Sierra Chart stops question

July 1st, 2023, 06:15 PM

Whenever I practice on SC replay charts, weird stuff happens with orders that I can't explain and i just assume to be user error of some sort. But this one I want to run to ground and I can't figure out what's going on. It may have something to do with FIFO or something but...

For context, I was replaying a GC chart and scaling-in and out with different size orders, the original being an OCO with a stop and target.
In the gif, I have 7 lots on with no apparent stop, and a Buy Limit near the low of the day.

It seems that when price retraced to my average price (which I believe is being reflected in my cap), it flattened the position although there was AFAIK, no stop order there.
Can any SC Veteran set me straight on what's going on?

Furthermore, if I rewind the tape, you can see on the first bar where I have not yet traded, I'm $1K underwater with no order, just a stop and a target. =/

July 4th, 2023, 11:16 AM

I'm not sure if this is what is happening in your case, but the only time I've had an issue similar to this is when I didn't clear the trade simulation orders and data. If you are replaying a time you previously sim traded, it is executing the orders you made previously. Those orders could be messing with the orders you are making during the replay. You can clear your trade sim data and orders to stop this from happening.

July 29th, 2023, 03:14 PM

Thanks for the reply.
I erroneously believed that previous orders were cleared when you "rewound the tape" on a replay.
I also received this response from SC support:

"One thing to understand about orders during replay is that they are not going to cancel when the replay is done and can fill, using the current data. They are going to be filled against the data that is replaying, and can fill after the replay is done. And if a simulated order remains, when you exit from Sierra Chart and you start Sierra Chart again, it will fill based upon current received data."

That seems to explain a lot of strange behavior I've encountered with SC.
Support neglected to mention that there is indeed a " Clear Trade Orders Simulation and Data" button which I now utilize which I should probably map to a hot key.

Sierra Chart stops question

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Sierra Chart stops question