Support Board
Date/Time: Wed, 05 Feb 2025 14:11:06 +0000
Chart Replay
View Count: 156
| [2025-01-09 17:33:26] |
| User377189 - Posts: 203 |
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See attached video In attached video i am doing chart replay on 2024-06-12 for US 30-Year Bonds Trades are recorded on the trade activity log Trade-1 is initiated-filled and recorded at 8:21 AM EST which is exited at breakeven at 8:23 AM EST Trade-2 is initiated-NOT Filled and then price moves from 117'29 to 118'27 (see time-1:16min to 1:17min in attached video) Trade-2 is recorded on trade activity log for 8:31 AM EST for profit of 593.75 (see time-1:18min in attached video) trades taken in chart replay for span of 3-6months there are multiple times similar events are recorded. For the bracket order targets are set at 8 ticks (8*31.25 = $250) The profit per trade cannot exceed $250 but in this case i do not see long trade initiated-filled and price jumps 19 ticks and records profit of $593.75 |
Private File |
| [2025-01-09 19:33:57] |
| John - SC Support - Posts: 37728 |
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How are these orders being placed? From the video, when your Buy Stop is hit, there is a Sell Limit order being put on with its own set of attached orders. Is this what you are expecting? What we really do not understand and can not answer due to how the video jumps in real-time at 1:17 is that the Limit order that is set is a Sell Limit. Yet your log eventually shows a Long position. We just do not have enough information to explain anything as we do not know what occurred, except by what is in your Trade Activity Log - that a Long position was opened at 08:30:01.062 at an Entry price of 117 27/32 and closed at 08:30:01.080 at an Exit price of 118 14/32. For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2025-01-09 20:56:14] |
| User377189 - Posts: 203 |
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From the video, when your Buy Stop is hit, there is a Sell Limit order being put on with its own set of attached orders. Is this what you are expecting? - Yes What we really do not understand and can not answer due to how the video jumps in real-time at 1:17 is that the Limit order that is set is a Sell Limit. Yet your log eventually shows a Long position. - The video is not jumping. The video is capturing the price jump. I am seeing this same behavior in many chart replay dates. Another example is in the data of 2024-07-05, where the data price abruptly jumps in similar fashion. I detected this due to anomaly in the profit $-value. The trade log records the long position but two things to note, a) The short/sell limit order that was triggered did not get filled even after multiple times price was at it and/or went through it and b) The DOM does not show the long trade being triggered, filled and/or closed for profit yet the trade log records the trade. |
| [2025-01-09 21:14:54] |
| John - SC Support - Posts: 37728 |
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Given the jump, then that means that you must have missing data that time. Without running a replay, go back and look at the data for that time period and ensure that you have the data covering the full time range that you are replaying.
For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2025-01-09 21:36:06] |
| User377189 - Posts: 203 |
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See attached files on market depth data. How can one make sure the data is complete?
Date Time Of Last Edit: 2025-01-10 20:55:43
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| [2025-01-09 21:50:40] |
| John - SC Support - Posts: 37728 |
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It has no dependency on the Market Depth files. We are referring to the actual trade data that makes up the bars of a chart. You need to look at the bars for a chart back at the time you were replaying and make sure all the bars are there. If not, then you will need to force a redownload of the data by following these instructions: Historical Intraday Data (Missing Data / Download Errors / Viewing More Data): Retrying the Download When There is Data in the Chart For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2025-01-09 22:33:31] |
| User377189 - Posts: 203 |
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I have intraday chart loaded but i am seeing the following error when i go to Edit >> Delete All Data And Download 2025-01-09 17:31:31.152 | F.US.USAU24 #1 | Delete and Download Intraday Data is only supported with Intraday charts. * |
| [2025-01-09 23:27:11] |
| John - SC Support - Posts: 37728 |
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You need to have that chart selected when you select the "Edit >> Delete All Data and Download" option. Given what you are seeing, you must have an Historical chart active when selecting that option.
For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2025-01-10 02:07:09] |
| User377189 - Posts: 203 |
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I forced a re-download of the data by following the instructions provided above. But the same thing occurred as clip provided earlier, when i replayed 2024-06-12
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| [2025-01-10 21:11:03] |
| Sierra_Chart Engineering - Posts: 18279 |
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Regarding post #7, make sure you are not using that command from a Trading DOM. Regarding the first post, the only relevant information we can think that applies is what is here: 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 Date Time Of Last Edit: 2025-01-10 21:12:23
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