Support Board
Date/Time: Mon, 25 Nov 2024 20:46:19 +0000
Sim trades are being placed in random places and P/L is wrong!
View Count: 708
| [2023-11-15 20:48:11] |
| J DIDDY - Posts: 128 |
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Hi Sim trades are being placed in random places and P/L is wrong. Testing here using 1 lot market order and trades are being placed in random places! I have reset sim many times, restarted app and also downloaded current version, just in case! Video attached so you can see the issue! Thx |
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| [2023-11-15 21:03:43] |
| Sierra_Chart Engineering - Posts: 17174 |
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Are you using Sierra Chart Trade Simulation Mode? We do not have sufficient context to comment on this. The video is not helpful. 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 Date Time Of Last Edit: 2023-11-15 21:03:57
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| [2023-11-15 21:12:00] |
| J DIDDY - Posts: 128 |
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Are you using Sierra Chart Trade Simulation Mode? Yes! What else do you need to know? |
| [2023-11-15 21:49:00] |
| Sierra_Chart Engineering - Posts: 17174 |
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Therefore, refer to: Trade Simulation: Why Fill and Order Prices Can Be Wrong or Unexpected / Orders Do Not Fill When Expected 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 |
| [2023-11-15 22:35:05] |
| J DIDDY - Posts: 128 |
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OK so here's the issue... I recently changed the tick size for the NQ on several charts.... BUT NOT the DOM which is still at the original setting of 0.250000. So now, several charts have several different tick settings, one at the original and others that are not the original. (0.250000, 0.500000, 1.000000, 2.000000 tick settings) If I want to use the SC sim mode, which of the several 'amended' tick settings should i use on the DOM in order for this to work still? Or is it not possible at all even if I change the DOM to another tick setting to match one of the new settings? |
| [2023-11-16 18:36:46] |
| John - SC Support - Posts: 36278 |
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We are not sure what exactly you are wanting to accomplish. When you set the Tick Size to something other than what the market itself uses, then you are forcing the pricing that is used for the order fills to be at a rounded value to the tick size you have entered - at least for Simulation mode. For instance, if you have a tick size of 1.00 for the NQ, then when the real price is 15855.25 and you place a market order, it is going to show as filling at 15855.00. You would have to determine what tick size you want to set in your chart based on what you are wanting to accomplish. But we wonder if there is something else that may be a better option for what you are doing, rather than changing the tick size. For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2023-11-16 19:12:07] |
| J DIDDY - Posts: 128 |
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Ok, So when I set the tick to a higher value as a test (1.00 for NQ for example) because each bar was so tall, I saw that it aggregates the bid/ask totals across 4 levels instead of 1, making it very obvious to see where the heavy volume is that moves the market at each level in Numbers Bars. So i applied it across different time frames and it gave me 'surgical entry' volume total info across multiple price levels. Very powerful i decided to keep it like that - so if there is a way to do that other than change the tick size, please let me know... Thx |
| [2023-11-16 19:47:22] |
| John - SC Support - Posts: 36278 |
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Use the "Volume at Price Multiplier". Refer to the following: Chart Settings: Volume at Price Multiplier for Historical/Intraday Chart (Chart >> Chart Settings >> Chart Data >> Volume at Price menu) Also, if you want to aggregate the market depth data, then refer to the following: Chart Settings: Market Depth Combine Increment in Ticks (Chart >> Chart Settings >> Market Depth menu) For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2023-11-16 19:49:57] |
| J DIDDY - Posts: 128 |
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Awesome I'll check that out! Thx John!!! |
| [2023-12-04 17:22:36] |
| J DIDDY - Posts: 128 |
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Hi John When I reset the tick size back to normal I'm still having the same problem with the DOM/trade orders now!!!! I've tried quitting SC and restarting but still same problem now. Is there a reset button or something that refreshes everything... it just seems like the DOM/trade orders are not resetting and realising the original tick settings. (NOTE: I never changed the tick size on the DOM...ONLY on the charts) Thx |
| [2023-12-04 18:05:01] |
| John - SC Support - Posts: 36278 |
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Check the Trading DOM settings by selecting "Chart >> Chart Settings" on the DOM window itself. Check the tick size on that page. Change it to what it should be if it is not set correctly.
