Support Board
Date/Time: Tue, 26 Nov 2024 13:23:09 +0000
Trade Dom not correctly showing latest P/L
View Count: 1401
| [2014-05-06 12:00:21] |
| batman_ - Posts: 190 |
|
Hi Support, I noticed trade DOM attached to chart not correctly calculate latest P/L. Sample of image can be obtain from below. 1st PROBLEM: The sample attached indicated i went long at price 1.3934 and current price has been went up to 1.3937, 3 ticks as of latest price. The Trade DOM P/L wrongly calculated that there was -12.50 value of 1 ticks loss. 2nd PROBLEM: Whenever i am on new filled position say short at 1.3939, within few seconds it automatically reversed current filled position at 1.3939 and went back to original long position at 1.3934 although current price is at 1.3939. This case i do not have image because it happened so fast. FYI i am connected to CTS data feed, trading 6E Euro currency. Spreadsheet trading system setting for a) signal only on bar close for column (L, N-Z) and (K,M) have been set to 'NO', b) strict signal only on bar close evaluation has been set to 'NO'. Please correct this Trade DOM P/L calculuation. Date Time Of Last Edit: 2014-05-06 12:28:19
|
 2014-05-06.png / V - Attached On 2014-05-06 11:46:01 UTC - Size: 19.26 KB - 408 views |
| [2014-05-06 17:50:22] |
| |
|
1. We think this has to do with this documented change: The Open Profit/Loss calculation for the current Trade Position displayed on the Trade Window and the Position Line on the chart, now uses the Bid and Ask prices instead of the last trade price. The Bid price is used for Long positions and the Ask price is used for Short positions.
We may change this back to using the last trade price instead of the bid and ask. Or make this an option. However, what this is confirming is that the bid and ask price from the trading service is not correct. You can view those through Window >> Current Quote Window. 2. For the position being reversed, this is something that the automated trading system itself is doing. So this would be something that you need to resolve. If the automated trading logic is not working as documented here let us know: https://www.sierrachart.com/index.php?l=doc/doc_AutoTradeManagment.php 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 |
| [2014-05-06 19:41:09] |
| Carl71 - Posts: 125 |
|
We may change this back to using the last trade price instead of the bid and ask. Or make this an option.
Yes at least as an option This would be a smart solution |
| [2014-05-07 08:51:45] |
| |
|
This is not the type of log we need to see. We must see the actual Trade Activity log itself which shows both the Orders and Fills. Refer to this section here: http://www.sierrachart.com/index.php?l=doc/doc_TradeActivityLog.php#TradeActivityLogToSupport 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 |
| [2014-05-07 11:00:38] |
| batman_ - Posts: 190 |
|
This is not the type of log we need to see. We must see the actual Trade Activity log itself which shows both the Orders and Fills. Refer to this section here: http://www.sierrachart.com/index.php?l=doc/doc_TradeActivityLog.php#TradeActivityLogToSupport Support, Please find new excel book that shows Trade Activity and Orders & Positions log for your perusal. As indicated today entries and exits positions were far away from actual bid & ask price AND unexplained accumulated profit. According to my trading logic, i only activate (a) Cancel all orders on entries and reversal and (b) Support reversal. Date Time Of Last Edit: 2014-05-08 05:28:32
|
Private File |
| [2014-05-08 05:33:04] |
| |
|
We recognize what the problem is. We see you are using CTS. We have noticed lately that CTS Bid and Ask prices are not accurate. This will cause the problems with order fills as you are seeing. Here is the documentation on the subject: http://www.sierrachart.com/index.php?l=doc/doc_TradeSimulation.php#OrdersDoNotFill We will let CTS know about 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: 2014-05-08 05:33:53
|
| [2014-05-08 11:45:07] |
| Joe Hobart - Posts: 89 |
|
+1 on this. i have also noticed this since the change. I actually appreciate the "real" p/l calculation and an improvement, but since cts has wacky data, id appreciate the option to revert back to the old style calculation. On products like TF and CL, the p/l currently can be off by more than 100$ per car with the current calc
|
| [2014-05-08 16:29:11] |
| |
|
In version 1134, the Open Profit/Loss calculation method now uses the last trade price.
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 |
To post a message in this thread, you need to log in with your Sierra Chart account: