Support Board
Date/Time: Thu, 28 Nov 2024 16:36:12 +0000
Fill Matching: How to Use OCO Group?
View Count: 326
| [2023-04-17 08:12:01] |
| User462086 - Posts: 196 |
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When a new bracketed OCO group is opened before a prior OCO group has closed completely, the new OCO group's exits could be assigned to the prior OCO group. And the prior OCO groups' exits could be assigned to the new OCO group. All of this appears to depend on the selection of either LIFO or FIFO fill matching. I'd like the exits to be matched with their OCO group, not based on irrelevant LIFO/FIFO rules. Is there a setting somewhere that I've overlooked, or perhaps an ACSIL variable that can be set to disable LIFO/FIFO fill matching? The exits were intended to be part of a particular OCO group structure. Let's keep them that way! |
| [2023-04-17 08:58:05] |
| Sierra_Chart Engineering - Posts: 17204 |
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There is no support for this: Is there a setting somewhere that I've overlooked, or perhaps an ACSIL variable that can be set to disable LIFO/FIFO fill matching?
You can access the fills and do your own fill matching: Automated Trading From an Advanced Custom Study: sc.GetOrderFillEntry() 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, use the Teton service: Sierra Chart Teton Futures Order Routing Date Time Of Last Edit: 2023-04-17 08:58:22
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