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Date/Time: Mon, 25 Nov 2024 06:30:06 +0000



No attached orders for OCO Limit and Stop Limit order

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[2023-12-10 13:57:35]
curious16 - Posts: 10
Hi,

When entering a OCO Limit & Stop Limit order from the trade window (of course with the "Use Attached Orders" box selected), I get no attached orders pending. When changing the order type to OCO Limit & Stop (i.e. not Stop Limit), everything works as expected.

I have set a single stop and no target in the Targets tab. Limit and Stop prices in the main tab are valid (same data used for entering a OCO Limit & Stop order. Attached screenshot 1 shows the correct expected pattern: two open orders and two pending attached stops. Attached screenshot 2 shows what I get for OCO Limit & Stop Limit: two open orders but no pending attached stops.

I initially found this issue trying to issue this order type via ACSIL and thought it is a programming mistake on my side. I then discovered that the same problem also occurs when manually entering this order type from the GUI, and it now seems this is a bug in SC. Could you please check and let me know if I missed any settings to get the OCO Limit & Stop Limit orders to use attached orders.

screenshot 1: https://www.sierrachart.com/image.php?Image=170221659317.png
screenshot 2: https://www.sierrachart.com/image.php?Image=1702216523693.png
imagescreenshot1.jpg / V - Attached On 2023-12-10 13:52:49 UTC - Size: 113.06 KB - 83 views
imagescreenshot2.jpg / V - Attached On 2023-12-10 13:52:55 UTC - Size: 98.93 KB - 91 views
[2023-12-12 07:58:01]
Sierra_Chart Engineering - Posts: 17172
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, use the Teton service:
Sierra Chart Teton Futures Order Routing
[2023-12-12 09:06:33]
Sierra_Chart Engineering - Posts: 17172
This is not currently supported. We will have to add support.
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
[2023-12-12 10:40:34]
curious16 - Posts: 10
Thank you for clarifying, I understand this has not yet been implemented and needs development work.

I also noted that the scale-in / scale-out functionality does not work with OCO Limit & Stop orders.

Scenario: (1) set the scale-in / scale-out options in the trading window. (2) open position with attached stop.
(3) issue an OCO Limit & Stop order with attached stop. (4) when one of the main orders in the OCO Limit & Stop is filled, a separate attached stop is created rather than scaling up the existing stop order attached to the open position.

It would be helpful to have scale-in & scale-out also for the OCO Limit & Stop orders as this would simplify scaling in and out of a position via OCO limit & stop "pair orders". Scaling works perfectly fine with the other order types (Limit, Mkt, Limit-Chase, Stop). It is clear that managing the two component orders of an OCO pair order while using the joint attached stop (and target) of an existing open position requires extra coding. When you find time to add the attached order functionality to the OCO Limit & Stop Limit orders, maybe you might consider looking into this and add scaling support for the OCO pair orders.
[2024-03-22 04:11:15]
Sierra_Chart Engineering - Posts: 17172
Attached Orders are now supported for this order type in recent releases.

We would have to check on that but this could be and it is not something we would support anytime soon:

I also noted that the scale-in / scale-out functionality does not work with OCO Limit & Stop orders.
Scale in and scale out require single 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, use the Teton service:
Sierra Chart Teton Futures Order Routing

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