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CancelAllWorkingOrdersOnExit not working

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[2014-06-03 18:36:41] #1 [Go To First Post]
User12222 - Posts: 20
Using a Spreadsheet for Trading and when doing a replay/backtest attached orders (market Stop) using a very simple moving average crossover (cross = buy entry go long, sell entry cancel position and go short), the attached orders do not cancel. Instead, the orders get stacked up and eventually I have the multiple (stop) sell orders get triggered when price breaks through and end up with a massive multi contract short position. Very frustrated. I did read the instructions and the CancelAllWorkingOrdersOnExit is set to yes. I have the most recent version of SC. Thanks for your help. I attached a screen shot. I have been using "accurate trading system backtest mode" Date Time Of Last Edit: 2014-06-03 18:56:51


Snap 2014-06-03 at 14.36.08.png / V - Attached On 2014-06-03 18:38:02 UTC - Size: 15.46 KB - 363 views

[2014-06-03 21:38:29] #2 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
We will be testing this. We think this has to do with the Trade Account not matching for the 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 Date Time Of Last Edit: 2014-06-03 21:38:37

[2014-06-05 03:02:07] #3 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
We cannot duplicate this problem. We need to get 2 files from you: -A Chartbook with 1 chart that has the Spreadsheet System for Trading study. - The Spreadsheet file. Privately attach them to this board. Here are the instructions: https://www.sierrachart.com/index.php?l=PostingInformation.php#AttachFile However, before sending any files, one thing we notice is that you have Send Orders to Trade Service set to Yes. Set that to No when back testing. That should not cause a problem but maybe it is. 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

[2014-06-05 05:36:02] #4 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
Another thing to be aware of is that CancelAllWorkingOrdersOnExit only applies to the Buy Exit and Sell Exit Order Actions. Not the Entries. So it is not even relevant if you are not using those Order Actions. 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

[2014-06-05 15:44:42] #5 [Go To First Post]
User12222 - Posts: 20
Hi, Please see attached files as requested. When Send Orders to Trade Service set to NO and CancelAllWorkingOrdersOnExit is set to yes, the back testing using "accurate trading system backtest mode" does show attached orders being canceled by the system. However, when trading a live market using the simulated account provided by SC or my real account the attached orders are not being canceled when the opposing crossover occurs. During real live trading I have Send Orders to Trade Service set to Yes. I have attached two chart files, one is long and short which uses a single MA cross over system spreadsheet with a Buy Entry and Sell Entry. The second Long Only chart file, with only a Buy Entry and Buy exit (sell). Once again, this does not cancel open attached orders when the MA crosses below and the Buy Exit (sell) is triggered when live trading is occuring. Please help. Thanks


Private File Private File Private File Private File

[2014-06-05 23:23:22] #6 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
We are checking on this. 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

[2014-06-06 21:48:18] #7 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
Just to let you know we did some basic testing on a trading account and could not duplicate the problem. We will need to test your files. We will get to that next week. Can you tell us what Trading service you are using and what version of Sierra Chart. If it is Interactive Brokers are you using a financial advisor account? If so, there could inherently be problems with this that we cannot resolve. 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

[2014-06-09 13:58:49] #8 [Go To First Post]
User12222 - Posts: 20
Hi, Vision (Optimus Futures) and IB. They are not financial advisor accounts. SC version 1137. Thanks

[2014-06-12 00:15:24] #9 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
To give you an update, we are going to be testing your files today. We apologize for the delay. 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

