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Date/Time: Wed, 22 Jan 2025 09:54:53 +0000



Attached orders intermittently expiring, for no apparent reason

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[2018-09-18 00:35:04]
LDog - Posts: 22
My SIM trading attached orders have been intermittently expiring (per the Trade log).
This has happened with both 'static' configurations as well as my 'move to BE' stops.

This has been happening for a few versions. I have had it happen in both the 32 bit and 64 bit versions.
I haven't reported it hoping that it would get corrected, but it has not, so here is my report.

Please let me know what else you need to see.

Thanks in advance!
Private File
attachmenttrade_log.txt - Attached On 2018-09-18 00:33:55 UTC - Size: 2.91 KB - 385 views
Attachment Deleted.
[2018-09-18 01:45:20]
Sierra Chart Engineering - Posts: 104368
Make sure they have a Good till Canceled Time in Force:
Attached Orders: Time In Force
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
[2018-09-18 01:50:29]
LDog - Posts: 22
I do, it's set to Day.
[2018-09-18 02:13:03]
Sierra Chart Engineering - Posts: 104368
You need to change it to Good till Canceled. It is going to expire based on the Session Times of the chart.
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
[2018-09-18 02:21:03]
LDog - Posts: 22
I'll change it and see how it does.
But FYI, my session times are set from 00:00:00 - 23:59:59 (not using Evening Session times)

I'll post here again if it happens again.

Thanks!
[2018-09-19 00:23:31]
LDog - Posts: 22
I've upgraded to 1807, insured the TimeInForce was 'Good till Canceled' and it happened again (2 different instruments - see attached Trade Log).

Do you have any other suggestions or need to know/see more?

edit - I just noticed that the TIF for the Attached orders was set to Day (as it has been since I started using SC over 2 years ago). My session times are midnight - 23:59:59, but I will change the Attached Orders TIF to GTC, and see if that helps.
Date Time Of Last Edit: 2018-09-19 00:27:00
attachmenttrade_log_2.txt - Attached On 2018-09-19 00:21:29 UTC - Size: 8.6 KB - 365 views
[2018-09-19 07:51:03]
Sierra Chart Engineering - Posts: 104368
In this log we cannot see how this order was entered. Was it a manual order or did you use an automated trading system?

You may have also set the Time in Force on the wrong Trade Window as explained here:
Attached Orders: Time In Force
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
[2018-09-19 07:51:30]
Sierra Chart Engineering - Posts: 104368
edit - I just noticed that the TIF for the Attached orders was set to Day (as it has been since I started using SC over 2 years ago). My session times are midnight - 23:59:59, but I will change the Attached Orders TIF to GTC, and see if that helps.
Yes.
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
[2018-09-19 09:16:20]
LDog - Posts: 22
Was it a manual order or did you use an automated trading system?

Manual orders.
[2018-09-19 09:18:35]
Sierra Chart Engineering - Posts: 104368
Okay good, adjusting the Time in Force on the Trade Window Attached Orders tab will resolve the issue.
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
[2018-09-19 10:31:32]
LDog - Posts: 22
Thanks again for your help with this workaround! I will go through all of my OCO/twconfig settings and adjust this.

I use the word workaround because the logic when using 'Day' TIF seems to have changed a while back (maybe in May, version 1742?). Before this time, the attached orders (and occasionally the main order) would never expire when adjusted (either manually or via the BE functionality). IMHO there is something not quite right with this section of SC code and recommend that you have someone review it.
[2018-09-19 10:35:23]
Sierra Chart Engineering - Posts: 104368
The expiring of day orders is new. There is not a problem here. This is a new feature. You need to use good till canceled orders to avoid this. There is no further review needed. It does function correctly.
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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