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Date/Time: Sun, 24 Nov 2024 14:14:15 +0000



Spreadsheet Trading System Potential Bug

View Count: 122

[2024-11-06 01:12:45]
arkevo - Posts: 19
Hi Support team,

When I'm using the spreadsheet system for trading and I enter one formula in the Buy Entry it signals it properly via the arrow (even backstest wise via sim trading) but when I enter the same formula in the sell entry it always signals it anywhere from 30s to 4m later for some reason. I'm not sure what is causing this. I can provide further info/images if required.

Thanks
[2024-11-06 15:50:20]
John - SC Support - Posts: 36238
When you use the same formula in Sell Entry is the Buy Entry cleared out? Or do you have the same formula for the Buy Entry?
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[2024-11-06 18:08:50]
arkevo - Posts: 19
I had the Buy Entry cleared out, and uploaded screenshots to support the visual differences (which repeat in back testing with accurate method as well). I also uploaded an image with the same formula in both the Buy and Sell entry and there are differences. Note, I am using Number Bars as my main chart at 1000 trades. I don't have any study price overlay or subgraph references studies. Its quite lean.
imagebuy and sell entry at the same time same formula.png / V - Attached On 2024-11-06 18:06:21 UTC - Size: 95.39 KB - 16 views
imagesell entry.png / V - Attached On 2024-11-06 18:06:24 UTC - Size: 93.48 KB - 16 views
imagebuy entry.png / V - Attached On 2024-11-06 18:06:26 UTC - Size: 97.47 KB - 16 views
[2024-11-06 19:13:59]
John - SC Support - Posts: 36238
What exactly is your formula?
For the most reliable, advanced, and zero cost futures order routing, use the Teton service:
Sierra Chart Teton Futures Order Routing
[2024-11-06 20:50:21]
arkevo - Posts: 19
The formula is: =AND(P4 > -0.05, P3 < -0.05)

P= Delta between two different "Period Lengths" of VWAP - Volume Weighted Moving Average - Rolling

When I do 1 in both the buy and sell entry the correct placement is triggered so I think it does have something to do with the formula but its quite strange the exact same data (being the same formula) triggers a different signal. Note, the Buy Entry signal is the correct one.
[2024-11-06 21:29:40]
John - SC Support - Posts: 36238
If you enter the formula into both the "Buy Entry" and the "Sell Entry" cells (i.e. K3 and M3), and you look at the values showing in the columns, when you have a 1 in the K column, do you have a corresponding '1' in the L column at the same row, or are they at different rows?
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[2024-11-06 21:53:20]
arkevo - Posts: 19
They are at the exact same row with both having 1.

For the example I'm looking at, when I look at the signal drawn for the Sell Entry it is about 4 minutes later and all rows above are 0 (where the sell signal is). There is not exact trend other than its usually between 30s to 6 minutes difference and always after the buy entry in terms of time.
[2024-11-06 22:00:03]
John - SC Support - Posts: 36238
You have us confused. First you say that the 1's are in the same row, but then you say that the Sell Entry is later and all rows above are 0.

Please get us a screenshot of your Spreadsheet sheet that has the Buy Entry and the Sell Entry having the same formulas. We need to see where the information is located.
For the most reliable, advanced, and zero cost futures order routing, use the Teton service:
Sierra Chart Teton Futures Order Routing
[2024-11-07 01:52:29]
arkevo - Posts: 19
Of course, please see the images attached.

11-05 at 15:25:34 the Buy Entry is correct as per the spreadsheet but the sell entry signal is drawn a few minutes later (which is what I meant by the sell entry signal drawn later.
Attachment Deleted.
imagesignal drawn.png / V - Attached On 2024-11-07 01:52:03 UTC - Size: 49.1 KB - 17 views
imageboth values true.png / V - Attached On 2024-11-07 01:52:06 UTC - Size: 171.69 KB - 15 views
[2024-11-07 15:22:11]
John - SC Support - Posts: 36238
When the value in the cell is 1, then at the time of that bar (as defined in Column A) the arrow should be drawn. There is only one reason why this would not be the case and that is if you have a non-zero "Displacement" set for that subgraph in the Settings for the study. Check the displacement and set it to zero if it is not already. Refer to the following:
Chart Studies: Subgraphs Tab >> Displacement
For the most reliable, advanced, and zero cost futures order routing, use the Teton service:
Sierra Chart Teton Futures Order Routing
[2024-11-07 17:11:56]
arkevo - Posts: 19
That fixed it! I'm not sure how there was a 10 in the displacement instead of 0. I must have done it and forgot. Thanks for the help, you can close this ticket now.

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