signal was generated. CTS is data trade service. Date Time Of Last Edit: 2014-10-13 14:10:29
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| [2014-10-15 00:40:45] |
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When there are so many postings, it takes longer to get a response. Please make no further postings. We will be reviewing these and contacting CTS. Sierra Chart Support - Engineering Level Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy: https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation For the most reliable, advanced, and zero cost futures order routing, *change* to the Teton service: Sierra Chart Teton Futures Order Routing |
| [2014-10-15 03:39:44] |
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Select Global Settings >> Data/Trade Service Settings. Set Data Throughput and Buffering to Fast Trade . When you notice this problem select File >> Disconnect and File >> Connect to Data Feed. Let us know that resolves the problem. We will be following up with CTS about this but we want to get more information first. Sierra Chart Support - Engineering Level Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy: https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation For the most reliable, advanced, and zero cost futures order routing, *change* to the Teton service: Sierra Chart Teton Futures Order Routing |
| [2014-10-15 14:37:35] |
| batman_ - Posts: 190 |
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After i have changed to FastTrade, the bid and ask prices including volume still freeze during trading hours. I have disconnected and reconnecting, it took about 15 minutes to completely downloading data for 5 days period but that doesn't improve anything. Bid and Ask prices including volume in spreadsheet trading system still frozen as usual and recorded far away from LTP. After i restart twice only can the bid and ask prices including volume be unfreezed. Please advice accordingly. TQ. Date Time Of Last Edit: 2014-10-15 14:53:45
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| [2014-10-16 04:20:33] |
| batman_ - Posts: 190 |
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(a Can i disable J13=Bid volume and J15=Ask volume to prevent bid price, ask price, bid vol and ask vol from frozen in spreadsheet trading systems? (b) If i disable J13 and J15 would they affected volume studies indicators? |
| [2014-10-16 13:27:48] |
| batman_ - Posts: 190 |
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Today again bid price , ask price, bid vol and ask vol were frozen at 0730 CT. This has prevented order to be submitted although signal were generated because LTP was recorded far away from bid and ask prices. During london trading time, no problem BUT once it enters Chicago time zone, it has been frozen since last week i tested on CTS data trade service. Today i have to restart connection 5 times (it took me 15 minutes) to unfreeze bid price, ask price, bid vol and ask vol. Please advice accordingly because i can't proceed anymore if this problem is not solved completely. Date Time Of Last Edit: 2014-10-16 13:37:01
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| [2014-10-16 16:39:51] |
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What you are describing is a CTS data feed issue. We are going to be contacting them now about this.
Sierra Chart Support - Engineering Level Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy: https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation For the most reliable, advanced, and zero cost futures order routing, *change* to the Teton service: Sierra Chart Teton Futures Order Routing |
| [2014-10-16 16:49:52] |
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In order for CTS to help with this, they need to know your CTS username and Firm. Could you please send those through an Account Support Ticket here: https://www.sierrachart.com/usercp.php?page=SupportTickets Sierra Chart Support - Engineering Level Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy: https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation For the most reliable, advanced, and zero cost futures order routing, *change* to the Teton service: Sierra Chart Teton Futures Order Routing |
| [2014-10-21 17:12:00] |
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CTS indicated that your Internet connection is not good and they see many disconnects which are not graceful. This might be part of the problem. We need to understand the problem better. When you notice the bid and ask prices are not correct, select File >> Open Market Depth Window. Do you see all of the data on that window, not updating? Or only the best bid and ask are not updating? Sierra Chart Support - Engineering Level Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy: https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation For the most reliable, advanced, and zero cost futures order routing, *change* to the Teton service: Sierra Chart Teton Futures Order Routing Date Time Of Last Edit: 2014-10-21 17:12:13
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| [2014-10-23 11:27:54] |
| batman_ - Posts: 190 |
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I have full reset global setting symbols and delete all data and download. Now it seems CTS real time provide intact inside market movement without freezing best bid price, best ask prices, best bid volume and best ask volume at spreadsheet trading systems. I will continue to monitor this development. |
| [2014-10-23 15:18:31] |
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What you did would not have any effect upon the CTS market data. What this means is the problem has not yet occurred again.
Sierra Chart Support - Engineering Level Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy: https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation For the most reliable, advanced, and zero cost futures order routing, *change* to the Teton service: Sierra Chart Teton Futures Order Routing |
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