Support Board
Date/Time: Sat, 11 Jan 2025 22:07:56 +0000
SCT_ORDERTYPE_OCO_BUY_STOP_SELL_STOP Order not setting attached stops correctly
View Count: 967
| [2017-01-16 14:48:10] |
| Al SC Developer - Posts: 434 |
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When an OCO order of type SCT_ORDERTYPE_OCO_BUY_STOP_SELL_STOP is submitted, the attached order stops are not always properly set. When the Stop1Price/Stop1Price_2 fields are used, the Stop1Price is used for the attached stop order for both OCO groups. When the Stop1Offset/Stop1Offset_2 fields are used, both stops are properly set. Here is an example of an order that produces incorrect orders: s_SCNewOrder NewOrder; NewOrder.OrderType = SCT_ORDERTYPE_OCO_BUY_STOP_SELL_STOP; NewOrder.TimeInForce = SCT_TIF_GTC; NewOrder.OrderQuantity = 2; NewOrder.OCOGroup1Quantity = 1; NewOrder.OCOGroup2Quantity = 1; NewOrder.Price1 = LongEntryPrice; NewOrder.Price2 = ShortEntryPrice; NewOrder.Target1Offset = Target1OffsetInTicks * sc.TickSize; NewOrder.Target2Offset = Target2OffsetInTicks * sc.TickSize; NewOrder.Target1Offset_2 = Target1OffsetInTicks * sc.TickSize; NewOrder.Target2Offset_2 = Target2OffsetInTicks * sc.TickSize; // these work //NewOrder.Stop1Offset = LongStopOffsetInTicks * sc.TickSize; //NewOrder.Stop2Offset = LongStopOffsetInTicks * sc.TickSize; //NewOrder.Stop1Offset_2 = ShortStopOffsetInTicks * sc.TickSize; //NewOrder.Stop2Offset_2 = ShortStopOffsetInTicks * sc.TickSize; // these fail, only using the first price for both groups NewOrder.Stop1Price = LongStopPrice; NewOrder.Stop2Price = LongStopPrice; NewOrder.Stop1Price_2 = ShortStopPrice; NewOrder.Stop2Price_2 = ShortStopPrice; //NewOrder.StopAllPrice = LongStopPrice; //NewOrder.StopAllPrice_2 = ShortStopPrice; |
| [2017-01-16 19:24:43] |
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We will look into 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 |
| [2017-01-17 05:15:30] |
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This is now fixed.
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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