[2014-06-12 17:35:52] #10 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
We have now successfully tested this. While we do have access to many simulated trading systems, often they are not working right or available or they do not provide good data. Anyway, we got a successful test. We did not see any problems. After market orders are filled, the only working order is the Stop Attached Order. This is the Trade Activity Log: ActivityType DateTime Symbol OrderActionSource InternalOrderID ServiceOrderID OrderType Quantity BuySell Price Price2 OrderStatus FillPrice FilledQuantity TradeAccount OpenClose ParentInternalOrderID PositionQuantity FillExecutionServiceID Order 2014-06-12 13:24:57.000 ES-201406-CME Auto-trade: ES-201406-CME 5 Sec #1 \| L&S 140604 \| Buy Entry \| Last: 1942.5 5320 Stop Sell 1941.00 Pending Child sierra Close 5319 Order 2014-06-12 13:24:57.001 ES-201406-CME Auto-trade: ES-201406-CME 5 Sec #1 \| L&S 140604 \| Buy Entry \| Last: 1942.5 5319 Market 1 Buy Order Sent sierra Open Order 2014-06-12 13:24:58.000 ES-201406-CME TT order update (New). Exchange ID: 3UC9S 5319 0GJQP4008 Market 1 Buy Open sierra Open Order 2014-06-12 13:24:58.001 ES-201406-CME TT order update (Fill). Info: Fill. Exchange ID: 3UC9S 5319 0GJQP4008 Market 1 Buy Filled 1942.50 1 sierra Open Fill 2014-06-12 13:24:58.002 ES-201406-CME TT order update (Fill). Info: Fill. Exchange ID: 3UC9S 5319 0GJQP4008 Market 1 Buy Filled 1942.50 1 sierra Open 1 1jaa2sly61jl3 Order 2014-06-12 13:24:58.003 ES-201406-CME Auto-sent child from parent fill 5320 Stop 1 Sell 1941.00 Order Sent sierra Close 5319 1 Order 2014-06-12 13:24:58.004 ES-201406-CME TT order update (New). Exchange ID: 3UC9T 5320 0GJQP4009 Stop Limit 1 Sell 1941.00 1938.00 Open sierra Close 5319 1 Order 2014-06-12 13:28:56.000 ES-201406-CME Auto-Trading: ES-201406-CME 5 Sec #1 \| L&S 140604 \| Canceling all orders 5320 0GJQP4009 Stop Limit 1 Sell 1941.00 1938.00 Pending Cancel sierra Close 5319 1 Order 2014-06-12 13:28:56.001 ES-201406-CME Auto-trade: ES-201406-CME 5 Sec #1 \| L&S 140604 \| Sell Entry \| Last: 1942.25. Flatten order 5321 Market 1 Sell Order Sent sierra Close 1 Order 2014-06-12 13:28:56.002 ES-201406-CME Auto-trade: ES-201406-CME 5 Sec #1 \| L&S 140604 \| Sell Entry \| Last: 1942.25 5323 Stop Buy 1943.50 Pending Child sierra Close 5322 1 Order 2014-06-12 13:28:56.003 ES-201406-CME Auto-trade: ES-201406-CME 5 Sec #1 \| L&S 140604 \| Sell Entry \| Last: 1942.25 5322 Market 1 Sell Order Sent sierra Open 1 Order 2014-06-12 13:28:57.000 ES-201406-CME TT order update (Cancel). Exchange ID: 3UC9T 5320 0GJQP4009 Stop Limit 1 Sell 1941.00 1938.00 Canceled sierra Close 5319 1 Order 2014-06-12 13:28:57.001 ES-201406-CME TT order update (New). Exchange ID: 3UCAS 5321 0GJQP4010 Market 1 Sell Open sierra Close 1 Order 2014-06-12 13:28:57.002 ES-201406-CME TT order update (Fill). Info: Fill. Exchange ID: 3UCAS 5321 0GJQP4010 Market 1 Sell Filled 1942.00 1 sierra Close 1 Fill 2014-06-12 13:28:57.003 ES-201406-CME TT order update (Fill). Info: Fill. Exchange ID: 3UCAS 5321 0GJQP4010 Market 1 Sell Filled 1942.00 1 sierra Close enaqj4g0sgk7 Order 2014-06-12 13:28:57.004 ES-201406-CME TT order update (New). Exchange ID: 3UCAR 5322 0GJQP4011 Market 1 Sell Open sierra Open Order 2014-06-12 13:28:57.005 ES-201406-CME TT order update (Fill). Info: Fill. Exchange ID: 3UCAR 5322 0GJQP4011 Market 1 Sell Filled 1942.00 1 sierra Open Fill 2014-06-12 13:28:57.006 ES-201406-CME TT order update (Fill). Info: Fill. Exchange ID: 3UCAR 5322 0GJQP4011 Market 1 Sell Filled 1942.00 1 sierra Open -1 lv2n9wpn7q2b Order 2014-06-12 13:28:57.007 ES-201406-CME Auto-sent child from parent fill 5323 Stop 1 Buy 1943.50 Order Sent sierra Close 5322 -1 Order 2014-06-12 13:28:57.008 ES-201406-CME TT order update (New). Exchange ID: 3UCAT 5323 0GJQP4012 Stop Limit 1 Buy 1943.50 1946.50 Open sierra Close 5322 -1 Order 2014-06-12 13:31:16.000 ES-201406-CME Auto-Trading: ES-201406-CME 5 Sec #1 \| L&S 140604 \| Canceling all orders 5323 0GJQP4012 Stop Limit 1 Buy 1943.50 1946.50 Pending Cancel sierra Close 5322 -1 Order 2014-06-12 13:31:16.001 ES-201406-CME Auto-trade: ES-201406-CME 5 Sec #1 \| L&S 140604 \| Buy Entry \| Last: 1942.25. Flatten order 5324 Market 1 Buy Order Sent sierra Close -1 Order 2014-06-12 13:31:16.002 ES-201406-CME Auto-trade: ES-201406-CME 5 Sec #1 \| L&S 140604 \| Buy Entry \| Last: 1942.25 5326 Stop Sell 1940.75 Pending Child sierra Close 5325 -1 Order 2014-06-12 13:31:16.003 ES-201406-CME Auto-trade: ES-201406-CME 5 Sec #1 \| L&S 140604 \| Buy Entry \| Last: 1942.25 5325 Market 1 Buy Order Sent sierra Open -1 Order 2014-06-12 13:31:16.004 ES-201406-CME TT order update (Cancel). Exchange ID: 3UCAT 5323 0GJQP4012 Stop Limit 1 Buy 1943.50 1946.50 Canceled sierra Close 5322 -1 Order 2014-06-12 13:31:17.000 ES-201406-CME TT order update (New). Exchange ID: 3UCAW 5324 0GJQP4013 Market 1 Buy Open sierra Close -1 Order 2014-06-12 13:31:17.001 ES-201406-CME TT order update (Fill). Info: Fill. Exchange ID: 3UCAW 5324 0GJQP4013 Market 1 Buy Filled 1942.25 1 sierra Close -1 Fill 2014-06-12 13:31:17.002 ES-201406-CME TT order update (Fill). Info: Fill. Exchange ID: 3UCAW 5324 0GJQP4013 Market 1 Buy Filled 1942.25 1 sierra Close 18unh0u1bdbja7 Order 2014-06-12 13:31:17.003 ES-201406-CME TT order update (New). Exchange ID: 3UCAX 5325 0GJQP4014 Market 1 Buy Open sierra Open Order 2014-06-12 13:31:17.004 ES-201406-CME TT order update (Fill). Info: Fill. Exchange ID: 3UCAX 5325 0GJQP4014 Market 1 Buy Filled 1942.25 1 sierra Open Fill 2014-06-12 13:31:17.005 ES-201406-CME TT order update (Fill). Info: Fill. Exchange ID: 3UCAX 5325 0GJQP4014 Market 1 Buy Filled 1942.25 1 sierra Open 1 zwkg871w9vib0 Order 2014-06-12 13:31:17.006 ES-201406-CME Auto-sent child from parent fill 5326 Stop 1 Sell 1940.75 Order Sent sierra Close 5325 1 Order 2014-06-12 13:31:17.007 ES-201406-CME TT order update (New). Exchange ID: 3UCAY 5326 0GJQP4015 Stop Limit 1 Sell 1940.75 1937.75 Open sierra Close 5325 1 Order 2014-06-12 13:33:02.000 ES-201406-CME Auto-Trading: ES-201406-CME 5 Sec #1 \| L&S 140604 \| Canceling all orders 5326 0GJQP4015 Stop Limit 1 Sell 1940.75 1937.75 Pending Cancel sierra Close 5325 1 Order 2014-06-12 13:33:02.001 ES-201406-CME Auto-trade: ES-201406-CME 5 Sec #1 \| L&S 140604 \| Sell Entry \| Last: 1942. Flatten order 5327 Market 1 Sell Order Sent sierra Close 1 Order 2014-06-12 13:33:02.002 ES-201406-CME Auto-trade: ES-201406-CME 5 Sec #1 \| L&S 140604 \| Sell Entry \| Last: 1942 5329 Stop Buy 1943.50 Pending Child sierra Close 5328 1 Order 2014-06-12 13:33:02.003 ES-201406-CME Auto-trade: ES-201406-CME 5 Sec #1 \| L&S 140604 \| Sell Entry \| Last: 1942 5328 Market 1 Sell Order Sent sierra Open 1 Order 2014-06-12 13:33:02.004 ES-201406-CME TT order update (Cancel). Exchange ID: 3UCAY 5326 0GJQP4015 Stop Limit 1 Sell 1940.75 1937.75 Canceled sierra Close 5325 1 Order 2014-06-12 13:33:03.000 ES-201406-CME TT order update (New). Exchange ID: 3UCBS 5327 0GJQP4016 Market 1 Sell Open sierra Close 1 Order 2014-06-12 13:33:03.001 ES-201406-CME TT order update (Fill). Info: Fill. Exchange ID: 3UCBS 5327 0GJQP4016 Market 1 Sell Filled 1942.00 1 sierra Close 1 Fill 2014-06-12 13:33:03.002 ES-201406-CME TT order update (Fill). Info: Fill. Exchange ID: 3UCBS 5327 0GJQP4016 Market 1 Sell Filled 1942.00 1 sierra Close xf1ke313pcb5z Order 2014-06-12 13:33:03.003 ES-201406-CME TT order update (New). Exchange ID: 3UCBR 5328 0GJQP4017 Market 1 Sell Open sierra Open Order 2014-06-12 13:33:03.004 ES-201406-CME TT order update (Fill). Info: Fill. Exchange ID: 3UCBR 5328 0GJQP4017 Market 1 Sell Filled 1942.00 1 sierra Open Fill 2014-06-12 13:33:03.005 ES-201406-CME TT order update (Fill). Info: Fill. Exchange ID: 3UCBR 5328 0GJQP4017 Market 1 Sell Filled 1942.00 1 sierra Open -1 2e4uesk4ryul Order 2014-06-12 13:33:03.006 ES-201406-CME Auto-sent child from parent fill 5329 Stop 1 Buy 1943.50 Order Sent sierra Close 5328 -1 Order 2014-06-12 13:33:03.007 ES-201406-CME TT order update (New). Exchange ID: 3UCBT 5329 0GJQP4018 Stop Limit 1 Buy 1943.50 1946.50 Open sierra Close 5328 -1 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: 2014-06-12 17:37:26

[2014-06-12 17:39:24] #11 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
The problem you are reporting is that the Stop orders are not getting canceled. You need to look at the Trade >> Trade Activity Log for a line like this: Auto-Trading: ES-201406-CME 5 Sec #1 \| L&S 140604 \| Canceling all orders If you are not seeing this, then this is the problem but we suspect it has to do with a matching problem to the trade account. Here is the documentation for the Trade Activity Log: http://www.sierrachart.com/index.php?l=doc/doc_TradeActivityLog.php 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: 2014-06-12 17:39:38

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