Support Board
Date/Time: Tue, 14 Jan 2025 23:26:00 +0000
ACSIL Algo with Auto allocation % to watch list?
View Count: 1673
| [2017-04-06 22:13:31] |
| User333736 - Posts: 22 |
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I am looking to have a watchlist of the top 10 most liquid futures ranked by volume and dollar amount Then have the main trading account amount visible (IB Broker) if possible or input the trading capital amount eg 100k then it can continue to scale automatically in terms of contract postion size allocation Then it allocates say 10% to the top 5 list for the day via % so number 1 would get say 3% allocated and the rest less till run out of capital The calculation to how many contracts is the % amount allocated say 8k for 1 postion margin for IB broker would be 3.5k per contract so it would allocate 2 contracts for that 8k amount What is the best way to implement this in ACSIL? All advise welcome thanks! |
| [2017-04-07 17:43:52] |
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First, providing details about how to do this is outside the scope of our support. Reading this over, Sierra Chart can do this with the necessary programming. Here is the information for ACSIL trading: http://www.sierrachart.com/index.php?page=doc/ACSILTrading.html This is one of the relevant sections: http://www.sierrachart.com/index.php?page=doc/ACSILTrading.html#SubmittingOrdersDifferentSymbolAccount It is possible for an ACSIL trading system to get the account balance. 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: 2017-04-07 17:45:01
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| [2017-04-12 18:22:12] |
| User333736 - Posts: 22 |
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Why do you have to be so negtive? I am asking the Support Board so other coders can comment and give there thoughts!? Creating a loyal chat board will help grow the company and user base. |
| [2017-04-12 18:39:55] |
| User333736 - Posts: 22 |
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Question about Speed What's the difference in Speed eg micro seconds etc ACSIL vs Spreadsheet? Because your code is C++ so I'm wondering does it execute at the same speed. |
| [2017-04-12 22:39:12] |
| @sstfrederik - Posts: 405 |
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It is possible for an ACSIL trading system to get the account balance.
Would like to see if that's the case. I haven't seen anything in the documentation. My approach would be to have a starting balance as input and keep track of trade results along the way to determine a possible change in exposure. Kind regards, Frederik |
| [2017-04-13 06:36:36] |
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Why do you have to be so negtive? I am asking the Support Board so other coders can comment and give there thoughts!?
We understand what you are saying that other users can help out, but we are stating our policy to you so that is clear. What's the difference in Speed eg micro seconds etc ACSIL vs Spreadsheet? For the account balance, refer to: ACSIL Interface Members - Variables and Arrays: sc.TradeServiceAccountBalance 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 |
| [2017-04-15 16:49:49] |
| User333736 - Posts: 22 |
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Any ideas on speed at all to be aware off?
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| [2017-04-16 02:56:05] |
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Yes, definitely use ACSIL instead of spreadsheets for the maximum performance. This is definitive.
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 |
| [2017-05-11 14:22:48] |
| User333736 - Posts: 22 |
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Hi Everyone, What is the simple way to code this in the ACSIL ALGO I can set a capital amount in the algo say 10k then it does maths calculation 10k divided by 5k (every 5K the algo allocate 1 contract on the ES for example) = 2 contracts The calculation being adjustable for different contracts STEP 1) Entry Signal Step 2) Capital Amount รท 5k (for ES) = 2 es contracts - Enters Trade Step 3) Exit Signal = Exits Trade What is the easiest way to implement this in ACSIL? |
| [2017-05-12 03:49:38] |
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Refer to this page: Automated Trading From an Advanced Custom Study There are references to examples on that 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 Date Time Of Last Edit: 2017-05-12 03:50:03
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| [2017-05-12 13:25:47] |
| User333736 - Posts: 22 |
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Thanks - Which section ?
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| [2017-05-12 18:19:06] |
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Here: Automated Trading From an Advanced Custom Study: Example Trading Systems and Code 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 |
| [2017-05-16 09:55:13] |
| User333736 - Posts: 22 |
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Thanks
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