Support Board
Date/Time: Sat, 23 Nov 2024 13:51:20 +0000
How to get fill values into Spreadsheet System for Trading
View Count: 1724
| [2013-07-05 03:32:48] |
| rick e - Posts: 51 |
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Hi folks. I've been using Sierra Chart for a while now and consider it to be without a doubt the best documented and feature-packed market software that one could use today (and believe me, i've tried a good many of them over the years and have found them wanting- I am 67 yrears old). Now at this point I have one question and here's the question : I love the spread between Soybeans and Corn and use the 'Difference" Study (line version) to display this 'Spread"on a chart and further, the "Spreadsheet System for Trading" study to provide a spreadsheet to display the statistics of the trade etc. I enter the spread manually as I see it on the chart (not using automatic "Buy Entry" or "Sell Entry") but using the Trade Dom and manually trading as close as possible to simultaneous execution as I can. Let's say maybe Long July Soybeans and Short Dec. Corn. I see the Difference (Spread) all down Col AA on the spreadsheet and have established formulas in "Buy Exit" and "Sell Exit" in line 3 to exit simultaneously under certain conditions but the thing that I need the most is the AVERAGE FILLS for the long beans and short corn in columns ON THE SPREADSHEET so that I can use them in another formula TO HAVE AN ABSOLUTE FIXED POINT IN THE SPREAD THAT I WAS FILLED AT and thus giving me the capability to plug this number AUTOMATICALLY into the formulas in "Buy Exit" and "Sell Exit"as the "Difference" changes rather than having to manually first calculate the value of the spread at the time I was filled, produce a fixed "difference" number and then manually type this into the formulas into the "Buy Exit" and "Sell Exit" cells which as you must know is really! hard if not impossible to do in a "fast" market like beans quite often is! Any help here would immensely help me and make me able to control my trading if not in a fully automatic way, but in a very effective way. Sincere Thanks - Rick P.S. I have it now so that the manually entered trades will exit automatically and pretty well simultaneously when certain formula conditions are met and that even took me a quite a while to figure out! |
| [2013-07-06 01:14:47] |
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Thank you for the comments. Are you looking for the average fill price for the current position? Or what exactly? So are you trading an exchange traded spread contract? What is the symbol exactly? 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: 2013-07-06 01:15:14
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| [2013-07-07 19:30:59] |
| rick e - Posts: 51 |
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Please ignore the above comment - I tried to make it a little clearer in this comment and I hope I did. Yes, the current position(s) fills on the two legs of the spread is what I am looking for. These would comprise the "spread" say long Aug Soybeans / Short Dec Corn. And No I am not trading them on the exchange as a spread, but "legging" the position on with two seperate order entries. Soybeans = ZS and Corn = ZC traded on the ECBOT. I know that I can SEE the average fills in various places within Sierra Chart but if I could get them ON the "Spreadsheet System for Trading" spreadsheet say in 2 columns I could then instantaneouly calculate the spread (Difference study) with a formula in another column and place the results in the Buy Exit and Sell Exit cell formulas accordingly to exit both legs simultaneously and automatically if and as required (forces dicipline in trading). It certainly beats typing these values in manually in a fast market. Thanks for the reply. Sincerely - Rick P.S. For what it's worth, I would be happy to share the formulas I have developed to anyone who wants them. |
| [2013-07-08 23:47:15] |
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Cell J9 has the average fill price for the current trade position for the symbol: http://www.sierrachart.com/index.php?l=doc/doc_SystemsAlerts.php#CellJ9 If you add a Spreadsheet System For Trading study for each chart of the symbols that make up the spread, then you will have this data outputted to the spreadsheet and you will be able to reference it on the sheet you use for trading. You will need to use Sheet Cell references: https://www.sierrachart.com/index.php?l=doc/doc_Worksheets.html#CellandRangeReferences Sierra Chart Support Date Time Of Last Edit: 2013-07-09 00:54:12
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