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Date/Time: Sat, 23 Nov 2024 07:09:01 +0000



Spreadsheet System J8

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[2013-06-13 13:08:15]
CMG - Posts: 179
Hi There,
I currently have an open position (opened using the spreadsheet for trading) and I notice that cell J8 (Position Quantity) is showing "0". This problem seems to be appearing since the spreadsheet for trading was changed in one of your recent released SC versions.

Also is there a way to be aware of these changes to the spreadsheet as some cells and settings have changed, for example J7, J26, J65, J71, J72, J73, J74 as well as using position size in the trade window or in the spreadsheet study settings.

These changes have affected some of my current formulas for entries and exits.

Thanks
[2013-06-13 22:47:44]
Sierra Chart Engineering - Posts: 104368
We tested this and J8 does show the correct quantity. We did a test on a live account and the Spreadsheet System for Trading study.


How are you determining there is a position? Where exactly in Sierra Chart do you see the position displayed and are you using Sierra Chart Trade Simulation Mode for this automated trading study?

There have been no changes to the following:
J7


The changes with the other cells have been clearly documented on What's New:
http://www.sierrachart.com/index.php?l=doc/Whats_New.php
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
Date Time Of Last Edit: 2013-06-13 22:49:48
[2013-06-14 05:08:38]
CMG - Posts: 179


1. I had a position on a live account. I could see the position in the Trade Activity Log > Trades. Also, in Trades Orders and Positions > Positions, and of course, in the Transact Platform, but J8 showed as 0. When this happened Sierra was NOT on Trade Simulation.

The position (3 contracts) was opened using the spreadsheet for trading on wednesday 6-12-13 during the day session. Two contracts were closed using the Transact platform on wednesday also during the day session. The remaining one contract was held overnight and on thursday morning before the position was closed J8 showed as "0" when it should have showed as "1". Sierra remained opened (was not closed or restated) at all times. I also tried Trade>Refresh Trade Data but J8 still showed as "0"

I do not have the open position any longer, but I will monitor future open positions and the corresponding value in J8 to see if I see this situation again so that I can confirm what I reported earlier.

2. J7 has changed in respect that it used to be an an empty cell (which I happened to use for proprietary calculations) now it shows the Prior Position Quantity. (I just make this comment for future reference for other users)

3. Is there any relation between J26 Order Quantity and J65 Default Trade Order Quantity?

4. (FYI) As per the Log of Changes (What's New), when J26 is empty or set to "0" the order size should be controlled by what is set in the Trade Window. However, when backtesting/replay with J26 empty or set to "0" and order size set to 2 or greater on the Trade Window, SC will unexpectedly change the order size to 1. SC will not do the backtesting with the intended size unless J26 is set to such size. In sintesis, J26 empty or set to "0" will not surrender the order size setting to what is set in the Trade Window (at least in backtesting)

5. In regards to the documentation for changes in the spreadsheet system, I am aware that with every release of SC there are updates to the changes each new version of SC has, but I was referring (hoping) to documentation with a compilation of the changes to the spreadsheet system specifically as these changes are very sensible as they involve possible modifications to actual automated live trading.

Thanks


[2013-06-15 00:14:31]
Sierra Chart Engineering - Posts: 104368
1. The only reason the spreadsheet would indicate a position of 0 is if the Send Orders to Trade Service, is set to No. Otherwise, we see no reason why there would be a problem with this.

In the case where an automated trading study, is not in simulation mode, the position quantity will exactly match the Quantity you see in the "Quantity" column on the Positions tab of the Orders and Positions window.

2. Avoid putting anything custom in columns I and J.

3. J65 is removed. Just delete what it contains.

4. What the What's New page contains was specific to the particular version the notes were for. How J26 worked has changed because of problems of relying on the Trade Window quantity. We have updated the version notes.

5. We just maintain one set of notes for changes and additions to versions on the What's New page.
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

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