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Direct MessagesDate/Time: Wed, 08 May 2024 08:29:52 +0000
[Programming Help] - ACSIL Different Symbol orders Not filled
View Count: 148
| [2023-11-23 03:46:59] |
| User190501 - Posts: 92 |
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Dear support, My ACSIL trading system conditionally in certain conditions, submit an order to a different symbol than the symbol of the chart that the trading system ACSIL study is applied to.. The order submits successfully but doesn't fill, when changing the order type to Market order, it fills but at a very different price from the SIM quote prices. I have reviewed all the items in the following two links that dictate how to submit an order to a different symbol or why orders would be non filled and all conditions have been fulfilled as per your documentation. Automated Trading From an Advanced Custom Study: Submitting and Managing Orders for Different Symbol and/or Trade Account Trade Simulation: Why Fill and Order Prices Can Be Wrong or Unexpected / Orders Do Not Fill When Expected The trade activity log confirms that the order is submitted to the intended different symbol and to the same trade account. Here is the code snippet for submitting the order. SCString different_symbol = "xyz.CME";
NewOrder.Symbol = different_symbol; NewOrder.TradeAccount =sc.SelectedTradeAccount; NewOrder.OrderQuantity = 1 NewOrder.OrderType = SCT_ORDERTYPE_MARKET; sc.BuyOrder(NewOrder); I am connected to the data feed while running the simulation. I have ensured that the quote window provides an accurate ask/bid The order shows on the different symbol opened chart that is running in sync in the replay as I run both charts in the same chartbook. Trade activity log shows the order as accepted and submitted. Order shows on the chart but it is a ghost order and not filled if it is a limit or stop limit and I specify also the limit as price2 for this type. However , I changed to market order as above code to avoid this issue and the order fills but a totally different price from the market price while the replay. I have downloaded all the data again for both symbols The trade windows on both charts are also at same account I also select the account by NewOrder.TradeAccount =sc.SelectedTradeAccount; and the trade log shows it is submitted to same SIM1 account... Kindly advise what could be the main root cause behind such behavior and once again, I have confirmed that all your instructions in the above link are fulfilled... Thanks a lot for your support. |
| [2024-04-23 22:58:09] |
| User190501 - Posts: 92 |
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This issue is still not resolved and I am kindly asking for SC experts feedback ?
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