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Date/Time: Tue, 11 Mar 2025 16:40:00 +0000



Replay not respecting Stop Limit orders

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[2022-04-28 16:30:05]
binaryduke - Posts: 378
I am testing an automated trading system that places entries using Stop Limit orders. The limit portion of the Stop Limit is not being respected. Attached screenshot shows that a Buy Stop Limit order placed at 4504.50 was filled at 4504.75. This is on SC version 2383.
imageScreenshot 2022-04-28 at 17.26.30.png / V - Attached On 2022-04-28 16:29:28 UTC - Size: 6.36 KB - 119 views
[2022-04-28 16:35:20]
Sierra Chart Engineering - Posts: 104368
That looks fine to us. Why is there an issue?

The stop order is not going to fill necessarily at the stop price and it will be allowed to fill all the way up to the limit price which is higher in this case.
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:
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Date Time Of Last Edit: 2022-04-28 16:35:42
[2022-04-28 16:41:09]
binaryduke - Posts: 378
Apologies. Not reading Automated Trading From an Advanced Custom Study: [Type: double] s_SCNewOrder::Price2 in full detail. Price2 was not set.

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