Support Board
Date/Time: Sat, 18 Jan 2025 22:59:49 +0000
Chart trade position line inaccurate
View Count: 2212
| [2018-02-19 13:09:59] |
| User106180 - Posts: 88 |
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I had two open short positions, quantity of one each, in F.US.CLEJ18 (data/trade service CQG WebAPI), and the chart trade position line was correctly an average of the two positions. I then opened a buy stop of quantity 1 which was subsequently filled, however the chart trade position line did not update either its position or profit/loss information, to the one remaining short position that was still open. I am running Sierra Chart 1703, and did the following to try to fix it: 1) Closed Charbooks and restarted Sierra Charts 2) Trade > General Trade Settings > Numbers of Days to Save in Trade Activity Log - 1000 3) Chart Settings > Advanced Settings - Order Fills Start Date-Time is blank to show all 4) Chart > Reload and Recalculate 5) Chart > Recalculate 6) Trade > Refresh Trade Data From Service 7) Trade Activity Log > Trade Stats for Charts - shows Open Quantity of -1 and the correct Open P/L 8) Trade Activity Log > Trades - shows the filled short position 9) Trade Activity Log - date is set well before today 10) Trade Orders And Positions > Positions (Non-simulated) - shows Quantity of -1 which is correct What can be done to fix this? The correct position information is in both the Trade Activity Log and Trade Orders And Positions, but the chart position line is not being updated with this information. If I had flattened the position based on the current price relative to the chart position line I could of made a serious mistake. Thank you. |
| [2018-02-19 18:09:58] |
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Refer to: https://www.sierrachart.com/index.php?page=doc/TradeStatusWindows.html#IncorrectlyReportedTradePosition If on the Trade Orders and Positions >> Positions tab, the Position Quantity is correct, it should be correct in the chart unless the chart is set to use the Order Fill Calculated Trade Position. 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: 2018-02-19 18:12:41
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| [2018-02-20 04:14:29] |
| User106180 - Posts: 88 |
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Thanks for the reply. The chart is NOT set to the Order Fill Calculated Trade Position. I now have a different average position reported in the following three places (however the quantity is correct): 1) Chart trade position line 2) Trade Activity Log > Trade Stats for Chart - Open Avg Price. This price is the same as in the Trade window. 3) Orders And Positions > Positions (Non-simulated) - Trade Service Average Price Where it describes How Average Price for Positions Is Calculated and Used (Trading Information Windows: How Average Price for Positions Is Calculated and Used) it states that the Trade Window and Position Line display the same price, however this is not the case. Order Fill Calculated Position Average Price is being used as there is no 'E' next to the 'Pos Qty@Price' in the Trade window. I can see the two open positions in Trade Activity Log > Trades. I can also see the two buy stops that were used and the positions they closed, in accordance with the setting of 'Use Last In First Out Fill Matching' in Global Settings > General Trade Settings. I also changed the settings to only calculate the Trade Position data from a time just before the first orders were placed in Chart > Chart Settings > Advanced Settings, however this didn't change anything. Any ideas? Thank you. |
| [2018-02-20 18:25:15] |
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From documentation you linked to: If Global Settings >> Chart Trade Settings >> Position >> Use Flat to Flat Average Price for Position Line is enabled, then the Position Average Price on the Position Line on the chart or Trade DOM will be based on a flat to flat calculation method. Refer to Flat To Flat Average Price For Position for more information.
When using the Use Flat to Flat Average Price for Position Line option, this does not apply to the Position Average Price on the Trade Window. I also changed the settings to only calculate the Trade Position data from a time just before the first orders were placed in Chart > Chart Settings > Advanced Settings, however this didn't change anything. 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 |
| [2018-02-20 20:27:35] |
| User106180 - Posts: 88 |
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Sure, I was just listing all the things I did to try to fix the problem. I think it was essentially caused by the chart position line not updating properly after a buy stop was filled (this happened twice). Along with that I had three different prices reported in different parts of Sierra Chart (as listed in my previous message). As you know it's vital that I accurately know the average price of all of my open positions for a particular symbol. I've now flattened all these positions, but what was I doing wrong or how do I fix it? |
| [2018-02-22 04:25:22] |
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If you are not using the flat to flat average price calculation it is not possible that the Trade Position Average Price on the Trade Position line on the chart or Trading DOM can be different than in the Trade Window for the exact same chart or Trading DOM. This is a complete impossibility. So this conclusion must be wrong. How the average price is determined is already documented so we have nothing further to add in that regard. Make sure this option is disabled: https://www.sierrachart.com/index.php?page=doc/GlobalTradeSettings.html#FlatToFlatAveragePriceForPosition The only other thing for us to add is to make sure you are looking at the right Trade Window: Basic Trading and the Trade Window: Opening Trade Window for Chart or Trade DOM 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: 2018-02-22 04:48:17
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| [2018-02-22 04:35:28] |
| User106180 - Posts: 88 |
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Thank you for your reply and help. It's not a complete impossibility because I saw it and I checked several times while composing the above message. As I stated in my previous message I had a different average position reported in the following three places (however the quantity was correct): 1) Chart trade position line 2) Trade Activity Log > Trade Stats for Chart - Open Avg Price. This price is the same as in the Trade window. 3) Orders And Positions > Positions (Non-simulated) - Trade Service Average Price Flat to Flat Average Price for Position Line was disabled and I was looking at the right Trade Window. It didn't seem to update properly after the 2 buy stops were filled. It is a potential bug with Sierra Chart and it could cause issues for other users, i.e. closing positions at the wrong time/price and potentially making a loss. The positions have now been closed so there's not much more information I can add. Thank you. Date Time Of Last Edit: 2018-02-22 04:55:08
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| [2018-02-22 04:47:22] |
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We have helped you all we can. There most definitely is no bug here. That is with 100% certainty and verified this again just now. We are declining further support here. Also what you describe, does clearly indicate that you had enabled the Flat to Flat Average Position calculation for the Position line. 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: 2018-02-22 04:58:49
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| [2018-02-22 04:53:15] |
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The prior post has been updated. And once again we can provide no further help and have no further response. 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 |
| [2018-02-22 05:01:09] |
| User106180 - Posts: 88 |
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I checked again and you are correct, my apologies! Flat to Flat Average Price for Position Line was being used.
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