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Direct MessagesDate/Time: Fri, 20 Sep 2024 02:51:21 +0000
Drawdown Calculation Error
View Count: 1782
| [2013-07-09 16:54:38] |
| Futures Operator - Posts: 239 |
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Please see attached image showing trade activity log, chart/price data, and issue explained in annotations. Have searched board and read documentation, and do not understand why drawdown and max open loss are incorrect and larger than actual stop/exit price.
Date Time Of Last Edit: 2013-07-09 16:58:53
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 SC_Drawdown_Calc_Wrong__-_2013-07-09_1117.png / V - Attached On 2013-07-09 16:49:02 UTC - Size: 291.75 KB - 541 views |
| [2013-07-10 20:05:23] |
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This is not really unusual because Sierra Chart is going to be recording the high/low data during the existence of the position and it could be slightly off relative to the timing of an order fill. It does take time for Sierra Chart actually receive notice of a fill and it's still going to be recording the high/low while it knows there is an open position. This is not surprising if the market was moving fast. 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: 2013-07-10 23:17:08
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| [2013-07-10 21:46:33] |
| Futures Operator - Posts: 239 |
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This was in sim mode, so the fill should have been local within Sierra Chart and without delay. Is there any way to fix this issue to make the trade performance statistics more accurate/useful? Date Time Of Last Edit: 2013-07-10 22:37:41
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| [2013-07-11 10:19:19] |
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It is very unlikely there is any issue here or anything to fix. Most likely the price gapped by a certain amount and then the Stop order filled at no worse than 1 tick away from its price because it was a resting order. Please refer to: http://www.sierrachart.com/index.php?l=doc/doc_TradeSimulation.php#HowOrdersAreFilled And to say a little variation in the drawdown or runup by one or 2 ticks, which can have various causes, makes it inaccurate or not useful, is not really valid because there are various reasons for this, and it is a small amount. 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: 2013-07-11 11:30:26
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| [2013-07-11 11:30:43] |
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If you see the problem consistently, we will look into it, but we do not see any obvious issue.
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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