Support Board
Date/Time: Sun, 22 Dec 2024 04:56:11 +0000
Order submission delayed from bar closing time
View Count: 896
| [2015-07-17 17:45:24] |
| User911705 - Posts: 89 |
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I'm running a spreadsheet for trading study on 30 min bars, set to evaluate only at the end of the bar. Entry is via market order. What I'm noticing is that there is a delay between the time bar close (say 12:30) and when the order is submitted (often 10 or more seconds later, 12:30:08 in this particular case). I would expect that Sierra would send the order within a second of the time the bar closes (12:30, 1:00, 1:30, etc). Can you please guide me as to what might be causing these delays? I have the pc clock synched as well as humanly possible. Some of these delays have approached a full minute. Thank you. |
| [2015-07-17 18:19:27] |
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It is not until there is a new bar will then the previous bar be considered closed.
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, *change* to the Teton service: Sierra Chart Teton Futures Order Routing |
| [2015-07-17 19:03:56] |
| User911705 - Posts: 89 |
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So are you saying the 1:00 bar might not actually start until 1:00:23, for example? I'm trying to figure out why orders which should be sent from Sierra to the broker immediately at the start of a new bar are not being sent immediately.
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| [2015-07-17 19:20:53] |
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Yes. This could be.
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, *change* to the Teton service: Sierra Chart Teton Futures Order Routing |
| [2015-07-17 19:52:34] |
| User911705 - Posts: 89 |
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Can you please explain why it might be that the bar starts some number of seconds after the time the bar is time stamped? Take the above example as a case: the bar begin time according to the time stamp on the chart data window is 1:00. Why would it be that the bar didn't actually start (as witnessed by the fact that the order didn't get submitted at 1:00 on the nose) until some seconds later? Thank you. |
| [2015-07-17 20:00:45] |
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The bar will not begin until the first trade occurs and there is no guarantee it will be within the first second. The timestamp of a bar you see in the chart when the chart bars are a fixed amount of time, is going to be rounded down to a multiple of the bar timeframe. 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, *change* to the Teton service: Sierra Chart Teton Futures Order Routing |
| [2015-07-17 20:13:30] |
| User911705 - Posts: 89 |
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Ah, that's what I was beginning to suspect. It just dawned on me there is no way to force calculations at the "start time" of a new bar if there is no data (a trade) with which to calculate:) Thanks again for your help. Is there any work around for this "problem" What I'm facing is a situation where I want the market order to be submitted immediately, otherwise if I wait for the first trade of a bar it could literally be minutes (I'm trading overnight markets where things can be very quiet). Is there no way to "force" the spreadsheet rows to move down, thus making the signals fire based on row 4, end of last bar? Date Time Of Last Edit: 2015-07-17 20:17:33
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| [2015-07-17 20:27:15] |
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We really do not have a suggestion for this. Other than consider using ACSIL which gives you more control.
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, *change* to the Teton service: Sierra Chart Teton Futures Order Routing |
| [2015-07-17 20:37:19] |
| User911705 - Posts: 89 |
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That's helpful. If I were do switch to ACSIL (which I'm planning on doing once development is all done)would the ACSIL system "know" the bar was done at 12:30 (for a 30 min bar)and run the code for that bar? As opposed to running a spreadsheet system whereby the last bar can't be evaluated until the next trade comes through. I hope I'm clear on my question: stated differently - would using ACSIL system avoid the problem currently caused by a first trade of a bar coming in well after the start time of the bar? |
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