Support Board
Date/Time: Sat, 21 Dec 2024 18:38:59 +0000
FXCM FIX MULTIPLE BRACKET ORDERS & P&L CALCULATION
View Count: 2026
[2015-07-24 09:10:25] |
S.O. - Posts: 25 |
I am trying to submit an order of 1,100,000 units on fxcm fix with 2 targets and one stop for all oco with move to breakeven at 6 ticks. I want to take profit on 550,000 units at 8 ticks and the other 550,000 should take profit at 50 ticks. everytime i place an order, it only submits one order of 550,000 units with one take profit at 8 ticks and one stop. even if i place the order twice at the same price, i still only see my size is 550,000 units with only one target at 8 ticks. my setup is... Main parent order: Limit Quantity: 1100000 Time in Force: GTC Targets: Target 1|8T|Qty:550000|Lmt (Group: OCO Group 1, Quantity: 550000) Target 2|50T|Qty:550000|Lmt (Group: OCO Group 2, Quantity: 550000) Stop All|5T|Stop (Group: All OCO Groups, Move to Breakeven for Stop Type: Offset in Ticks Triggered, BE Level offset: 0, Trigger offset: 6, TIF: GTC) Am i doing something wrong on the set up? Also, when i am in a trade, the p&l will say something crazy, then when i exit the trade, the p&l reads normally. why is this? how do i get the p&l to ready normally as it does when i exit the trade? |
[2015-07-24 11:10:43] |
Sierra Chart Engineering - Posts: 104368 |
With what you describe, there are going to be 6 orders transmitted. Do you see 6 orders transmitted and accepted by FXCM? You need to look at the Trade Activity Log. Here are instructions: https://www.sierrachart.com/index.php?l=doc/doc_TradeActivityLog.php#ViewingHistoricalTA Later in the day, we will review the documentation for how Open Profit/Loss is calculated to make sure it is up-to-date and we will provide that to you. 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: 2015-07-24 11:10:58
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[2015-07-24 13:18:01] |
S.O. - Posts: 25 |
I'm attaching my trade activity log. please look at the orders from today, 7/24. particularly one placed at 3:40 (internal order id 16135). seeing that it was only entering with 550,000 units, i placed 2 orders by clicking twice on the DOM. it seems my second order (internal order id 16138) was canceled, not by me though. the next order was at 4:31 (internal order id 16141 and 16144). there seemed to be a lot of activity in the background on this order. Date Time Of Last Edit: 2015-07-24 17:40:50
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Private File |
[2015-07-24 20:47:04] |
Sierra Chart Engineering - Posts: 104368 |
We see this order was canceled by FXCM 4 seconds after it was accepted: Order 2015-07-24 03:40:22.007 EURUSD FXCM order update (New) 16138 149958511 Limit 550000 Buy 1.0940 Open 3000058887 Open
Order 2015-07-24 03:40:26.000 EURUSD FXCM order update (Canceled). Info: Cancelled 16138 149958511 Limit 550000 Buy 1.0940 Canceled 3000058887 Open Ask FXCM why this was the case. The FXCM order number for it is 149958511 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 |
[2015-07-27 18:16:11] |
S.O. - Posts: 25 |
turns out my position size was too large. have you figured out why the floating p&l looks so crazy on the trade window and the trade profit/loss study?
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[2015-07-27 19:11:18] |
S.O. - Posts: 25 |
I figured it out. the currency value per tick in global settings for the symbol has to be the same as the tick size. so if tick size is .0001, currency value per tick has to be .0001. Also, to show floating p&l and ticks, it should be set to currency and ticks (ignore quantity). now it looks normal.
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[2015-07-28 05:23:04] |
Sierra Chart Engineering - Posts: 104368 |
We have updated the documentation here for the Open Profit/Loss calculation: http://www.sierrachart.com/index.php?page=doc/doc_TradeWindow.html#OpenProfitLoss It explains the calculation method and some other information. After reading that if you still have a problem, we will need to understand this better. If you could provide a small screenshot showing it it'll give us a better idea of what you are seeing. 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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