Support Board
Date/Time: Sat, 11 Jan 2025 23:43:27 +0000
[User Discussion] - Trade Activity Log Time Analysis
View Count: 1521
| [2016-12-09 19:02:51] |
| User560062 - Posts: 100 |
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Hi, I am trying to find a way to have a report that displays how far trades ran before hitting my stop. I am using range per bar standard in ticks (1 tick) chart and have a study to export the data in csv. I am trying to match the trade data with the data in the file however there are instances were data is missing in the tick chart and no time is available for the entries on my trade log. Are the trade entry / exit times accurate because I do not see any millsecond report or are they averaged in some way to the nearest second. Is there something in sierra already built for this to analyze trades or is what I am doing the right way? I would appreciate your feedback. Thanks. |
| [2016-12-09 19:16:00] |
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no time is available for the entries on my trade log. What do you mean by this, because all entries in the Trade Activity Log have Date-Times.Are the trade entry / exit times accurate
They are as accurate as your computer clock is. Refer to help topic 38:Incorrect Date and/or Time Display, Missing Historical Intraday Data, Chart Not Updating Sounds like what you want to do is to display order fills on the chart: http://www.sierrachart.com/index.php?page=doc/ChartTrading.html#DisplayingOrderFills 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 |
| [2016-12-09 19:24:41] |
| User560062 - Posts: 100 |
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no time is available for the entries on my trade log. > What i mean by this is when i try to see if there were any trades on the time the trade log is reporting, I do not find any trades in the tick chart for that particular second. I understand that the time is accurate as per the system clock but both trade entry / exit time and tick chart are using system clock. Is there any reason why there isn't a timestamp on the trade log on at a millisecond level. Will your recommendation to use display order fills enables me to export this data. I am not doing this exercise for a visual analysis. I need to export where price went from entry to exit during the time of my trade and also how far it went without hitting my stop. Also if the trade was not executed on sierra dom, (ie data comes from broker) would it still show? Thanks |
| [2016-12-10 10:10:40] |
| User560062 - Posts: 100 |
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Just to make my question more clear I am giving an example on the attached image. Kindly go through it and let me know if I am clear. To answer the question I was referring to earlier regarding trade entry time - I noticed that on trade activity log -> trade activity tab, the fills are shown in millisecond format however, on the trade activity log -> trades tab, the fills the entry time is not shown in milliseconds. What I am looking for is an accurate way to export tick data and see where exactly my fill was in order to analyse the data. Is there a study to show this that could be exported with the OHLC data? I also tried to export intraday data to text file but even so the milliseconds on the tick file do not seem to match the tradelog. The milliseconds on the intraday text file only has 1 decimal place - it does not show the milliseconds accurately to 3 decimal places. I hope I have been more clear now. UPDATE: I noticed that you do provide some trading studies like Trading: Position, and Total Trades which could help me up with my analysis. I am now using a Range Per Bar - New Bar on Range Chart instead of what I referred to in the attached image. My problem at the moment is that I haven't found a study that shows information displayed in my 2nd attachment, e.g, the entry price and exit price, order id for the full trade from open to close). If I could get this info, I would not require to load any data from the trading log and try to match it with executions. This does not seem the correct way to do this if the chart already has access to this data. Is there a way I could have this data exported in a study? Is there some kind of direct reference on a chart study to an order id then I could accurately back reference any information in the trade log accurately for journal purposes? I also noticed that there is no indicator that groups a trade from open to flat irrespective of scaling in or out. i.e. if you enter with 10 and exit 5 and 5, those would be considered 2 different trades. Is there a way I can have a binary indicator when trade was open and when it was flat again to be considered as 1 trade rather than 2 separate trades? I went to the extent of looking into ACS_Source to see if I could find the source of Position Quantity and Total Trades studies to see if there is something I could try to figure out however I could not locate them. Are they not accessible? Your reply is very much appreciated. Date Time Of Last Edit: 2016-12-11 21:55:23
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 sc support order fills.png / V - Attached On 2016-12-10 10:44:49 UTC - Size: 172.34 KB - 313 views sc support 2.png / V - Attached On 2016-12-10 11:18:07 UTC - Size: 5.9 KB - 283 views |
| [2016-12-12 20:43:50] |
| User560062 - Posts: 100 |
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can someone please get back to me on this as I am stuck.
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| [2016-12-12 20:49:26] |
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At this point this has become a chargeable support request at our usual rate of 50 USD per hour. Let us know if you want to proceed. 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 |
| [2016-12-12 21:10:39] |
| User560062 - Posts: 100 |
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Hi, Perhaps my request looks so complicated because I went to great lengths to find out what's the best way to achieve what I am looking for but the question is really simple to answer and I don't believe it is a chargeable request. All I am asking you is to tell me if it is possible to have a study to show when a trade is open and when it is closed if it has multiple legs so I can filter the candles from when trade was open to flat if it contains multiple legs. I can't find a way to have a study to show me when a position was open and when it is flat. Is this available or not? Unfortunately the indicators that I have found like position or Total Trades, treat multiple legs as different trades. I hope this is much simpler to answer. Thank you |
| [2017-01-04 05:17:36] |
| User560062 - Posts: 100 |
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Any feedback on this one please?
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