Support Board
Date/Time: Sun, 19 Jan 2025 22:03:34 +0000
Double fills at stops?
View Count: 892
| [2018-05-08 14:21:20] |
| User993067 - Posts: 156 |
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having an issue after update to 1738 where I am being double filled after a stop loss is triggered. It only seems to occur when I add to the initial position. ( ie...short 2 initially then add in a tick or two higher for a total of 4 short) then if stopped it buys 6 and the resulting long 2 position is not protected (no bracket orders issued) is there a new setting after this update that requires my attention to eliminate this?
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| [2018-05-08 18:36:13] |
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So is the overall stop order quantity for all of the stop orders after adding to the initial position, becoming 6? You can see the orders in Trade >> Trade Orders and Positions >> Trade Orders. An actual double fill would be next to an impossibility if not impossible. And that would be caused by the external service you are using which in this case is CQG. 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: 2018-05-09 20:13:02
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| [2018-05-22 14:01:15] |
| User993067 - Posts: 156 |
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same issue is still causing problems..using 1746 now. example:Initial position is short two lot...bracketed position with stop and 2 targets. If I add to the position (sell 2 more for a total of 4 short) one of a few random issues is most often present. A) The total exit qty now can become 6 contracts and I can now become long 2 upon exit..with no bracket orders..(naked 2 long) B) The total buy stop QTY can become 6 contracts and I can now become long 2 upon stop being filled...(naked 2 long) C) Both issues (total buys 6 target and 6 stop) can occur) D) if I happen to switch the positioning of target 1 and target 2..the same issue has happened ( sometimes both) E) if I adjust the exit qty to 4 total...the stop total will also adjust to match position size...but if I were to add a 5th or 6th contract...same issue under orders i have the first 3 boxes checked...support scale in..scale out..maintain same qty for OCO. |
| [2018-05-22 20:00:42] |
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D) if I happen to switch the positioning of target 1 and target 2..the same issue has happened ( sometimes both) E) if I adjust the exit qty to 4 total...the stop total will also adjust to match position size...but if I were to add a 5th or 6th contract...same issue But aside from that, can you reproduce the problem using Trade Simulation Mode?: http://www.sierrachart.com/index.php?page=doc/TradeSimulation.php Do you have either of these options enabled?: http://www.sierrachart.com/index.php?page=doc/GlobalTradeSettings.html#UseServerSideOCO http://www.sierrachart.com/index.php?page=doc/GlobalTradeSettings.html#UseServerSideBracketOrders If so, then disable them and see if you still notice the problem. If not, then the issue has to do with those and it would have to be an issue on the CQG side. In this case, do not use those settings, and the issue is not something we can help with. At the very least in particular do not use the server-side bracket order feature. And if anything we probably should just pull support for that if that is indeed the problem since it would seem to be an issue on the CQG side. There really would not be another explanation. 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: 2018-05-22 20:02:48
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| [2018-05-22 21:00:01] |
| User993067 - Posts: 156 |
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Yes same for live...sim and replay...only on short side. happens with both CQG web API and fix feeds... When you get time please tale look at maintain same qty for OCO orders under the orders drop down list on menu...I believe this is the issue... when checked problems occur on short side...when left unchecked no problems...I will keep unchecked until you advise... Thanks |
| [2018-05-22 22:25:07] |
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We cannot reproduce the issue with Trade Simulation Mode both enabled and disabled. Really makes no sense why such a problem would exist to begin with. There must be some other explanation or a misinterpretation. Provide us the chart you are trading from following these instructions: Support Board Posting Information: Providing Chartbook with Only a Single Chart And then provide us clear step-by-step instructions to reproduce. 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: 2018-05-22 22:25:49
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