Support Board
Date/Time: Tue, 11 Mar 2025 07:04:08 +0000
Trade Log and Lost Trade.
View Count: 1867
| [2016-01-28 01:44:48] |
| User344478 - Posts: 157 |
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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] |
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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
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| [2016-02-18 20:53:27] |
| User344478 - Posts: 157 |
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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] |
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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 |
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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] |
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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
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| [2016-02-23 03:52:07] |
| User344478 - Posts: 157 |
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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] |
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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 |
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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.
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| [2016-02-23 08:33:08] |
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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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