Support Board
Date/Time: Fri, 14 Mar 2025 15:18:23 +0000
Spreadsheet for trading works perfectly in replay but fails in live trading
View Count: 227
| [2025-01-19 04:48:49] |
| User745789 - Posts: 371 |
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I have a trading spreadsheet that was expertly built by a very competent 3rd party. It has been extensively tested and performs perfectly in replay. The logic works every time. - The Spreadsheet System for Trading study opens a position with Attached Orders target and stop. - If price moves to the Attached Stop, position is reversed, and new Attached Orders are placed. - This works as expected in sim replay. See the attached image "replay" from the the Trade Activity Log. - However, in live trading the position reverses, but no Attached Orders are placed. See the attached "live" for the TAL. The reversal and new attached orders happen at 08:09:30. In the Live TAL image, I have highlighted in green where the attached target and stop are incorrectly cancelled. In Replay TAL you see no such cancellation, which is correct. In Replay TAL I have highlighted in yellow where the attached child orders of the new reversed position are placed. Can you offer some insight why it doesn't work as expected when trading live, and some solutions to resolve this? |
 Replay TAL.png / V - Attached On 2025-01-19 04:47:47 UTC - Size: 101.23 KB - 36 views Live TAL.png / V - Attached On 2025-01-19 04:47:53 UTC - Size: 428.4 KB - 38 views |
| [2025-01-19 21:26:46] |
| Sierra_Chart Engineering - Posts: 18784 |
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Go to the trade window for the chart that contains the automated trading system: Basic Trading and the Trade Window: Opening Trade Window for Chart or Trade DOM And make sure this is unchecked: Basic Trading and the Trade Window: Main/C >> Menu >> Orders >> Cancel Orders on Flat Position (chart specific) 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 |
| [2025-01-21 00:32:06] |
| User745789 - Posts: 371 |
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That solved the problem, thank you. But I note that that setting did not cause any problems in SIM relay, only live. Why is that? I think that there may be a problem in live trading. Using the following flow as an example with the reversal: 1. Open long position 2. Close long position at attached stop 3. Position is flat 4. Cancel remaining attached orders on flat position as per Trade window >> Menu >> Orders ... 5. Open new reversed short position 6. Place new attached profit target and stop loss for the reversed short position In live trading it is possible that 6 is happening after 3? Because the new attached orders for the new reversed position are being cancelled on flat, but the position isn't flat, it has been reversed in step 5. |
| [2025-01-29 19:20:11] |
| User745789 - Posts: 371 |
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This problem has returned despite the suggested solution being in place. In live trading the spreadsheet did not create an attached target take profit order nor stop loss. In replay SIM, the attached child orders are correctly placed. It just doesn't work in live trading reliably. Some days it does, some days it doesnt. Date Time Of Last Edit: 2025-01-29 20:32:30
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| [2025-01-29 22:20:58] |
| John - SC Support - Posts: 38659 |
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Are you actually reversing the position (i.e. a Long position is open and you reverse it) or are you closing one position and opening another (i.e. a Long position is closed, then a new Short position is opened). This has an impact on how things need to be setup.
For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2025-01-29 23:56:24] |
| User745789 - Posts: 371 |
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Support Reversals is set to Yes. The system is not closing a position, then opening another. It is Reversing. Date Time Of Last Edit: 2025-01-30 04:14:18
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| [2025-01-30 14:57:28] |
| John - SC Support - Posts: 38659 |
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When you have this occur, get us your "Trade Service Log" by following these instructions: Support Board Posting Information: Providing Lines From Trade Service Log 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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