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Date/Time: Tue, 11 Mar 2025 07:04:08 +0000



Trade Log and Lost Trade.

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[2016-01-28 01:44:48]
User344478 - Posts: 157
Hi,

I have traded today CLH6 at 10:30AM and after trade I analyzed Trade Activity Log. I watch two first prices of the orders 30.16 and 31.19.

Were it applied?

What is first price means for me?

Why the difference between fill price and the first price always is 0.50 (30.66-30.16=0.50 and 31.19-31.19=0.50)?

I look at chart CLH6 at 10:30AM and see the pike (H=31.10, L=30.68), which have formed less than parts of second. I open Number of Trades Per Bar equal one. I have checked each trade (T= 681) for Open and Close and could not understand where I lost 4 ticks, instead of profit much more?

G. Kremen
[2016-01-28 02:16:13]
Sierra Chart Engineering - Posts: 104368
Contact your broker/trading service 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
Date Time Of Last Edit: 2016-01-28 02:16:22
[2016-02-18 20:53:27]
User344478 - Posts: 157
Hi,

I've traded today live CLH6 at 11:00 AM. I did not canceling all orders for Symbol and Account and Flatten as such. I did not sent Market order type instead of Triggered Trial Stop. Because of that I lost 9 ticks.
Please help.

Sicerely  DateTime  Symbol  OrderActionSource  InternalOrderID  ServiceOrderID  OrderType  Quantity  BuySell  Price  Price2  OrderStatus  FillPrice  FilledQuantity  TradeAccount  OpenClose  ParentInternalOrderID  PositionQuantity  FillExecutionServiceID
Order  2016-02-18 10:59:58.493  CLH6-NYMEX  CLH6-NYMEX #2 | User order entry | Last: 31.67. Attached Order  20147    Triggered Trail Stop  1  Sell  30.97    Order Sent      104278        
Order  2016-02-18 10:59:58.543  CLH6-NYMEX  Rithmic Trading order update (New)  20147  19906950  Triggered Trail Stop  1  Sell  30.97    Pending Open      104278        
Order  2016-02-18 10:59:58.545  CLH6-NYMEX  Rithmic Trading order update (Order update)  20147  19906950  Triggered Trail Stop  1  Sell  30.97    Open      104278        
Order  2016-02-18 11:00:00.028  CLH6-NYMEX  CLH6-NYMEX #2 | User order entry | Last: 31.67. Attached Order  20149    Triggered Trail Stop  1  Buy  32.37    Order Sent      104278        
Order  2016-02-18 11:00:00.077  CLH6-NYMEX  Rithmic Trading order update (New)  20149  19906964  Triggered Trail Stop  1  Buy  32.37    Pending Open      104278        
Order  2016-02-18 11:00:00.078  CLH6-NYMEX  Rithmic Trading order update (Order update)  20149  19906964  Triggered Trail Stop  1  Buy  32.37    Open      104278        
Order  2016-02-18 11:00:01.323  CLH6-NYMEX  Auto trail order modification. Trigger price: 31.639999. Requested Price: 31.669999. Requested Quantity: 1  20149  19906964  Triggered Trail Stop  1  Buy  32.37    Pending Modify      104278        
Order  2016-02-18 11:00:01.541  CLH6-NYMEX  Rithmic Trading order update (Order update)  20149  19906964  Triggered Trail Stop  1  Buy  31.67    Open      104278        
Order  2016-02-18 11:00:01.741  CLH6-NYMEX  Auto trail order modification. Trigger price: 31.349999. Requested Price: 31.379999. Requested Quantity: 1  20149  19906964  Triggered Trail Stop  1  Buy  31.67    Pending Modify      104278        
Order  2016-02-18 11:00:01.955  CLH6-NYMEX  Rithmic Trading order update (Order update)  20149  19906964  Triggered Trail Stop  1  Buy  31.38    Open      104278        
Order  2016-02-18 11:00:02.148  CLH6-NYMEX  Auto trail order modification. Trigger price: 31.259999. Requested Price: 31.289999. Requested Quantity: 1  20149  19906964  Triggered Trail Stop  1  Buy  31.38    Pending Modify      104278        
Order  2016-02-18 11:00:02.273  CLH6-NYMEX  Rithmic Trading order update (Order update)  20149  19906964  Triggered Trail Stop  1  Buy  31.29    Open      104278        
