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[Programming Help] - SPREADSHEET TRADING

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[2022-05-03 17:56:55] #1 [Go To First Post]
User397996 - Posts: 18
Quick question: i've built several trading systems and would like to put them all in one sheet to play on same symbol but it seems only columns K-N are valid for orders, correct? I can't put two sets of conditions through K-N and O-R columns. I must put the conditions on columns O-Z and then direct them to K-N to place the orders, is that it? Thanks

[2022-05-03 21:22:49] #2 [Go To First Post]
Sawtooth - Posts: 4182
only columns K-N are valid for orders, correct? Yes. Suggestion: Use columns O-R for one system's signals, and columns S-V for the other system, then use the OR function in columns K-N referencing each system.

[2022-05-04 10:37:21] #3 [Go To First Post]
User397996 - Posts: 18
Another question: i have two similar spreadsheets with a flatten order at 15:30:00 CT but only works on one of them. I've compared them and can't see the difference. I even tried a formula on cell J29 but still it doesn't work. Can you help? Thanks


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[2022-05-04 14:09:22] #4 [Go To First Post]
Sawtooth - Posts: 4182
Is autotrading disabled at 15:30 by another cell (J28) or formula?

[2022-05-04 17:07:57] #5 [Go To First Post]
User397996 - Posts: 18
NO, NO FORMULA HAS ANY TIME CONSTRAINTS. I'VE SENT YOU THE .SCSS FILE ATTACHED. I HAVE THOUGH AN ALLOWED TIME RANGE BETWEEN 9AM - 3PM (J86/J87) AND ON J89 TO FLAT AT 3.15PM

[2022-05-04 22:35:38] #6 [Go To First Post]
Sawtooth - Posts: 4182
I personally don't use J85-J89. I think if J89 is >= J87, J89 doesn't happen, and there is no way to override J87 for exits. To avoid this I use formulas like these: J28: =AND(J8=0,OR(FRACTIME(J41)<TIMEVALUE("09:00:00"),FRACTIME(J41)>TIMEVALUE("15:00:00"))) J29: =FRACTIME(J41)>TIMEVALUE("15:15:00") J8=0 disallows entries after the end time but allows J28 to remain FALSE (autotrading enabled) after 15:00 so that J29 can execute. J29 needs to be later than the end time.

[2022-05-07 23:26:12] #7 [Go To First Post]
User397996 - Posts: 18
Thanks for your help. I have another question: i'm trying to extract the RTH Open value out of a 1m chart (24h) and used this formula without success: =VLOOKUP(TIMEVALUE("08:30:00"),$A$3:$B$600,2,1) Can't see what i'm doing wrong, can you help?

[2022-05-08 02:18:23] #8 [Go To First Post]
Sawtooth - Posts: 4182
i'm trying to extract the RTH Open value out of a 1m chart In a Formula Column, use the FRACTIME function to return only the Time of Day from the Serial DateTime of column A, e.g. cell O3: =FRACTIME(A3) https://www.sierrachart.com/index.php?page=doc/SpreadsheetFunctions.html#FRACTIME_Function Then use the GETCORRESPONDINGMATCH function to return the Open price in column B at 08:30 in column O: =GETCORRESPONDINGMATCH(O3:O600,TIMEVALUE("08:30:00"),1,0,0,B3:B600,0) https://www.sierrachart.com/index.php?page=doc/SpreadsheetFunctions.html#GetCorrespondingMatch_Function

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