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Date/Time: Mon, 25 Nov 2024 23:48:32 +0000



Sierra chart opens position after closed trade without any interaction on my part.

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[2024-01-19 12:17:01]
MissPiggy - Posts: 11
Hi,

Well, not sure how to explain this, but it has only happened around RTH open and perhaps 15 minutes in at most while trading MNQ futures, so it has to be related to very high volume.

I make a long trade, with attached take profit and stop loss, I flatten the trade, all good so far. About ten seconds later Sierra shows an active order on the chart that I'm long with no attachments, this order is only alive in Sierra, and does not show up in any of the IBKR TWS windows that I have open. If i press cancel, it disappears. No harm done, although very odd.

The not so fun part which happened when I wasn't recording, the same thing as above, after a trade was closed, some seconds later Sierra shows an active position, I panic and instantly flatten, but since this position does not exist somehow flatten turns into me actually being short in reality and lost about 25points until I was able to get a TWS window open where I could close the position.

Not sure what is going on here, either some update of Sierra broke stuff, or it's related to using scale in and out somehow since I only started using that around the end of November perhaps early December if my memory serves me right.

This first happened a week or two before Jan 9'th this year, I noted that date because i contacted IBKR regarding it, since I automatically assumed it was an IBKR problem and not Sierra, but since it was hard for me to explain what had actually happened, I gave up for the time being and setup OBS Studio to record the relevant info on my screen, since around the same time I had a problem with the CME data provided from Sierra as well, completely freezing although my connection was up and fine, data problem only happened that one day and has been working fine since.

I've got a high resolution video that I cut in Davinci and it is only 25MB in size that I can attach, but will wait for response and request from you until I do so.
Windows 10, Sierra Chart 2580 64-bit Revision 48601
[2024-01-19 16:34:21]
John - SC Support - Posts: 36286
First thing is make sure you are not using the Order Fill Calculated Position:
Trading Information Windows: Using Order Fill Calculated Trade Positions

And then refer to:
Trading Information Windows: Incorrectly Reported Trade Position Quantity

There is a difference between an Order and a Position. If you have an order which is appearing that you did not submit, then refer to this information here:
Trade Activity Log Analysis: Determining the Origin of a New/Modified Order
For the most reliable, advanced, and zero cost futures order routing, use the Teton service:
Sierra Chart Teton Futures Order Routing
[2024-01-19 19:34:46]
MissPiggy - Posts: 11
Not using order fill calculated positions.
The trade activity log is not showing any "ghost" positions, I've already deleted all the "sierrachart\tradeactivitylogs\*.*" once earlier related to this to make sure that wasn't acting up.

Yes this shows up as an actual position on the chart as in "chart trade mode on" & "show orders and positions", the chart DOM has a P&L column that is empty unless a position is open, that one was active, and the open positions bar/line on the chart is counting profit.

Timeline:
15:30:05 I open a one contract long via key-command, market order with attached orders TP/SL (Position at 17014, TP 17064, SL 16914, I use SL/TP on every order just so they are attached IF I want to use them)
15:30:19-20 I flatten via key-command which includes cancel all on flat position.
15:30:29-30 A long position opens up on chart at around 16890 without any action from me. This position only shows in Sierra and not on broker, so sure it's not real.
15:30:39-40 I press the trade window cancel all button in Sierra since I did not want to try flatten again and risking going short. Which solved it.

All those times mentioned above show up in trade activity log, just not sure what to do with the info.
[2024-01-19 22:04:49]
John - SC Support - Posts: 36286
For the entry at 15:30:29-30 you need to find the Order that opened that position in your Trade Activity page of the Trade Activity Log and look at the "Order Action Source" to determine where the order came from. Refer to the following:
Trade Activity Log Analysis: Determining the Origin of a New/Modified Order
For the most reliable, advanced, and zero cost futures order routing, use the Teton service:
Sierra Chart Teton Futures Order Routing
[2024-01-21 23:27:11]
MissPiggy - Posts: 11
This is from flatten, to ghost position, to cancel all. I'm none the wiser.

https://i.imgur.com/uAJOcxc.png

Edit:
As far as I can read it OCO gets cancelled, market sell order gets filled (flatten completed).
Then I have to presume that everything with transaction date/time that is entirely filled with zeroes is internal workings of Sierra?

So at 15:30:20 position quantity is correctly 0, then at 15:30:29 for some reason it assumes it's 1.
What I don't get either is why the ghost position opens up exactly 25 points below the stop loss I had before flatten and cancel.
Date Time Of Last Edit: 2024-01-21 23:47:47
[2024-01-21 23:52:04]
Sierra_Chart Engineering - Posts: 17178
We see that TWS is slow to provide Position Updates. Nothing any of us can do about that.

We really do not recommend trading CME group through Interactive Brokers. There is such superior order routing for that exchange through our own Teton order routing:

Sierra Chart Teton Futures Order Routing

Nothing to be concerned with here:
Then I have to presume that everything with transaction date/time that is entirely filled with zeroes is internal workings of Sierra?

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: 2024-01-21 23:53:16
[2024-01-22 01:44:55]
MissPiggy - Posts: 11
Wow, odd behaviour for a lag-issue? Although I suspected it to be related to that since it has only happened at the first half hour/fifteen minutes of regular open, but why now and not a month earlier or six months earlier.
And of course I'd love to have the fastest, best, lag-free experience possible, but living in northern Europe and to keep it short, for tax reasons and the truly pure shit native brokers in the land (IBKR are miles ahead of them), the selection is limited.

But working with what I've got. I've had no problems of this sort before and been using Sierra to trade MNQ/NQ since May, so I have to ask.

Can this in any way be related to any of the scale in scale out settings? As in the communication/information becomes more complex for TWS or should I say their servers to handle, and therefore introduces extra delay? I had an earlier post here, regarding some warning related to me starting to use scale in scale out, but ignoring it has worked just fine until this year.

Would using their pure gateway software perhaps improve anything (I doubt yes is the answer)? But then I'd be completely blind to what is a "ghost position" or not.

If I were to write or call them regarding this issue except upgrade your servers and don't use log all on your switches and routers. You don't give me much to go on, is there anything specific I can point to perhaps?
I mean I'm kind of stuck between two seats here, they will tell me to f off since I'm using Sierra I presume.

And to be honest using tick based charts have completely changed the game for me, so not leaving that, and the convenience of key command order placement and charting in the same software beats what I had to use before by an unquantifiable amount for me.
[2024-01-23 14:58:57]
Sierra_Chart Engineering - Posts: 17178
No:
Can this in any way be related to any of the scale in scale out settings?

We do not know:
Would using their pure gateway software perhaps improve anything

Just simply look at the Trade >> Trade Positions Window >> Service Position Quantity field for the symbol and you can see clearly any delays there with updating and you just tell them about the delay:
You don't give me much to go on, is there anything specific I can point to perhaps?

You can also use the Order Fill Calculated Position:
Trading Information Windows: Using Order Fill Calculated Positions In Special Cases
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: 2024-01-23 15:00:53

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