Support Board
Date/Time: Tue, 26 Nov 2024 04:46:46 +0000
[User Discussion] - Chart Replay/Sim: How to avoid trade-execution of stop-orders outside RTH for NYSE/NASDAQ?
View Count: 301
| [2023-12-29 13:12:24] |
| Antiriad - Posts: 3 |
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Hello, when using the Chart simulation mode, i noticed that stop-loss orders gets filled (if stop-loss is hit) also during extended-hours & pre-market in Chart replay/simulation mode. Expected behaviour: "Market orders and Stop orders (which, when triggered, become Market orders) are only active from 09:30 until 16:00 EST (the Nyse's regular trading hours session)". I am using OCO-Orders (all set to Good-Till-Canceled) with one TP and on SL. Is there somewhere a setting in SC I overlooked to get here the desired behaviour in Simulation/Chart-Replay mode, so it fits better to the "real" behaviour of the exchanges? (So that Stop-loss orders in trade-simulation mode gets only filled/excuted during RTH). |
| [2023-12-29 15:45:57] |
| John - SC Support - Posts: 36286 |
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There is not a way to do what you are asking for. You could build a custom study that would remove the attached orders if it is between certain hours. Refer to the following: Advanced Custom Study Interface and Language (ACSIL) List of Third Party Sierra Chart Study and System Programmers For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2023-12-29 18:08:23] |
| Antiriad - Posts: 3 |
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Okay, thanks for the confirmation. Some solution like that was what i was also thinking (as a workarround). But i wanted to be sure that I did not missed any kind of existing setting in SC (in case there would be any), before implementing that kind of behaviour in my ACSIL study.
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