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Date/Time: Mon, 25 Nov 2024 18:54:22 +0000



Simultaneous Live and Sim Trading

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[2014-01-21 07:52:51]
Futures Operator - Posts: 239
How can one trade an instrument/strategy live, and trade another instrument/strategy in simulation for testing etc, both at the same time?

Could this be done within one instance of Sierra Chart, ie simply select Sim vs Live in each Trade Window Account drop down box? It would be tedious/inefficient to set up and maintain an entire additional copy/instance of Sierra Chart to do this.

Please +1 if you agree.


Date Time Of Last Edit: 2014-01-21 07:53:21
[2014-01-21 13:57:28]
Sierra Chart Engineering - Posts: 104368
This is only supported with an automated trading system. Sierra Chart globally can have Trade Simulation Mode disabled but an automated trading system can operate in Trade Simulation Mode.

If you are looking for this capability for manual trading, it most definitely would not be happening. At least not anytime soon. Certainly not this year. It only starts complicating things and we have 0% interest in that whatsoever. We are not going to risk complicating Sierra Chart and creating dangers to trading just to accommodate a feature request like this.
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: 2014-01-21 13:58:26
[2014-01-21 16:50:12]
Futures Operator - Posts: 239
That is disappointing for manual traders, this must be a beneficial feature to anyone wishing to develop their manual trading strategies/performance.

So in the meantime, your only solution for manual trading is to run separate instances of Sierra Chart, one in Simulation and one Live?

[2014-01-22 08:37:12]
Sierra Chart Engineering - Posts: 104368
Yes.
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
[2014-01-22 17:04:22]
Marmany - Posts: 307
For info I run 2 instances of Sierra on same CPU. Track 38 commodities and trade 3 using a range of diffferent time interval and tick charts in Sim. 2nd Sierra used to trade 1 commodity live.
CPU is pentium i7, 10GB ram, 110GB SSD, Windows 7. the machine even at major news releases never breaks sweat. Typically using 1.86 GB and 12% load on cpu.
Been trading full time or 12 years and never found a package to equal Sierra. Previous package would charge double for running 2nd instance and would have locked up with only 25% of the charts I have on Sierra sim
[2014-01-24 11:12:59]
Futures Operator - Posts: 239
So what is the best way to set this up, can I use the second copy connected to the same TT trading/data feed login as live simultaneously, and use it for execution of sim trades only?

Should it be directed to use the Data folder of the original copy?

Is there a way to combine/manage the Trade Activity Log data of both together, or transfer my existing Trade data to the second copy?

[2014-01-24 12:06:49]
Marmany - Posts: 307
Do not know what "best way" is in order to meet your requirements.
However I run the two versions of Sierra completely independantly in separate directories on the C drive each with its own Activity Log.
[2014-01-24 17:09:15]
Futures Operator - Posts: 239
Thanks for sharing Marmany, I would like SC Support's input.

Also, what happens to live orders/OCO brackets in Live trading if the platform is switched into Sim mode, will they continue working but just cannot be modified? And vice versa for trades made in Sim and switching to Live mode?
[2014-01-24 17:43:53]
Sierra Chart Engineering - Posts: 104368
We would have to check, but if you are in Trade Simulation Mode, there will not be any management of live orders. Which means if the OCO functionality is handled on the Sierra Chart side, it will not work. However, the orders can still execute at the exchange. We need to confirm this though.

Simulated orders will still be processed by Sierra Chart when you are not in Trade Simulation Mode.
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: 2014-01-24 17:44:15
[2014-01-24 19:32:16]
Futures Operator - Posts: 239
Thanks, appreciate if you can confirm, and also answer post #6.
[2014-01-24 19:37:49]
Sierra Chart Engineering - Posts: 104368
We would have to check, but if you are in Trade Simulation Mode, there will not be any management of live orders. Which means if the OCO functionality is handled on the Sierra Chart side, it will not work. However, the orders can still execute at the exchange.
We have confirmed this is correct and that it is designed this way for safety reasons. Once you are in Trade Simulation Mode, there is no interaction with a live trading service.

So what is the best way to set this up, can I use the second copy connected to the same TT trading/data feed login as live simultaneously, and use it for execution of sim trades only?