For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2023-12-04 18:13:20] |
| J DIDDY - Posts: 128 |
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Yea that's fine, just rechecked them, but I didnt touch the DOM settings anyway... Everything was working fine until I changed the tick settings on the charts... so its obviously not seeing the reversion back to the original! I've updated to the current version to... Any other ideas?? |
| [2023-12-04 18:33:13] |
| John - SC Support - Posts: 36278 |
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We are a bit confused at this point. Can you please get us an image of what you are seeing by following these instructions: Support Board Posting Information: Attaching or Posting a Screenshot/Image (Optional) For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2023-12-04 19:19:33] |
| J DIDDY - Posts: 128 |
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John You won't see anything on the chart itself as thats behaving as normal, the issue is when orders are now placed on the DOM even though the tick settings are back at the original... I've done a quick video of trades placed on the DOM and screens of my chart settings so you can see whats happening and also see that my tick/data settings are what they should be... As you can see when I place a sell it seems to execute/cancel immediately and when i place a buy it enters far from the entry position... I hope thats ok! Do you still need a screenshot and is it of the chart of which I had changed the tick size? Thx |
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| [2023-12-04 19:28:38] |
| J DIDDY - Posts: 128 |
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I uploaded the chart too in case you needed to see the details on it!
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| [2023-12-04 19:49:02] |
| Sierra_Chart Engineering - Posts: 17174 |
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You may be receiving delayed data. The data is coming from Rithmic. You do not have the corresponding exchange active here: https://www.sierrachart.com/UserControlPanel.php?page=DenaliDataFeed 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 |
| [2023-12-04 20:03:12] |
| J DIDDY - Posts: 128 |
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But this issue has only started happening since I changed the tick size... I have been using the same data feed for months and no problem until i changed the tick settings as per this original post 2 weeks ago. If you are 100 % sure and 'definitive' that the issue will resolve itself if I activate the corresponding exchange as per your post, I will purchase it again... Please confirm... Thanks |
| [2023-12-04 20:28:40] |
| Sierra_Chart Engineering - Posts: 17174 |
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Are you receiving delayed data? Is Trade >> Trade Simulation Mode On 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, use the Teton service: Sierra Chart Teton Futures Order Routing Date Time Of Last Edit: 2023-12-04 20:28:56
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| [2023-12-04 20:42:19] |
| J DIDDY - Posts: 128 |
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No, I am receiving 'Live' data. Today I have traded live and on sim and the issue is happening in both circumstances. Thx |
| [2023-12-05 16:13:34] |
| John - SC Support - Posts: 36278 |
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The settings image shows that you have a "Trade and Current Quote Symbol" setup. If this is the case, then what you are seeing is normal, as you are viewing the trade for the MES on an ES chart. The price of the MES may be different from the ES. If this is what you are wanting to do, then open a chart for the MES separately so you can see where that price action is located and view the order on that chart. For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2023-12-05 16:38:16] |
| J DIDDY - Posts: 128 |
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Thx John This is not the issue though, as I have both the ES and MES in the same chart book so I can trade them both and still am having the same issue with both orders on 2 DOMs. Actually, today I switched off Theoretical Ave Price and since then I haven't had the issue, so I'm not sure if it is an issue between that and changing the tick size...but I'll test it for a few days and see.. Thx |
| [2024-02-06 09:59:40] |
| J DIDDY - Posts: 128 |
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Hi John I'm still having this issue... Today I traded the live market on sim on NQ and the problem occurred. (Not using the "Trade and Current Quote Symbol" setup) I didnt have the exchange, so I added the CME exchange to make sure I was getting the Denali feed, and still the problem existed. I made a video placing orders on the DOM again for you so you can see whats going on..... Any ideas?????.... Thx |
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| [2024-02-06 10:17:24] |
| Sierra_Chart Engineering - Posts: 17174 |
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At this time you are getting delayed data for NQ. You do not have the CME exchange active. 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 Date Time Of Last Edit: 2024-02-06 10:17:39
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| [2024-02-06 12:49:46] |
| J DIDDY - Posts: 128 |
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My charts say the data is live...it is the current time on the charts! Also I have the CME exchange and top of book active which I added this morning, to make sure! It would have a letter 'D' on my dom if the data was delayed yes??? I've added a screenshot of my chart showing the current chart time and time in London on my Mac, you can see they correspond and the data is LIVE. Please confirm???? Thx Date Time Of Last Edit: 2024-02-06 14:01:24
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| [2024-02-06 18:29:12] |
| John - SC Support - Posts: 36278 |
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As of this moment, you do NOT have the "CME Top-of-Book" activated. You DO have the "NYMEX with Market Depth for non-professional Trading accounts" active. You can view what is active and not for the CME Group at the following link: https://www.sierrachart.com/UserControlPanel.php?page=DenaliDataFeed#Exchanges Since you are getting real-time data for NQ, that data is coming from Rithmic. As to the issue you are having trading, we need more information on exactly what is occurring, as there is too much information in this thread for us to go through and figure it all out again. 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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