Support Board
Date/Time: Sun, 24 Nov 2024 16:44:10 +0000
SIM Master to Live Accounts Order Issue
View Count: 286
| [2024-05-11 22:48:41] |
| user_xyz - Posts: 416 |
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I use a main SC install running in sim mode to manage sending orders to a handful of separate SC installations/brokerage accounts. Often my live brokerage accounts resting limit orders get filled and the sim (my primary SC for managing everything) does NOT get filled. This leads to all kinds of problems chasing price, adjusting stops, etc. I use Denali, have read through all the docs and can't find a setting for this. Is there a way/setting in sim where I can say fill on touch. Meaning if 1 lot trades the entire say 5+ lot order is triggered? It appears position que or qty of orders are not triggering enough to enter SIM orders but other brokerage accounts are filling. |
| [2024-05-12 10:25:40] |
| Sierra_Chart Engineering - Posts: 17156 |
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We do not understand this: I use a main SC install running in sim mode to manage sending orders to a handful of separate SC installations/brokerage accounts.
This is not making any sense to us. We do not understand how an installation of Sierra Chart can send orders to other installations. Sub instances can send orders through the main instance of Sierra Chart, which will then send the order to the external trading service or process it internally in Trade Simulation Mode but this is all.We are not understanding this either: Is there a way/setting in sim where I can say fill on touch. Meaning if 1 lot trades the entire say 5+ lot order is triggered?
The simulated trading functionality of Sierra Chart does not fill an order partially. It is always in its entirety.
It appears position que or qty of orders are not triggering enough to enter SIM orders but other brokerage accounts are filling. 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: 2024-05-12 10:26:35
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| [2024-05-12 14:37:26] |
| user_xyz - Posts: 416 |
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This is not making any sense to us. We do not understand how an installation of Sierra Chart can send orders to other installations. Sub instances can send orders through the main instance of Sierra Chart, which will then send the order to the external trading service or process it internally in Trade Simulation Mode but this is all
My apologies this should clear things up. I am copy trading to multiple accounts using SST trade copier (however this irrelevant to the issue below). The simulated trading functionality of Sierra Chart does not fill an order partially. It is always in its entirety.
There is a setting in General Trade -> Simulated Orders: Use Last Trade Price for Fill when Bid/Ask Beyond Last Trade. What I need is ability to Fill Entire Order on Last Trade Price. If 1 lot trades execute entire Limit Order regardless of size. Sorry my original message was confusing. This doesn't have anything to do with SST the issue is IBKR, CQG, Rithmic etc., orders are filling at other brokerage accounts yet the SIM 'master' I'm using to manage everything on Denali is not because orders at price are LESS than QTY of my order. Date Time Of Last Edit: 2024-05-12 14:49:10
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| [2024-05-13 15:45:55] |
| John - SC Support - Posts: 36238 |
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Sorry, but we are still not understanding. Simulated orders in Sierra Chart will fill for the full quantity. It does sound as though this has something (everything) to do with the Trade Copier program you are using, as it sounds like you are receiving information that says to close a trade from that program, but the quantity of that trade is different from what you have in that "Master" installation. We either need more information or you need to ask the developer of that software. We do believe it is related to the software, but if you can give us enough information on how this is not related and what exactly is occurring, then we will give an answer. For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2024-05-13 18:42:10] |
| user_xyz - Posts: 416 |
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John - Sorry I only included simplesystemtrade copier as reference for the issues created by SIM orders not filling at all <- this is the problem, not the trade copier. I'm nearly 100% positive this has nothing to do with it. See attached this morning I had a limit order of 2 contracts. 8 contracts traded at limit price (denali/sim) then price moved PAST my limit order by 1 tick and the sim order still didn't fill. Unrelated (Rithmic/CQG does fill those orders at that price this is why I need a solution) I'm only talking about Denali feed running sim to keep it simple. As you mentioned I would like the ENTIRE full sim quantity filled as soon as a single lot trades at that limit price. What I need is ability to Fill Entire Order on Last Trade Price. If 1 lot trades execute entire Limit Order regardless of size traded at that price.
See attached images this should clarify. Date Time Of Last Edit: 2024-05-13 18:42:31
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Private File Private File |
| [2024-05-13 19:14:55] |
| Sierra_Chart Engineering - Posts: 17156 |
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What you are describing in post #5, is not about partial fills. It is something completely different. Unless we know what the bid and ask prices are, we cannot answer this. But basically the bid price never moved up to the sell limit price. It is as simple as that. It does not matter what that setting is. It is not relevant in this case because the condition to use the last trade price was never met. Refer to: Trade Simulation: How Orders are Filled There is no issue here at all. But you can enable, the estimated position in queue functionality. 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: 2024-05-13 19:16:10
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