Should it be directed to use the Data folder of the original copy?

Is there a way to combine/manage the Trade Activity Log data of both together, or transfer my existing Trade data to the second copy?
What you will need to do in this particular case is run a second copy of Sierra Chart and share the data from the instance connected to TT. You need to do it this way because you cannot connect to the same TT sender comp ID from two different copies of Sierra Chart at the same time. Here are the instructions:
http://www.sierrachart.com/index.php?l=doc/MultipleServices.html


The Trade Activity Logs between the two copies of Sierra Chart are separate.
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
[2014-01-25 02:53:12]
Futures Operator - Posts: 239
For my purpose (just using second copy for sim execution), do I need to copy the contents of the source copy Data folder to the destination copy Data folder? It is very large, so don't wish to duplicate it if not necessary.

Can I copy the Trade Activity Log data over to the other copy to import them there?
[2014-01-25 03:00:17]
Sierra Chart Engineering - Posts: 104368
No.

You can copy over the TradeActivityLog.dat file. Just make sure that neither copy of Sierra Chart is running when you do that.
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
[2014-01-27 02:13:08]
Futures Operator - Posts: 239
I installed a new copy, copied over settings/chartbooks, used Find Symbol, connect from Source copy, and duplicate active chart.

I have charts updating and indicating an (R) in the name, but the current price box on the Y axis doesn't highlight, and I cannot execute trades. I tried connecting to different datafeeds in the destination copy, and changing the Price Multiplier settings in the destination charts, but they are showing correctly in the charts yet not executing trades correctly. Here is the log:

Trade Order Error: Parent price (127310.000000) is more than 25% different than original Attached order price (12785.000000). Attached Order not modified. Internal order ID: 3643 | 2014-01-26 21:10:29
Trade Order Error: Parent price (127310.000000) is more than 25% different than original Attached order price (12803.000000). Attached Order not modified. Internal order ID: 3644 | 2014-01-26 21:10:29
Trade Order Error: Parent price (127310.000000) is more than 25% different than original Attached order price (12731.000000). Attached Order not modified. Internal order ID: 3646 | 2014-01-26 21:10:30
Trade Order Error: Parent price (127310.000000) is more than 25% different than original Attached order price (12803.000000). Attached Order not modified. Internal order ID: 3647 | 2014-01-26 21:10:30

1. Does it matter which data feed I connect to in the destination copy in regards to getting data from the source copy?
2. How do I get the current price box on the Y axis price scale to highlight?
3. How do I fix the price multiplier issue/be able to execute trades on sim in the destination copy?
Date Time Of Last Edit: 2014-01-27 02:13:51
[2014-01-28 01:37:02]
Futures Operator - Posts: 239
More info: If I place a buy limit below the market, the orders appear to be placed, however they will not fill, even if dragged in past the market. If I place a sell limit above the market, I get the errors in the log above.
[2014-01-28 10:55:28]
Sierra Chart Engineering - Posts: 104368
We need to understand what you are doing. So you have set up another copy of Sierra Chart to do simulated trading accessing data from a source copy that you do live trading from?

If so, you do not need to be connected to any data feed in the destination copy.

Make sure you have Global Settings >>General Settings >> Use Non-Chart Data from Remote Instances enabled.
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
[2014-01-28 10:58:10]
Sierra Chart Engineering - Posts: 104368
We have done a quick test and we see the problem. There is some multiplier issue we have to work out.
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
[2014-01-28 21:10:13]
Futures Operator - Posts: 239
Thank you, appreciate if you can fix the problem as soon as possible. It is essential for me to trade both live and sim.
[2014-01-28 21:16:34]
Sierra Chart Engineering - Posts: 104368
It is not likely we are going to get to this until next week.
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
[2014-01-28 21:29:30]
Futures Operator - Posts: 239
Thanks for the ETA, and appreciate whatever you can do.
[2014-02-20 17:26:17]
Futures Operator - Posts: 239
Any update on this issue?
[2014-02-20 21:38:42]
Sierra Chart Engineering - Posts: 104368
We hope to get to this, this week.

For the other issue you brought up, with trading services that do not support overnight positions, we did implement Trade >> Use Fill Calculated Positions-Global.
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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