Support Board
Date/Time: Sat, 18 Jan 2025 10:58:25 +0000
Spreadsheet autotrading scale-in is functioning differently than manual scale-in
View Count: 1290
[2017-09-19 15:15:13] |
Sawtooth - Posts: 4154 |
With 'Support Scale In' checked and 'Use Attached Orders' checked: 1) Manually pressing the Buy Mkt button will: -increment position size -increment child order quantity -maintain child orders' initial price This is expected behavior. 2) Using the Spreadsheet System for Trading study, scale-in entries will: -increment position size -not increment child order quantity beyond initial position size. -move child orders with Position Average Price, maintaining initial offsets. -Unchecking 'Support Scale In' produces the same result. This is not expected behavior. Please advise. |
[2017-09-20 20:02:23] |
Sierra Chart Engineering - Posts: 104368 |
The problem is not with the Scale In functionality because that works consistently no matter how the order has been entered. We will run a basic test and verify. 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: 2017-09-20 20:02:41
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[2017-09-22 07:15:51] |
Sierra Chart Engineering - Posts: 104368 |
Essentially what you are describing is that the Scale In functionality is not triggering and there are new Attached Orders submitted. The Scale In functionality works under certain conditions and can be used no matter how the order is submitted whether from a Spreadsheet or not. The documentation is here: Attached Orders: Scaling In We had no trouble using Scale In through a Spreadsheet Trading for System study. We submitted market orders on the same side, and the existing Attached Orders incremented. Make sure you are enabling Scale In on the Trade Window associated with the chart. It is likely you are not and that is the reason for 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 Date Time Of Last Edit: 2017-09-22 07:17:15
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[2017-09-22 15:16:00] |
Sawtooth - Posts: 4154 |
After further investigation, autotrading Scale In using Attached Orders is not working as expected because 'Cancel All Orders On Entries And Reversals' is set to Yes. However, this must be set to Yes because 'Support Reversals' is also set to Yes. It seems autotrading Scale In using Attached Orders and autotrading Reversals using Attached Orders are mutually exclusive. If I manually scale in using the Buy Mkt button, working orders are incremented and not canceled, as expected. If I manually use the Reverse button, working orders are canceled and replaced, as expected. Can 'Cancel All Orders On Entries And Reversals' be separated into two separate settings so that autotrading has the same functionality? |
[2017-09-24 21:57:27] |
Sierra Chart Engineering - Posts: 104368 |
Can 'Cancel All Orders On Entries And Reversals' be separated into two separate settings so that autotrading has the same functionality? Yes this is possible but it is involved.Not likely we are going to be able to get to it for a couple of months. 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 |
[2018-02-10 02:04:27] |
Sierra Chart Engineering - Posts: 104368 |
Letting you know we already added Cancel All Orders on Reversals about a two months ago as a separate setting. We still need to add Cancel All Orders on Entries. This should be done in the next few days.
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: 2018-02-10 02:04:46
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