Support Board
Date/Time: Sat, 28 Dec 2024 19:14:30 +0000
Must Attached Orders for Multiple Entries in Same Direction always get co-mingled?
View Count: 785
| [2016-01-18 23:32:06] |
| User68474 - Posts: 201 |
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Is it a limitation of all/most trading platforms that with multiple entries(different entry prices but in the same direction), each of which has its own attached target(s) and stop(s), the attached targets/stops eventually get co-mingled, with the targets/stops for one getting executed for another while they co-exist until each trade has totally lost its autonomy and then, if you are back-testing, the system becomes totally confused and you end up with the last existing contracts not having their initial targets/stops??? In the case of trend days, that can leave you with an accumulation of un-cancelled targets or stops in one direction. Does this have anything to do with the FIFO or LILO "modes"?? Is it not possible for each individual "Group" (i.e. entry/profit target/stop)to carry through to completion (i.e. either hits its original designated profit or stop target and not influenced by another co-existing trade's attached targets)?
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| [2016-01-19 03:34:54] |
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The parent order and its Attached Orders do operate completely independently even in the case of multiple order sets being active at the same time. Maybe your automated trading system is canceling one of those orders or modifying one of the prices. Otherwise, they do operate independently and that order set will continue until completion. Make sure you are not using Scale In or Scale Out: http://www.sierrachart.com/index.php?page=doc/doc_AttachedOrders.html#ScalingOut with the targets/stops for one getting executed for another while they co-exist until each trade has totally lost its autonomy This does not make sense. We do not see how this could be but at the same time all of what you are writing comes across as very confusing and clearly nonspecific from our perspective. You can see exactly what is happening in the Trade >> Trade Activity Log with the orders: http://www.sierrachart.com/index.php?page=doc/doc_TradeActivityLog.php It is going to be far better for you to analyze exactly what you are doing and understanding the reason for the problem rather than posting nonspecific information here. 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 |
| [2016-01-19 03:56:57] |
| User68474 - Posts: 201 |
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Thank you. I will try to come back to you and be more articulate and specific with some examples and screenshots.
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| [2016-01-19 04:14:08] |
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OK, but you need to provide us a simple example we will not struggle to understand. We are also saying, this problem should not exist to begin with and we have pointed out some things which could be leading to the problem. 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 |
| [2016-01-19 04:33:19] |
| User68474 - Posts: 201 |
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Fair enough. I will research, examine and scrutinize before attempting to resubmit.
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