Order  2016-02-18 11:00:02.342  CLH6-NYMEX  Auto trail order modification. Trigger price: 31.159999. Requested Price: 31.189999. Requested Quantity: 1  20149  19906964  Triggered Trail Stop  1  Buy  31.29    Pending Modify      104278        
Order  2016-02-18 11:00:02.474  CLH6-NYMEX  Rithmic Trading order update (Order cancel/replace reject). Info: Order not modified. Buy order stop price must be above last trade price  20149  19906964  Triggered Trail Stop  1  Buy  31.19    Open      104278        
Order  2016-02-18 11:00:02.751  CLH6-NYMEX  Auto trail order modification. Trigger price: 31.149999. Requested Price: 31.179999. Requested Quantity: 1  20149  19906964  Triggered Trail Stop  1  Buy  31.29    Pending Modify      104278        
Order  2016-02-18 11:00:02.814  CLH6-NYMEX  Rithmic Trading order update (Order cancel/replace reject). Info: Order not modified. Buy order stop price must be above last trade price  20149  19906964  Triggered Trail Stop  1  Buy  31.18    Open      104278        
Order  2016-02-18 11:00:04.370  CLH6-NYMEX  Auto trail order modification. Trigger price: 31.139999. Requested Price: 31.169999. Requested Quantity: 1  20149  19906964  Triggered Trail Stop  1  Buy  31.29    Pending Modify      104278        
Order  2016-02-18 11:00:04.424  CLH6-NYMEX  Rithmic Trading order update (Order cancel/replace reject). Info: Order not modified. Buy order stop price must be above last trade price  20149  19906964  Triggered Trail Stop  1  Buy  31.17    Open      104278        
Order  2016-02-18 11:00:04.584  CLH6-NYMEX  Auto trail order modification. Trigger price: 31.129999. Requested Price: 31.159999. Requested Quantity: 1  20149  19906964  Triggered Trail Stop  1  Buy  31.29    Pending Modify      104278        
Order  2016-02-18 11:00:04.634  CLH6-NYMEX  Rithmic Trading order update (Order update)  20149  19906964  Triggered Trail Stop  1  Buy  31.16    Open      104278        
Fill  2016-02-18 11:00:04.696  CLH6-NYMEX  Rithmic Trading order update (Filled)  20149  19906964  Triggered Trail Stop  1  Buy  31.66    Open  31.18  1  104278  Open    1  80226:M:7476108TN0083372
Order  2016-02-18 11:00:04.697  CLH6-NYMEX  Rithmic Trading order update (Order update)  20149  19906964  Triggered Trail Stop  1  Buy  31.66    Filled  31.18  1  104278      1  
Order  2016-02-18 11:00:09.613  CLH6-NYMEX  Canceling all orders for Symbol and Account. Flatten/Reverse.  20147  19906950  Triggered Trail Stop  1  Sell  30.97    Open      104278        
Order  2016-02-18 11:00:09.614  CLH6-NYMEX  Canceling all orders for Symbol and Account. Flatten/Reverse.  20147  19906950  Triggered Trail Stop  1  Sell  30.97    Pending Cancel      104278      1  
Order  2016-02-18 11:00:09.615  CLH6-NYMEX  CLH6-NYMEX #2 | User order entry. Flatten&Cancel | Last: 31.189999. Current Position quantity: 1  20150    Market  1  Sell      Order Sent      104278  Close    1  
Order  2016-02-18 11:00:09.665  CLH6-NYMEX  Rithmic Trading order update (Order update)  20147  19906950  Triggered Trail Stop  1  Sell  30.97    Canceled      104278      1  
Order  2016-02-18 11:00:09.668  CLH6-NYMEX  Rithmic Trading order update (New)  20150  19907037  Market  1  Sell      Pending Open      104278  Close    1  
Order  2016-02-18 11:00:09.706  CLH6-NYMEX  Rithmic Trading order update (Order update)  20150  19907037  Market  1  Sell      Open      104278  Close    1  
Fill  2016-02-18 11:00:09.707  CLH6-NYMEX  Rithmic Trading order update (Filled)  20150  19907037  Market  1  Sell      Open  31.09  1  104278  Close      80226:M:7482927TN0083668
Order  2016-02-18 11:00:09.708  CLH6-NYMEX  Rithmic Trading order update (Order update)  20150  19907037  Market  1  Sell      Filled  31.09  1  104278  Close
[2016-02-22 23:12:26]
Sierra Chart Engineering - Posts: 104368
We are not really understanding the question.

You submitted 2 triggered trailing stops.

