Support Board
Date/Time: Sat, 28 Dec 2024 07:19:18 +0000
Spreadsheet trading questions
View Count: 1252
| [2016-04-13 10:24:36] |
| phaedonk - Posts: 352 |
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I'm trying to build an automated trading system, with these specifications: 1) determines if it will enter today, based on previous days Daily data 2) if there is entry (buy entry formula is same as sell entry), entry price is based on price at a specific time (+- offset) 3) entry is two OCO orders (OCO Buy StpLmt Sell StpLmt), system needs the ability to set "Auto-set Prices Offset for OCO Buy Sell Orders" 4) entries are GTD orders, with a specific time expiry 5) exit is a trailing stop At first I tried to do this with Daily charts, but got stuck, so I decided to use intraday charts and overlay Daily charts to analyze them for entry critersia. My questions: 1) Can I use OCO entry orders (essentially the OCO Buy Sell StpLmt)? I haven't figured out the way, it appears that we can use OCO only for child orders. So, K and M trigger simulaneously (as they have same formulas) and the sent orders will be OCO. If this is not currently possible, can you make it so? 2) Can I set, through the spreadsheet, the "Auto-set Prices Offset for OCO Buy Sell Orders" in the Set tab? This is a necessity as it changes for each order. If not, can you make it so? Question is tied with 1, as this is not necessary if I can send OCO parent orders through the ss. 3) Can I use GTD orders and set their expiration time through the spreadsheet? 4) What is the reason for "allow entry with working orders", if set to NO, to not allow Sell orders if only Buy orders are working? It would seem a better choice to offer this per-side flexibility. 5) (edit) If, for whatever reason, an entry is missed and I manually enter the market through the chart, will the spreadsheet continue to monitor the fill and behave as if the entry had been realised through its use? Date Time Of Last Edit: 2016-04-13 10:43:41
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| [2016-04-13 17:00:42] |
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1, 2, 3. You need to use ACSIL. This is not supported with Spreadsheets. Although we have to add the capability to specify a Good Till Date Time in Force with ACSIL. We can do that without much difficulty. Let us know if you want that. 4. Refer to the relevant documentation here: https://www.sierrachart.com/index.php?page=doc/doc_AutoTradeManagment.php#AllowEntryWithWorkingOrders 5. Yes. We are not accepting new suggestions at this time unless you want to wait two years. 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 |
| [2016-04-14 12:25:59] |
| phaedonk - Posts: 352 |
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I saw the following threads: Cancelling Parent orders (only) in the Spreadsheet Trade In the Spreadsheet Trade, how can I cancel all orders except the and though of a possible solution. Wouldn't the formula =IF(OR(J8>0,J8<0),1,0) in J78 (Cancel All Orders except working Attached Orders) work the same as an OCO for parent orders? This would solve my #1 and I can easily work around #2 and #3. Haven't had time to test this yet. BTW, where is J78 in the documentation? 4.Yes, I had already read this, still do not get it why you don't it per side. As an example, when I had it as default (FALSE), and the buy and sell entries would trigger simultaneously (as is my system), one would not be placed. I solved this by enabling TRUE. However, if it was per side, there would IMO be an extra security feature (e.g. not accepting a second set of long orders when one is already working). Hopefully, I will be around in two years. You have the best program hands down, so nothing to discuss there :) |
| [2016-04-15 15:28:00] |
| phaedonk - Posts: 352 |
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The formula above appears to work fine, as a workaround for OCO parent orders. I'd appreciate a confirmation and a reply to the above post though, so that I don't deal with any surprises. Also, if this works, maybe you should include it in the documentation for spreadsheet OCO parent orders, to help others who are looking for something like this.
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| [2016-04-15 17:00:32] |
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We need some time to look this over.
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 |
| [2016-04-18 00:09:18] |
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We do not understand this: Wouldn't the formula =IF(OR(J8>0,J8<0),1,0) in J78 (Cancel All Orders except working Attached Orders) work the same as an OCO for parent orders?
Here is the documentation for it: https://www.sierrachart.com/index.php?page=doc/doc_SystemsAlerts.php#CancelAllOrdersExceptWorkingAttachedOrders 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 |
| [2016-04-18 01:06:38] |
| phaedonk - Posts: 352 |
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=IF(OR(J8>0,J8<0),1,0) in J78 If there is a position on, cancel all except working Attached Orders. My buy and sell entry formulas are identical. And I want the sell and buy orders they create to be OCO. So this formula establishes that one of the entries has created a position and cancels the other. Effectively creating OCO parent orders. No? |
| [2016-04-18 01:42:56] |
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All we can say is it that works for you, then we do not see a problem with it. However, those OCO Parent orders are not going to have Attached Orders themselves. 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 |
| [2016-04-18 01:49:43] |
| phaedonk - Posts: 352 |
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Not sure I follow. They are going to have attached orders from the trade window, as long as there is a checkmark there.
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| [2016-04-18 01:51:16] |
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Maybe we are misunderstanding what you are doing exactly. If everything works as expected, then that is fine. 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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