Support Board
Date/Time: Sat, 25 Jan 2025 01:05:18 +0000
Attached Target:Limit orders automatically fill once Parent filled during replay
View Count: 944
| [2019-02-04 22:59:08] |
| Yoda - Posts: 106 |
|
I'm trying to use attached Target:Limit orders during a replay. However, when the parent order fills, the Target:Limit orders also automatically fill even though price never reached the targets. If I change the target type from Target:Limit to Target:Market if Touched, then the replay works correctly and the targets are only filled once price touches the respective target. Is there a switch or something that I need to throw for Target:Limit to work on a replay? I've read through the following pages and cannot find anything that explains this behaviour: Replaying Charts Attached Orders I've attached a screenshot showing the issue where the Targets were set as follows: Target 1 10.00P | Qty 100 | Lmt Target 2 20.00P | Qty 100 | Lmt Target 3 30.00P | Qty 100 | MIT Stop All | 10.00P | Stop | L I then pushed Buy at the open today on AMZN and 300 shares were filled at 1624.40. The first 2 Target:Limits were immediately filled and SC is showing a profit of $3000 even though price had not yet traded above 1627 (no where near the targets). The 3rd Target:MIT is correctly showing as Open @ 1654.54 |
 Target Limit issue on Replay 2019-02-04 1847.png / V - Attached On 2019-02-04 22:56:17 UTC - Size: 490.12 KB - 266 views |
| [2019-02-05 17:02:38] |
| |
|
Most likely this is because of the bid and ask prices. Refer to: Trade Simulation: Why Fill and Order Prices Can Be Wrong or Unexpected / Orders Do Not Fill When Expected We need to see the order "Fill" Trade Activity line for one of those orders that fills unexpectedly. Follow the instructions here: Trade Activity Log: Providing Trade Activity Log Data Lines to Support 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: 2019-02-05 17:03:26
|
| [2019-02-11 20:34:20] |
| |
|
We think that this problem could also be related to estimated position in queue. This has been resolved and the current version is now 1872.
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: 2019-02-11 20:35:02
|
To post a message in this thread, you need to log in with your Sierra Chart account: