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Date/Time: Fri, 03 May 2024 02:06:14 +0000



[Locked] - Stop Limit Offset

View Count: 2370

[2019-09-05 08:35:06]
User476926 - Posts: 56
I have set a Stop Limit Offset to 1 Tick for Parent/Attached orders, but when I place say a BUY STOP LMT order, the limit offset keeps showing as 3 Ticks (in Price 2) rather than 1 Tick.
So planned BUY STP at 56.00 with LMT at 56.01 appears in trade orders log as 56.00 (Price) and 56.03 (Price 2).
I cannot find a field or setting to amend that has the mystery "3 tick offset"? The SET menu for Stop Limit Offsets is set to 1 Tick for parent and attached orders.
[2019-09-05 08:56:51]
Sierra Chart Engineering - Posts: 104368
Refer to:

https://www.sierrachart.com/index.php?page=doc/TradeWindow.html#TradeWindowSettingsNotApplyingToChartOrTradingDOM. (Trade Window Settings Not Applying to Chart or Trading DOM)
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
[2019-09-05 09:19:20]
User476926 - Posts: 56
Tried this and has not made any difference/changes. Trade Windows all set to same settings.
[2019-09-05 13:06:03]
User476926 - Posts: 56
OK have narrowed down further. STP LMT works for other futures symbols, I am having issue with CL symbol with IB.
Using same Trade Window, ES and GC work fine and can amend Offset Stop Limit value.
As soon as I select CL-201910-Nymex (Oct) the offset stops working (does not respond to changes) and has fixed value of 3 ticks.
This is using the same Trade Window as ES and GC which both work and respond to changing the offset value.
Cannot see any figures in Symbol Settings that would cause this.
If I bring up fresh trade window in new workbook - same results.
[2019-09-06 15:35:25]
Sierra Chart Engineering - Posts: 104368
Make sure you are actually using a Stop Limit order. How are you submitting this order?

And the other thing is are you noticing this problem with the parent order or the Attached Orders?
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
[2019-09-06 17:16:45]
User476926 - Posts: 56
Yes to Stop Limit. Submitting via Trade DOM. This is for Parent Order i.e. entry trade.
This afternoon, the offset has now changed from 3 ticks to 1 tick. This would be good (as it now matches the menu setting) except that it does not respond to changes so there is still something not correct (and not sure what made it change v yesterday).
The Trade DOM / stop limit works correctly for orders on other instruments, it just seems to be CL.
[2019-09-09 10:30:56]
User476926 - Posts: 56
This morning, now getting random offset values, and in wrong direction (so offset appears as +8 ticks on order instead of -1 ticks as per trade menu settings).
Assistance appreciated please. Still only on CL.
[2019-09-09 15:03:52]
Sierra Chart Engineering - Posts: 104368
Could we call you today at the telephone number you have set here?:
https://www.sierrachart.com/UserControlPanel.php?page=ManageAccountInfo

We would like you to demonstrate this issue so we can understand what is happening.

Also it is not possible to use a negative offset for a Stop-Limit order.
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: 2019-09-09 15:05:00
[2019-09-09 17:00:32]
User476926 - Posts: 56
Call yes - but need to give you a different number for today. How do I send privately?
[2019-09-10 16:05:59]
Sierra Chart Engineering - Posts: 104368
We apologize for the delay. Send the telephone number here:
https://www.sierrachart.com/UserControlPanel.php?page=SupportTickets

Make reference to this thread.
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
[2019-09-12 10:49:10]
User476926 - Posts: 56
Have updated phone number under Account Info.
Available today (Thu) from 1600. Thanks.
[2019-09-16 08:06:29]
Sierra Chart Engineering - Posts: 104368
We apologize for not yet reaching you. We have been quite busy. The easiest thing will be for you to give us the information we need. When you have the problem, what we want to get from you, is the line from the Trade Activity Log showing the entry of the order. It will contain the text "User order entry". Here are instructions:
Trade Activity Log: Providing Trade Activity Log Data Lines to Support (Providing Trade Activity Log Data 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: 2019-09-16 08:07:31
[2019-09-16 12:19:04]
User476926 - Posts: 56
See attached. Issue is STP LMT order does not reflect the 1 tick differential I have set (Trade Window). Order on DOM/chart at 60.45 shows LMT 60.27 when it should be 60.46?
The previous orders in log show that it is random, so first order had BUY 60.50 and 60.29 (instead of 60.50 and 60.51) and the SELL at 60.20 had 60.26 (instead of 60.20 and 60.19)?
Private File
[2019-09-16 12:30:57]
Sierra Chart Engineering - Posts: 104368
That screenshot definitely does not contain the information needed or requested.

And also the problem can only the following possibilities: You are not using a Stop-Limit order originally, the offset is not set correctly, or it is being modified by the trading service.
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: 2019-09-16 12:32:42
[2019-09-16 13:44:11]
User476926 - Posts: 56
DateTime  Symbol  OrderType  Quantity  BuySell  Price  Price2  OrderStatus  FilledQuantity  FillPrice  OpenClose  PositionQuantity  HighDuringPosition  LowDuringPosition  ActivityType  TradeAccount  AccountBalance  InternalOrderID  ServiceOrderID  OrderActionSource  ParentInternalOrderID  FillExecutionServiceID  Note
2019-09-16 08:05:51.046  CL-201910-NYMEX  Limit  2  Buy  60.02    Open      Close        Order  DU1314841    1345  995  IB Open Order update  1344    TP 9 (1) + 18 (2).twconfig
2019-09-16 08:05:51.045  CL-201910-NYMEX  Stop Limit  1  Sell  60.20  60.26  Open      Open        Order  DU1314841    1341  991  IB Open Order update      TP 9 (1) + 18 (2).twconfig
2019-09-16 08:05:51.044  CL-201910-NYMEX  Stop  1  Buy  60.29    Open      Close        Order  DU1314841    1343  993  IB Open Order update  1341    TP 9 (1) + 18 (2).twconfig
2019-09-16 08:05:50.821  CL-201910-NYMEX  Limit  1  Buy  60.11    Open      Close        Order  DU1314841    1342  992  IB Open Order update  1341    TP 9 (1) + 18 (2).twconfig
2019-09-16 08:05:50.722  CL-201910-NYMEX  Stop  2  Buy  60.29    Order Sent      Close        Order  DU1314841    1346    CL-201910-NYMEX[M] #4 | Trade DOM/User order entry | Last: 60.28. Attached Order | Server side bracket order  1344    TP 9 (1) + 18 (2).twconfig
2019-09-16 08:05:50.721  CL-201910-NYMEX  Limit  2  Buy  60.02    Order Sent      Close        Order  DU1314841    1345    CL-201910-NYMEX[M] #4 | Trade DOM/User order entry | Last: 60.28. Attached Order | Server side bracket order  1344    TP 9 (1) + 18 (2).twconfig
2019-09-16 08:05:50.720  CL-201910-NYMEX  Stop Limit  2  Sell  60.20  60.19  Order Sent      Open        Order  DU1314841    1344    CL-201910-NYMEX[M] #4 | Trade DOM/User order entry | Last: 60.28 | Server side bracket order      TP 9 (1) + 18 (2).twconfig
2019-09-16 08:05:50.719  CL-201910-NYMEX  Stop  1  Buy  60.29    Order Sent      Close        Order  DU1314841    1343    CL-201910-NYMEX[M] #4 | Trade DOM/User order entry | Last: 60.28. Attached Order | Server side bracket order  1341    TP 9 (1) + 18 (2).twconfig
2019-09-16 08:05:50.718  CL-201910-NYMEX  Limit  1  Buy  60.11    Order Sent      Close        Order  DU1314841    1342    CL-201910-NYMEX[M] #4 | Trade DOM/User order entry | Last: 60.28. Attached Order | Server side bracket order  1341    TP 9 (1) + 18 (2).twconfig
2019-09-16 08:05:50.717  CL-201910-NYMEX  Stop Limit  1  Sell  60.20  60.19  Order Sent      Open        Order  DU1314841    1341    CL-201910-NYMEX[M] #4 | Trade DOM/User order entry | Last: 60.28 | Server side bracket order      TP 9 (1) + 18 (2).twconfig
2019-09-16 08:05:47.646  CL-201910-NYMEX  Stop  2  Sell  60.41    Canceled      Close        Order  DU1314841    1340  990  IB order status update  1338    TP 9 (1) + 18 (2).twconfig
2019-09-16 08:05:47.645  CL-201910-NYMEX  Limit  2  Sell  60.68    Canceled      Close        Order  DU1314841    1339  989  IB order status update  1338    TP 9 (1) + 18 (2).twconfig
2019-09-16 08:05:47.644  CL-201910-NYMEX  Stop Limit  2  Buy  60.50  60.29  Canceled      Open        Order  DU1314841    1338  988  IB order status update      TP 9 (1) + 18 (2).twconfig
2019-09-16 08:05:47.643  CL-201910-NYMEX  Stop  1  Sell  60.41    Canceled      Close        Order  DU1314841    1337  987  IB order status update  1335    TP 9 (1) + 18 (2).twconfig
2019-09-16 08:05:47.642  CL-201910-NYMEX  Limit  1  Sell  60.59    Canceled      Close        Order  DU1314841    1336  986  IB order status update  1335    TP 9 (1) + 18 (2).twconfig
2019-09-16 08:05:47.641  CL-201910-NYMEX  Stop Limit  1  Buy  60.50  60.29  Canceled      Open        Order  DU1314841    1335  985  IB order status update      TP 9 (1) + 18 (2).twconfig
2019-09-16 08:05:47.353  CL-201910-NYMEX  Stop Limit  2  Buy  60.50  60.29  Pending Cancel      Open        Order  DU1314841    1338  988  Canceling orders linked to Internal Order ID 1335      TP 9 (1) + 18 (2).twconfig
2019-09-16 08:05:47.352  CL-201910-NYMEX  Stop Limit  1  Buy  60.50  60.29  Pending Cancel      Open        Order  DU1314841    1335  985  CL-201910-NYMEX[M] #4 | User order cancel      TP 9 (1) + 18 (2).twconfig
2019-09-16 08:05:46.978              Unspecified              Order  None        Setting orders waiting for service update, as updated. Account: No account specified      
2019-09-16 08:05:46.975              Unspecified              Order  None        Requested Open orders from trading service      
2019-09-16 08:05:46.974              Unspecified              Order  None        Flagging orders waiting for service update. Account: No account specified      
2019-09-16 08:05:32.403  CL-201910-NYMEX  Stop Limit  2  Buy  60.50  60.29  Open      Open        Order  DU1314841    1338  988  IB Open Order update      TP 9 (1) + 18 (2).twconfig
2019-09-16 08:05:32.401  CL-201910-NYMEX  Stop  2  Sell  60.41    Open      Close        Order  DU1314841    1340  990  IB Open Order update  1338    TP 9 (1) + 18 (2).twconfig
2019-09-16 08:05:32.321  CL-201910-NYMEX  Limit  2  Sell  60.68    Open      Close        Order  DU1314841    1339  989  IB Open Order update  1338    TP 9 (1) + 18 (2).twconfig
2019-09-16 08:05:32.286  CL-201910-NYMEX  Stop Limit  1  Buy  60.50  60.29  Open      Open        Order  DU1314841    1335  985  IB Open Order update      TP 9 (1) + 18 (2).twconfig
2019-09-16 08:05:32.285  CL-201910-NYMEX  Stop  1  Sell  60.41    Open      Close        Order  DU1314841    1337  987  IB Open Order update  1335    TP 9 (1) + 18 (2).twconfig
2019-09-16 08:05:32.278  CL-201910-NYMEX  Limit  1  Sell  60.59    Open      Close        Order  DU1314841    1336  986  IB Open Order update  1335    TP 9 (1) + 18 (2).twconfig
2019-09-16 08:05:31.967  CL-201910-NYMEX  Stop  2  Sell  60.41    Order Sent      Close        Order  DU1314841    1340    CL-201910-NYMEX[M] #4 | Trade DOM/User order entry | Last: 60.28. Attached Order | Server side bracket order  1338    TP 9 (1) + 18 (2).twconfig
2019-09-16 08:05:31.966  CL-201910-NYMEX  Limit  2  Sell  60.68    Order Sent      Close        Order  DU1314841    1339    CL-201910-NYMEX[M] #4 | Trade DOM/User order entry | Last: 60.28. Attached Order | Server side bracket order  1338    TP 9 (1) + 18 (2).twconfig
2019-09-16 08:05:31.965  CL-201910-NYMEX  Stop Limit  2  Buy  60.50  60.51  Order Sent      Open        Order  DU1314841    1338    CL-201910-NYMEX[M] #4 | Trade DOM/User order entry | Last: 60.28 | Server side bracket order      TP 9 (1) + 18 (2).twconfig
2019-09-16 08:05:31.964  CL-201910-NYMEX  Stop  1  Sell  60.41    Order Sent      Close        Order  DU1314841    1337    CL-201910-NYMEX[M] #4 | Trade DOM/User order entry | Last: 60.28. Attached Order | Server side bracket order  1335    TP 9 (1) + 18 (2).twconfig
2019-09-16 08:05:31.963  CL-201910-NYMEX  Limit  1  Sell  60.59    Order Sent      Close        Order  DU1314841    1336    CL-201910-NYMEX[M] #4 | Trade DOM/User order entry | Last: 60.28. Attached Order | Server side bracket order  1335    TP 9 (1) + 18 (2).twconfig
2019-09-16 08:05:31.962  CL-201910-NYMEX  Stop Limit  1  Buy  60.50  60.51  Order Sent      Open        Order  DU1314841    1335    CL-201910-NYMEX[M] #4 | Trade DOM/User order entry | Last: 60.28 | Server side bracket order      TP 9 (1) + 18 (2).twconfig
2019-09-16 08:01:53.034              Unspecified              Order  None        Setting orders waiting for service update, as updated. Account: No account specified      
2019-09-16 08:01:52.835              Unspecified              Order  None        Requested Open orders from trading service      
2019-09-16 08:01:52.834              Unspecified              Order  None        Flagging orders waiting for service update. Account: No account specified      
2019-09-16 08:01:47.751              Unspecified              Order  None        Connected to server
[2019-09-16 16:16:35]
Sierra Chart Engineering - Posts: 104368
You can see here that Interactive Brokers is changing the limit price:


2019-09-16 08:05:32.286 CL-201910-NYMEX Stop Limit 1 Buy 60.50 60.29 Open Open Order DU1314841 1335 985 IB Open Order update TP 9 (1) + 18 (2).twconfig

2019-09-16 08:05:31.962 CL-201910-NYMEX Stop Limit 1 Buy 60.50 60.51 Order Sent Open Order DU1314841 1335 CL-201910-NYMEX[M] #4 | Trade DOM/User order entry | Last: 60.28 | Server side bracket order TP 9 (1) + 18 (2).twconfig

We are declining further support here.
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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