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Date/Time: Thu, 28 Nov 2024 23:51:06 +0000

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After hours auto trading?

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[2023-03-18 16:02:43] #1 [Go To First Post]
Ed C. - Posts: 117
I've got automation running in sim. Yesterday, it closed out all trades at the end of the day, but I negleccted to turn off the automated trading (it's a spreadsheet system for trading study). You can imagine my surprise when I came in this morning to see the automation had taken two trades this morning, even though I had received no additional trading data overnight! The date/time of the last data record is 16:59:59.739000 on 2023-03-17, but the details of the trades taken this morning was: ActivityType LogDateTime Symbol OrderActionSource InternalOrderID ServiceOrderID OrderType Quantity BuySell Price Price2 OrderStatus FillPrice FilledQuantity TradeAccount OpenClose ParentInternalOrderID PositionQuantity FillExecutionServiceID HighDuringPosition LowDuringPosition Note AccountBalance ExchangeOrderID ClientOrderID TimeInForce Username Fills 2023-03-18 06:49:58.997825 [Sim]F.US.MESM23 Trade simulation fill. Bid: 3946.75 Ask: 3949.50 Last: 3949.25 11281 11281 Market 1 Sell Filled 3946.75 1 Sim1 Open -1 11281.1 0.00 Day Fills 2023-03-18 06:49:58.998074 [Sim]F.US.MESM23 Trade simulation fill. Bid: 3946.75 Ask: 3949.50 Last: 3949.25 11283 11283 Stop 1 Buy 3949.25 Filled 3949.50 1 Sim1 Close 11281 11283.1 0.00 Good till Canceled Fills 2023-03-18 09:20:26.222473 [Sim]F.US.MESM23 Trade simulation fill. Bid: 3946.75 Ask: 3949.50 Last: 3949.25 11284 11284 Market 1 Sell Filled 3946.75 1 Sim1 Open -1 11284.1 0.00 Day Very weird.

[2023-03-20 15:43:25] #2 [Go To First Post]
John - SC Support - Posts: 36350
even though I had received no additional trading data overnight! Why do you state this? There is overnight trading for the ES, so as long as your chart has the Session Times covering the 23 hours of trading time (there is 1 hour break from 16:00 to 17:00 Central US time), then you should get trades if everything is setup and running. And, depending on your conditions for entry, even if your Session Times are not showing the data, you are still getting the information, so the Last price is still updating, which means that it is possible to get a trade. For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing

[2023-03-20 19:06:53] #3 [Go To First Post]
Ed C. - Posts: 117
Um, this was Friday evening. The market was closed for the weekend. The trades happened on a Saturday morning.

[2023-03-20 21:38:18] #4 [Go To First Post]
John - SC Support - Posts: 36350
In Sim mode this will still happen, as the built-in simulation mode is not that smart. When an order is put in, even if the market is closed, it will fill it at the last price in the chart. For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing

[2023-03-21 20:09:27] #5 [Go To First Post]
Ed C. - Posts: 117
How could the automation trigger if there was no data coming in on Saturday morning?

[2023-03-21 22:17:21] #6 [Go To First Post]
John - SC Support - Posts: 36350
We do not know. It depends on the conditions you use to create an entry. Basically, we do not have the information necessary to know what occurred, and there is not a way for us to get it. You would have to look at your setup and determine what happened and why. For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing

[2023-03-21 22:27:11] #7 [Go To First Post]
Sawtooth - Posts: 4120
You can use a formula in J28 to disable autotrading outside of regular hours: Spreadsheet Example Formulas and Usage: Disable Autotrading Outside of Regular Trading Hours

[2023-03-25 09:48:08] #8 [Go To First Post]
Ed C. - Posts: 117
We do not know. It depends on the conditions you use to create an entry. Basically, we do not have the information necessary to know what occurred, and there is not a way for us to get it. You would have to look at your setup and determine what happened and why. This is not relevant to the question. The trigger does not matter if it's not time-based - what is relevant is that the trigger is firing in the absence of data, when the market is closed for the weekend. You can use a formula in J28 to disable autotrading outside of regular hours: Again, not relevant. This is being activated outside of ANY trading hours, on a SATURDAY MORNING. In the absence of incoming data, and without a time trigger such as "take a trade at this specific time", this is clearly impossible. My autotrader is set to respond to incoming price action, not at a specific time. It seems to me that programming to not react after the market is closed on Friday night until Sunday evening is a workaround for another bug in either Sierra or the Denali data feed. Date Time Of Last Edit: 2023-03-25 09:55:00

[2023-03-25 13:43:12] #9 [Go To First Post]
Sawtooth - Posts: 4120
How could the automation trigger if there was no data coming in on Saturday morning? The answer to this question is esoteric, so since you manually turn off autotrading, don't think of it is a workaround but a way to make it work. Try this in J28: =AND(J8 = 0, OR(WEEKDAY(J41) = 7, AND(WEEKDAY(J41) = 6, FRACTIME(J41) > TIMEVALUE("16:00:00")), AND(FRACTIME(J41) > TIMEVALUE("16:00:00"), FRACTIME(J41) < TIMEVALUE("18:00:00")))) Also, F.US.MESM23 is not a Denali symbol. Date Time Of Last Edit: 2023-03-25 20:34:10

[2023-03-30 06:37:34] #10 [Go To First Post]
Ed C. - Posts: 117
Also, F.US.MESM23 is not a Denali symbol. Uh, what? Then why have I been paying for the Denali feed? I followed instructions posted here a long time ago. Of course, the whole Denali data feed issue, switching over, is horribly confusing, or it was. Can anyone shed any light on this? I'm totally confused, then.

[2023-03-30 06:47:23] #11 [Go To First Post]
Sierra_Chart Engineering - Posts: 17212
You are receiving the Denali Data Feed for that CQG symbol. Refer to: Real-Time Exchange Data Feeds Available From Sierra Chart: Integration with Trading Services 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, use the Teton service: Sierra Chart Teton Futures Order Routing

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