Here is one of them:
Order 2016-02-18 10:59:58.493 CLH6-NYMEX CLH6-NYMEX #2 | User order entry | Last: 31.67. Attached Order 20147 Triggered Trail Stop 1 Sell 30.97 Order Sent 104278


We do see that you did perform a Cancel and Flatten operation:
Order 2016-02-18 11:00:09.613 CLH6-NYMEX Canceling all orders for Symbol and Account. Flatten/Reverse. 20147 19906950 Triggered Trail Stop 1 Sell 30.97 Open 104278
Order 2016-02-18 11:00:09.614 CLH6-NYMEX Canceling all orders for Symbol and Account. Flatten/Reverse. 20147 19906950 Triggered Trail Stop 1 Sell 30.97 Pending Cancel 104278 1
Order 2016-02-18 11:00:09.615 CLH6-NYMEX CLH6-NYMEX #2 | User order entry. Flatten&Cancel | Last: 31.189999. Current Position quantity: 1 20150 Market 1 Sell Order Sent 104278 Close 1


You need to be much more specific for us to be able to help with this. Refer to:
https://www.sierrachart.com/index.php?page=doc/doc_TradeActivityLogAnalysis.php#SupportAssistedTradeActivityLogAnalysis
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
[2016-02-23 02:22:29]
User344478 - Posts: 157
02-22-2016 YOU HAVE ANSWERED:
We do see that you did perform a Cancel and Flatten operation



02-18-2016 I ASK YOU TO HELP ME:
I did not canceling all orders for Symbol and Account and Flatten as such. I did not sent Market order type instead of Triggered Trial Stop. Because of that I lost 9 ticks.
Please help


Again and again: I did not perform a Cancel and Flatten operation. MAY BE GOST?
[2016-02-23 03:13:36]
Sierra Chart Engineering - Posts: 104368
We cannot change what has happened.

A Flatten and Cancel was performed from this chart:
CLH6-NYMEX #2 | User order entry. Flatten&Cancel

We do not know what you did. But it must have been a mistake if this was not intentional. Make sure you have Trade >>Trading Keyboard Shortcuts Enabled, unchecked.

There is not any further help we can provide.
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: 2016-02-23 03:14:17
[2016-02-23 03:52:07]
User344478 - Posts: 157
Order 2016-02-18 11:00:09.614 CLH6-NYMEX Canceling all orders for Symbol and Account. Flatten/Reverse. 20147 19906950 Triggered Trail Stop 1 Sell 30.97 Pending Cancel 104278 1
Order 2016-02-18 11:00:09.615 CLH6-NYMEX CLH6-NYMEX #2 | User order entry. Flatten&Cancel | Last: 31.189999. Current Position quantity: 1 20150 Market 1 Sell Order Sent 104278

If you count the time difference between Cancelling all orders... Flatten/ Reverse=11:00:09.614
and order entry. Flatten&Cancel=11:00:09.615

it is obvious the human can not perform that in ONE THOUSAND of SECOND.
[2016-02-23 04:50:58]
Sierra Chart Engineering - Posts: 104368
First the orders are canceled and then a market order is sent immediately after. This happens with the Flatten and Cancel operation.

So the timing does make sense.
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
[2016-02-23 05:24:49]
User344478 - Posts: 157
For ONE THOUSAND of a SECOND the human could not makes it happened. Only Sierra Chart functionality can does that in ONE THOUSAND of a SECOND.
[2016-02-23 08:33:08]
Sierra Chart Engineering - Posts: 104368
We cannot know what was done to trigger the Flatten and Cancel operation but there are various ways it can be triggered. There is a keyboard shortcut, the menu command, and the Trade Window buttons for this.

The first thing that happens is the canceling of the orders for the symbol and Trade Account which is shown by this line:

Order 2016-02-18 11:00:09.613 CLH6-NYMEX Canceling all orders for Symbol and Account. Flatten/Reverse. 20147 19906950 Triggered Trail Stop 1 Sell 30.97 Open 104278


(This is the very first action that occurs when a flatten operation takes place).

The next lines are all event triggered and there is no user intervention.
Order 2016-02-18 11:00:09.614 CLH6-NYMEX Canceling all orders for Symbol and Account. Flatten/Reverse. 20147 19906950 Triggered Trail Stop 1 Sell 30.97 Pending Cancel 104278 1
Order 2016-02-18 11:00:09.615 CLH6-NYMEX CLH6-NYMEX #2 | User order entry. Flatten&Cancel | Last: 31.189999. Current Position quantity: 1 20150 Market 1 Sell Order Sent 104278 Close 1

This is why they occur very quickly.
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: 2016-02-23 08:33:30

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