Support Board
Date/Time: Wed, 22 Jan 2025 04:26:56 +0000
Spreadsheet Study trading system with attached orders
View Count: 2476
| [2018-08-14 07:08:18] |
| User852086 - Posts: 41 |
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Can you please advise what is the best way of sending the bracket order triggered from K or M cell Say, when the condition is met : Send bracket with first (buy/sell) at the market along with 3 children at the x price offset. Than let the trade management take of from there. Additionally, say, if only one of the limit would get filled than on the break even cancel the other remaining working orders (pending limit and targets associated with siblings) |
| [2018-08-14 21:52:20] |
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We recommend using the Sierra Chart Attached Order functionality as documented here: Spreadsheet Systems, Alerts and Automated Trading: Initiating Trades with Auto-Trading and Using Manual or Attached Orders Exits As far as being able to cancel orders on certain conditions that is more advanced other than the automatic canceling of sibling and child orders in the case of Attached Orders. 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: 2018-08-14 21:52:44
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| [2018-08-15 04:17:40] |
| User852086 - Posts: 41 |
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Thanks, but my question was: what is the best way to sent the order with multiple limit entries (x price offsets) at a time of a when the buy/cell entry cell conditions are met. Second part of the question is how to apply break even offset to the scaled in order in reference to the average price. As far as I can see the break even is only calculated based of the first order which breaks the logic of scaled in orders with different average price. |
| [2018-08-16 09:18:27] |
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As far as triggering multiple sets of orders from the Spreadsheet study at the same time, that is not supported. You will need to use ACSIL trading instead: Automated Trading From an Advanced Custom Study Second part of the question is how to apply break even offset to the scaled in order in reference to the average price. Attached Orders: Move to Breakeven Stop Reference Price Calculation and Usage We also explain how to validate that the average calculation functionality works as expected. Perform that test so you can see that it does work properly. If there is any problem, we would not really be sure why at this point. 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: 2018-08-16 09:19:06
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| [2018-08-16 12:02:00] |
| User852086 - Posts: 41 |
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Well, it seems that it doesn't while I'm testing it. I have also activated "Scale out" feature and "Maintain the same quantity for OCO group" Do I need any other feature to activate in order to support the BE at average price? |
| [2018-08-16 13:11:50] |
| User852086 - Posts: 41 |
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I also tried to select the "Use Order Fill calculated position" but it makes no difference.
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| [2018-08-16 17:48:54] |
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This really is an impossibility there could be a problem with this. Make sure Menu >>Orders >>Scale In is enabled on the Trade Window of the chart you are trading from: Basic Trading and the Trade Window: Trade Window Settings Not Applying to Chart or Trading DOM For now just run a chart replay and do not use a Spreadsheet. Just do manual entries. When you enter an additional entry order that scales in the existing Attached Orders, do you see the quantities of those increase? 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: 2018-08-16 17:49:23
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| [2018-08-17 12:42:34] |
| User852086 - Posts: 41 |
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I've made a video to illustrate the issue here: https://youtu.be/DbWmCfzZ6wY Additionally, there is a problem with the target quantity. It keeps resetting itself to a different value than preset as you can see. |
| [2018-08-18 07:14:44] |
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One thing that we cannot confirm is whether you are enabling Scale In on the correct Trade Window. Also for many of the reasons we explain here, the video is really just not helpful for us: Support Board Posting Information: Do Not Post Videos Unless Requested! It would be best that we add some additional logging that will be in the Trade Activity Log which will help us. We will get this out into the next release. It looks as though the orders are originating from the spreadsheet study, so use this cell to control the quantity: Spreadsheet Systems, Alerts and Automated Trading: Order Quantity [J26] 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: 2018-08-18 07:16:29
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| [2018-08-18 10:12:25] |
| User852086 - Posts: 41 |
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As you can see at the beginning I've opened the new window and also cleared the settings with "Reset the Child windows". Indeed this is the correct window. I also tried with other DOM chart window. No difference. I set all orders quantity to be from J26. Only the first order is working correctly and calculated for BE value as you can see on the video. I've performed numerous tests on different instances and symbols. Clearly, this feature is buggy or is not working correctly. It would be great if you can take a closer look at fixing it with the next release. As for the second part. Do you know why the quantity of the orders keep resetting itself? This is very strange. Date Time Of Last Edit: 2018-08-18 11:48:09
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| [2018-08-18 20:15:01] |
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The video is just not useful at all to us. . Clearly, this feature is buggy or is not working correctly. This is definitively 100% incorrect. The functionality works 100% correctly. There is nothing wrong with this functionality whatsoever. This is an impossibility especially in Trade Simulation Mode.Wait for the logging we will add. 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: 2018-08-18 20:16:48
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| [2018-08-18 21:14:11] |
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Here is an example of the logging we had now have added: ActivityType DateTime Symbol OrderActionSource InternalOrderID ServiceOrderID OrderType Quantity BuySell Price Price2 OrderStatus FillPrice FilledQuantity TradeAccount OpenClose ParentInternalOrderID PositionQuantity FillExecutionServiceID HighDuringPosition LowDuringPosition Note AccountBalance Order 2018-08-17 09:23:59.012 [Sim]XBTUSD-BMEX Updating move to breakeven stop reference price to 6481 1835 1835 Stop 4 Sell 6361.0000000 Open Sim1 Close 1833 This will be out in the next release coming out in a day or two. We will want you to test using manual trading during a replay and not the Spreadsheet System for Trading study and just use a single Target and Stop in order to keep this test simple. We just need to go through this step-by-step following our procedures and we will figure out what the issue is in your case. If there is something we need to resolve we will do that. Based on code review and testing we are not aware of any 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 Date Time Of Last Edit: 2018-08-18 22:13:07
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| [2018-08-19 04:47:58] |
| User852086 - Posts: 41 |
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I already tested it manually and it worked, however, my intentions are to trade this via automated strategy, therefore it's important to make sure it works as intended. Else, it leaves the position exposed which breaks the logic of the strategy. There are other obscure ways to go around it but seems the less complicated the formulas are the less room for error. Thanks for looking into it, Can you also take a look at the PLN metrics to display in 6 decimal places, please. Date Time Of Last Edit: 2018-08-19 04:55:34
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| [2018-08-20 22:36:45] |
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We see no problem why trading from a spreadsheet would change this but we are going to test it.
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 |
| [2018-08-26 01:36:50] |
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We have confirmed that Scale In as expected does work using automated trading including the Spreadsheet System for Trading study. We ran a test and there was no problem with this whatsoever. This is easily verified by anyone. We are not really sure exactly what you are doing and we cannot get involved with your video. Generally automated trading debugging is not within the scope of our support. Also regarding the order quantity issue, we have answered this here: Spreadsheet trading order quantity issue Also, your needs for automated trading are beyond what the Spreadsheet System for Trading study was designed for. We do not recommend using it in your case. You should be using the ACSIL trading functions. 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: 2018-08-26 01:38:26
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