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Date/Time: Wed, 27 Nov 2024 02:34:12 +0000



Daily profit/loss study

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[2014-06-23 14:39:15]
amirN - Posts: 159
In version 1115 the study Daily profit/loss had an option for simulated and non-simulated trades. In the latest version this option is removed.

Is there any compatible study in this new version or any variable I could use to implemented the above in ASCIL?

I do a mixture of real and simulated trading during the day on the same symbol and have two studies displaying the simulated non-simulated daily profit/loss on my chart

Thanks
[2014-06-23 19:44:13]
Sierra Chart Engineering - Posts: 104368
In newer Sierra Chart versions, when Sierra Chart is in Trade Simulation Mode , only simulated trade data is maintained in a chart. When Trade Simulation Mode is disabled, only non-simulated trade data is maintained in a chart.

It was too complicated maintaining both sets of data and what we determined was there was problems with the implementation and it was not functioning exactly properly in all cases.

The only solution to this, is to use two separate copies of Sierra Chart. One can be in Trade Simulation Mode and the other one not.
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
[2014-06-24 07:08:11]
amirN - Posts: 159
I have already have two instances of Sierra chart to deal with two different brokers. Your suggested solution requires four instances of SC. Is thre any variable I could use to do it in ASCIL?
Thanks

[2014-06-26 18:48:36]
amirN - Posts: 159
Also I can only get it to show currency value and not as before, when the displayed format was the same as "chart settings","advanced settings", "Position Profit/Loss".

[2014-06-26 18:55:39]
Sierra Chart Engineering - Posts: 104368
We will check on 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
[2014-06-27 04:30:35]
Sierra Chart Engineering - Posts: 104368
We tested the "Trading: Daily Profit/Loss " study and the values outputted by the study definitely correspond to the Position Profit/Loss format setting in Chart >> Chart Settings. We checked all of those settings and the study immediately updated. Although when you have chosen one of the Ignore Quantity formats, the full quantity is always used.

We did find a problem though with the "Trading:" statistic studies and we are going to be resolving that. It is an unrelated 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: 2014-06-27 04:31:10
[2014-07-01 15:52:07]
amirN - Posts: 159
Please look at the attached file, trade window shows the correct number of ticks while the study shows it as currency value.
imageCapture 1.JPG / V - Attached On 2014-07-01 15:50:56 UTC - Size: 147.43 KB - 422 views
[2014-07-03 03:56:17]
Sierra Chart Engineering - Posts: 104368
We have tested for this problem again and could not duplicate it.

The documentation says this:
For the trading studies that display Profit/Loss values, the format of the Profit/Loss value is dependent upon the Chart >> Chart Settings >> Advanced Settings >> Position Profit Loss display setting. Profit/Loss formats which use - Ignore Quantity will be considered the format without the Ignore Quantity. Therefore, if you select Ticks - Ignore Quantity, it will be interpreted as Ticks.

So you need to be aware that the Ignore Quantity does not apply and what you are actually seeing would be Ticks. Does this make sense? We cannot verify this because we do not know what the order fills are.
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: 2014-07-03 03:56:28
[2014-07-03 07:33:48]
amirN - Posts: 159
This is very strange, I must be doing something wrong.

I have just done a simulation with YM and lost 11t which as can be seen in the attached image (trade window) however, the daily profit/loss study shows -55 ($5/t for YM). In the position profit/loss display setting I used Ticks.

I have also done the same with Russel and the same things happens i.e a 10t loss => -100 ($10/t).

I am using SC version 1154. Version 1115 was working for me, if this problem cannot be resolved, I will be forced to downgrade to that version.

Kind regards

imageCapture.JPG / V - Attached On 2014-07-03 07:26:28 UTC - Size: 196.51 KB - 428 views
[2014-07-03 08:00:13]
Sierra Chart Engineering - Posts: 104368
Maybe you are looking at a different study.

We are testing the study named "Trading: Daily Profit/Loss". What is the study you are using?

Also, refer to this help topic:
https://www.sierrachart.com/index.php?page=doc/helpdetails77.html

We just did a test again and we see absolutely no problem. Refer to this image:
http://www.sierrachart.com/image.php?l=1404374521666.png


We do not believe there is anything wrong. There must be some other explanation.
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: 2014-07-03 08:02:29
[2014-07-03 08:02:12]
Sierra Chart Engineering - Posts: 104368
This is the correct image we meant to show:
http://www.sierrachart.com/image.php?l=1404374521666.png

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
[2014-07-03 08:21:22]
amirN - Posts: 159
Now I have applied another indicator "Trading: Daily Profit/Loss" to my chart and the first one shows the number of ticks and the other one the currency value!
Please see attached. The one in Green is the one I have just added showing -14t loss and the other one is showing -14*5= -70 $ loss.


imageCapture.JPG / V - Attached On 2014-07-03 08:17:25 UTC - Size: 120.68 KB - 394 views
[2014-07-03 08:23:45]
Sierra Chart Engineering - Posts: 104368
Actually we now recognize the problem. This does make sense. There is an new internal variable which has to be set which causes the study to do the proper profit/loss calculation.

An existing study does not have this variable set.
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
[2014-07-03 13:01:12]
amirN - Posts: 159
So the suggestion is to to delete and re-apply the study from all my charts.

Did you come up with any solution regarding this comment?

I have already have two instances of Sierra chart to deal with two different brokers. Your suggested solution requires four instances of SC. Is thre any variable I could use to do it in ASCIL?
Thanks


Thanks

[2014-07-03 16:09:18]
Sierra Chart Engineering - Posts: 104368
So the suggestion is to to delete and re-apply the study from all my charts.
Yes. This will solve the problem.

Did you come up with any solution regarding this comment?

I have already have two instances of Sierra chart to deal with two different brokers. Your suggested solution requires four instances of SC. Is thre any variable I could use to do it in ASCIL?
Thanks

No.


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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