Support Board
Date/Time: Thu, 20 Feb 2025 19:48:58 +0000
[Show Order Fills] Incorrect Fill and Running Quantity Displayed on Chart
View Count: 1466
| [2021-01-08 21:22:12] |
| SavantTrader - Posts: 110 |
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When I enable "Display order fills" for the chart, in some cases the trade quantity and open position quantity do not agree with my fills (when live trading). As a result, the running open quantity calculation is also incorrect. This makes reviewing and analyzing trade activity at the end of the day extremely difficult and confusing. I'm attaching an example of the first trade of the day that I made. The quantity (6) appears correctly on my "Trade Orders" log, but appears incorrectly (as 2) on the chart. All following trades, including exits, end up showing incorrect open position sizes, as this is a cumulative error that gets progressively worse. Why is it that in some instances it shows my entries correctly, but in other instances it doesn't? These were all live (not sim) trades in "OrderLog.png". The "trades" file is my simulation run afterward, correctly showing what the screen should look like. Can someone please tell me what's going on, and how I can have the chart "Show Order Fills" agree with the actual trades I've made? Date Time Of Last Edit: 2021-01-09 17:10:29
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 OrderLog.PNG / V - Attached On 2021-01-08 21:22:03 UTC - Size: 53.38 KB - 334 views Trades.PNG / V - Attached On 2021-01-09 01:44:27 UTC - Size: 15.1 KB - 306 views |
| [2021-01-10 09:04:05] |
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You need to look at the Trade Activity Log for the actual order fills: Trade Activity Log: Viewing Historical Trade Activity And also refer to: Chart Trading and the Chart DOM: Accurate Entry/Exit State, Fill Matching and Position Quantities 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 |
| [2021-01-10 18:03:38] |
| SavantTrader - Posts: 110 |
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Dear (Excellent) Support - Some notes for you, in case you feel this is an issue: I'm using a recent (v 2215, 64 bit) version of SC, and your integrated order routing service with Denali data. Each day (ES market open), I start out flat... no open positions. Any opening order gets sent simultaneously (not scaled) as 3 tiers of quantity 2 each at the market price. It seems strange that, even though I'm starting off flat, some initial opening order tiers fail to get registered on the chart. If I were using one or more third-party services, I can understand how a sync issue might arise... but I purposely went with a Sierra all-inclusive solution to avoid problems like this. Apparently, there's an internal synchronization issue somewhere within. Please take a moment to consider if there's something worth investigating here. Just a thought. Deleting the order history and executing per your "Automatically Inserting Missing Order Fills" has re-synchronized the data. Thank you again for your excellent straightforward and brutally honest customer service. I love your style! Date Time Of Last Edit: 2021-01-10 18:04:00
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| [2021-01-12 04:22:49] |
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When this happens again, let us know and then we will do a remote assistance session and look into this and see exactly what the issue is. We are interested in it and we will get it resolved or at least determine what the cause is and explain a solution. 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 |
| [2021-01-14 17:37:07] |
| SavantTrader - Posts: 110 |
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Again, I'm having this problem with fills on the chart being incorrect. This time, I have messages in the log about the issue, as the remote system apparently attempts to correct the discrepancy. This seems to be preventing other opening trades from filling (even though they're triggering), because SC thinks the maximum open quantity has been reached. However, let's ignore that repercussion and focus only on the root issue (sync), since solving it will likely resolve its side-effects. The [Trade Activity Log] is showing a continuous stream of messages such as: o Updating last modified price and quantity to current values due to an external modification or other reason o Updated Internal Position Quantity to -2. Previous: -4 o Removing position with quantity of 0 The [Trade Service Log] is showing (may or may not be related): o TradeActivity files query time: 0.014208 seconds. Entries: 0. Current queries: 1 | 2021-01-14 09:25:35.419 o TradeActivity files query time: 0.013960 seconds. Entries: 0. Current queries: 1 | 2021-01-14 09:25:35.901 o Order modification failed | SC Futures Order Routing/Data order update (Order cancel/replace reject). Info: Order modification failed (InternalOrderID) | Order is not in a working state. Order cannot be modified. Text: Attached order. Parent: 17683. Internal Order ID: 17685. Service Order ID: 4674632. Symbol: MESH21_FUT_CME. Account: ******** | 2021-01-14 11:34:52.603 * This problem is timing-specific (thus tricky to reproduce randomly): o All my opening trades consist of a market order with 3 target profit stops and 1 stop-loss. o SC executes the opening trade as 3 separate trades, milliseconds apart; one order group for each target and stop-loss. o Even though all 3 groups fill, SC syncs the 1st order but not the others that came milliseconds later. o The number of open orders is reported incorrectly internally, until some type of "sync" event takes place. I believe the above analysis is a correct and accurate deduction of the underlying sequences leading up to this issue. Date Time Of Last Edit: 2021-01-14 19:33:55
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| [2021-01-14 21:19:04] |
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We must break this down into a standard and structured analysis. That is the only way that we can and will help. When you look at the order fills in the Trade Activity Log: Trade Activity Log: Viewing Historical Trade Activity Are there any missing Fills or is there some error with them? One of the fields is Position Quantity. Verify that is correct at each fill. If everything is good with those, then there is no problem there. When displaying the order fills on the chart, they are going to be displayed as they exist in the Trade Activity log. If there is any problem with the position quantity for them or the profit/loss of the trade, then it is just a matter of getting the starting date correct and maybe overriding the position quantity with the fill. If necessary we can do a remote assistance session, to go over this. But understand we just are only concerned with these two basic things and nothing else. This seems to be preventing other opening trades from filling (even though they're triggering), because SC thinks the maximum open quantity has been reached This cannot be true. There is no consideration of maximum open quantity. And there are no restrictions on an order from filling. Sierra Chart has absolutely no control over that.
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: 2021-01-14 21:23:23
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