Support Board
Date/Time: Fri, 27 Dec 2024 00:44:53 +0000
Auto-trading system stop working after a rejected market order
View Count: 1363
| [2016-03-22 01:19:01] |
| xfighter - Posts: 36 |
|
Hi Folks, Yesterday, my auto-trading system generate a market order that is being rejected by CQG FIX trading. The trade service log is as followed: Trade Order Error - CQG order update (Rejected). Info: Insufficient margin Available margin: USD15933 Used margin: USD0 Total portfolio margin including this order: USD17160 This order increases margin by USD17160. Internal Order ID: 27599. Service Order ID: 553646581. Symbol: F.US.YMM16 | 2016-03-21 10:19:00 * I do understand the reason why this order is being rejected is due to not sufficient margin. But I do not know why my auto-trading system stop sending orders after this order rejection. Before, I have had similar situations and my auto-trading system just keep re-sending the same order again and again until the trading signal is gone. Now it looks like my auto-trading system just stop working at all after the order rejection. Is there anything new in the sierrachart platform settings I did not aware of? What should I do to keep my trading system working even after an order rejection like this one. Thank you! Nan |
| [2016-03-22 01:38:41] |
| |
|
Is this an ACSIL or Spreadsheet trading system?
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 |
| [2016-03-22 02:07:28] |
| xfighter - Posts: 36 |
|
It is an ACSIL trading system that using unmanaged automated trading setups: AllowMultipleEntriesInSameDirection to TRUE (Yes) AllowOppositeEntryWithOpposingPositionOrOrders to TRUE (Yes) CancelAllOrdersOnEntriesAndReversals to FALSE (No) sc.AllowOnlyOneTradePerBar to FALSE (applies only to ACSIL trading systems) |
| [2016-03-22 02:37:57] |
| |
|
Therefore, follow the instructions here to determine the reason for the problem: https://www.sierrachart.com/index.php?page=doc/doc_ACSILTrading.html#DebuggingTradingSystems 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 |
| [2016-03-23 05:58:03] |
| xfighter - Posts: 36 |
|
I double checked the logic of my code and noticed that no new order will be sent if an working order has already been existed. Therefore I believe the real problem here is that: after an market order being rejected by CQG FIX Trading, sierrachart platform still treat it as an working order which make IsWorkingOrderStatus() stay TRUE. Is it possible to change IsWorkingOrderStatus() to FALSE when an order is rejected since an rejected order has no way to be an working order any more? Am I right? Thanks! Nan |
| [2016-03-23 06:04:20] |
| |
|
Recompile your custom trading system study CPP file on the current version of Sierra Chart. The problem could be related to a new order status code that we added about three months ago. When you recompile, this should resolve the problem unless there is something else causing this. A rejected order is definitely not considered a working order. You can easily confirm that by looking at the source code for IsWorkingOrderStatus(). 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: 2016-03-23 06:05:14
|
To post a message in this thread, you need to log in with your Sierra Chart account: