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Date/Time: Thu, 28 Nov 2024 08:52:19 +0000



SCT_ORDERTYPE_LIMIT_CHASE is using Limit Orders (not chase)

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[2023-05-11 23:38:04]
User807771 - Posts: 12
I'm using ASCIL to fill my orders and I would like to use Limit_Chase orders. I've coded Limit Chase orders to be used, but I can only get them to function if I go to the Trade Window (M -> Orders -> Use Limit Chase Orders).. Otherwise, I get normal Limit orders despite using the SCT_ORDERTYPE_LIMIT_CHASE order type.

I really do not want 'Limit Chase' to be globally used from the trade window. Is there a way to enforce Limit Chase Orders from my study?
[2023-05-12 08:28:08]
Sierra_Chart Engineering - Posts: 17201
You should not have to enable that option. Provide us the code that is submitting the order so we can test.
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
[2023-05-12 12:08:57]
User807771 - Posts: 12
Attached is the file. 99% of this code is the from one of the example files. I've pulled out the order block code here in case you immediately see a glaring problem.


s_SCNewOrder Order;
Order.Price1 = r_OrderPrice;
Order.OrderType = SCT_ORDERTYPE_LIMIT_CHASE;
Order.OrderQuantity = sc.TradeWindowOrderQuantity;

int Result = static_cast<int>(sc.SellOrder(Order));
if (Result > 0)
{
}

attachmentTradingExample.cpp - Attached On 2023-05-12 11:53:02 UTC - Size: 14.93 KB - 92 views
Attachment Deleted.
[2023-05-15 12:40:02]
Sierra_Chart Engineering - Posts: 17201
The only conclusion, is that code is not actually what is executing. Make sure you rebuild the custom study using that actual source code.

No trouble submitting that order type from ACSIL. This is the result:
Entry Time  Last Activity Time  Symbol  Status  Internal Order ID  Order Type  Buy/Sell  Open/Close  Order Quantity  Price  Price 2  Filled Quantity  Average Fill Price  Parent Internal Order ID  Time in Force  Good Till DateTime  Service Order ID  Trade Account  Link ID  OCO ID  LastOrderActionSource  Client Order ID  Exchange Order ID  Text Tag  TrailOrderOffset  TrailOrderStepAmount

2023-05-15 08:39:17.525  2023-05-15 08:39:35.514  [Sim]SPY  Open  39812  Limit Chase  Buy  Open  4  412.33  0.00  0  0.00  0  Good till Canceled    39812  Sim1  0  0  Simulated order modify complete        0.00  0.00

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: 2023-05-15 12:48:11
[2023-05-15 16:18:39]
User807771 - Posts: 12
I have tried renaming the file, creating a new dll and testing it on a clean chartbook. I also sent the cpp to another user to rebuild on their machine to ensure that the correct code is executing. However - and I'm still having the same issue where its placing normal limit orders.

I went through and tested deleting the various trading flags like "sc.UseGUIAttachedOrderSetting = 1;" just to see if there was some linkage that I was missing without effect.

Other than that setting that changes all limit orders to limit chase off the Trade Window - are there any other flags or settings that I may be overlooking?
imageLimitOrder.png / V - Attached On 2023-05-15 15:21:20 UTC - Size: 2.33 KB - 68 views
[2023-05-15 16:24:08]
Sierra_Chart Engineering - Posts: 17201
Are you sure that is the order submitted by the trading study?
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
[2023-05-15 17:31:00]
User807771 - Posts: 12
Yes - I'm confident that the order is submitted by the trading study. I whittled the code down and removed all of the sc.MenuEventID elements (The study was enabling the user to enter orders based upon right clicking the menu).

For some reason, removing all of the sc.MenuEventID commands allowed the Limit Chase to work correctly.

I recognize that this absolutory makes zero sense - so I'm going to continue look hard for some logic error. That said, because the 99% of the code is based on one of the examples, I do not readily expect to find one.

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