Stop limit order not respected in SIM

[Abu Danny 0]

I'm trying out the scripts in DAS pro (SIM environment) where by once you enter in a position (Long or short) a stop loss  order is already activated( based off of @KyleK29 and @Thor scripts). 

I managed to capture a screen shot to prove it .  I have to admit it mostly happen in the pre-market . 

Here is the script of the long position with the stop limit ( with the stop limit is a TriggerOrder and the parameters associated ). 

StopPrice=Price-0.01;DefShare=BP*0.97;Price=Ask-Price+0.01;SShare=20/Price;Share=DefShare-SShare;DefShare=DefShare+SShare;SShare=Share;Sshare=DefShare-SShare;Share=0.5*SShare;TogSShare;ROUTE=SMRTL;Price= Ask+0.05;TIF=DAY+;BUY=Send;DefShare=400;TriggerOrder=RT:STOP STOPTYPE:MARKET PX:StopPrice-0.1 ACT:SELL STOPPRICE:StopPrice QTY:Pos TIF:DAY+;

 

One can see in the highlighted box in the image below that the wick of the bearish candle goes well beyond the Stop Market limit of 37.53

So could it be because

1) The whole issue about the Market/Limit vs SMRTM/SMRTL routes in DAS Sim(ready many topics about this) 

2) Not fulfilling the order due to a liquidity shortage? even though i only have 400 shares but still could not fill me at 37.53 ?

3) your thoughts? 

 

[KyleK29 260]

1) For DAS SIM users, you should use LIMIT and MARKET, not SMRTL / SMRTM. It causes problems with stops in some scenarios (mainly when you do a route change on the montage, it won't actually change the route because the SMRTL/SMRTM don't exist in the DAS DEMO version).

2) Probably not liquidity shortage, but plenty of liquidity. I'd say this is most likely it. If a stock does a quick fill in an area for a limited number of shares where there's a ton of liquidity, it won't be able to grab all of the shares so it didn't grab yours before retreating that from that price. If you look at the L2 in the screenshot, there's a lot available at 37.55, so I assume there was probably a bunch available at 37.53 before.

 

 

Edited July 21, 2020 by KyleK29

[Justin 264]

5 hours ago, Haddad said:

I have to admit it mostly happen in the pre-market . 

Stop losses don't work in the pre-market

[Abu Danny 0]

Thanks everyone for the feedback!

[KyleK29 260]

Also, so we avoid any confusion as I know some users see "Replay Mode" as "Sim" ... if you're in Replay Mode, Stop/Trigger Orders do not work in the public build of DAS. Beta has them fixed, but Trigger Orders won't work.