Support Board
Date/Time: Fri, 14 Mar 2025 15:24:01 +0000
Spreadhseet for trading works in SIM replay but not in Live
View Count: 291
| [2025-01-22 05:48:42] |
| User745789 - Posts: 371 |
|
I have a trading spreadsheet that was expertly built by a 3rd party and has been extensively tested in replay and works perfectly in that environment. I started live trading this week. Today in live trading it failed in the following way that can not be replicates in SIM replay: - the spreadsheet opened a long position of 5 lots with attached target and stop loss - when the trade moved X ticks into profit, the spreadsheet correctly added another 5 lots to the position, doubling it to 10 lots. - the attached take profit and stop loss orders were not updated to 10 lots, they incorrectly remained at 5 lots. See image "Live" After the session I replayed the exact trade in SIM, and it worked perfectly: the attached orders were increased to 10 lots along with the position. See image "Replay". The TAL for the live session makes no mention of scaling in or changing child orders. However in the replay TAL there are two lines that do that... "Scale-In: Increasing quantity of child order by 5 due to order fill on the same side". There is one entry for the target and one for the stop loss. These entries do not exist in the live TAL. I have attached that Live TAL. The scale-in happened at 08:33:05 Note that I am using the study "Trade Management by Study". Can you please suggest a solution? Date Time Of Last Edit: 2025-01-22 05:50:06
|
 Replay.png / V - Attached On 2025-01-22 05:47:29 UTC - Size: 18.51 KB - 35 views Live TAL.png / V - Attached On 2025-01-22 05:47:35 UTC - Size: 412.15 KB - 35 views |
| [2025-01-23 01:30:00] |
| User745789 - Posts: 371 |
|
Update: I note that Trade Window >> Menu >> Orders >> Support Scale In was checked. My attached orders come from the spreadsheet and Trade Management by Study. They do not come from the Trade Window (however, 'Use Attached Orders' is checked) Date Time Of Last Edit: 2025-01-23 01:37:25
|
| [2025-01-27 17:25:08] |
| User745789 - Posts: 371 |
|
Hello, I was hoping this could be addressed. Scale-In adjustment of attached orders did not work in live trading, as per the attached trade activity log.
|
| [2025-01-30 00:01:26] |
| Sierra_Chart Engineering - Posts: 18784 |
|
This is a chargeable analysis. Refer to: Trade Activity Log Analysis: Support Assisted Trade Activity Log Analysis We will not be looking at this unless it is agreed to be paid for. And allow time for us to get to this. It could be two weeks or more. 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 |
| [2025-02-18 01:55:16] |
| User745789 - Posts: 371 |
|
I have had another rare occurance of this issue in live trading. I would like to engage in paid help per your last post. Though I am not sure what you hope to find in the TAL as the required Scale-In instructions are missing. Here is the problem - the spreadsheet opened a long position of 1 lot with attached target and stop loss - when the trade moved X ticks into profit, the spreadsheet correctly added another 1 lot to the position, doubling it to 2 lots. - the attached take profit and stop loss orders were not updated to 2 lots with Scale-In, they incorrectly remained at 1 lot. See image attached "chart" - note quantities do not match after Scale-In I have looked at the TAL for a session where Scale-In worked correctly. See attached "TAL_correct", these items in green are MISSING from the TAL for the session where the attached orders did not increase in quantity correctly. In the session where it didn't work, SC never sent the instruction for Scale-In and increase quantity of child orders - I had to increase the attached order quantity manually. This is live trading. If I replay this session in SIM, everything works correctly - the attached orders have quantity increased to match the Scale-In. It only fails in live trading, and not very frequently, it is intermittent. How do I proceed in solving the serious issue with paid help? Date Time Of Last Edit: 2025-02-18 02:00:50
|
| TAL_correct.png / V - Attached On 2025-02-18 01:53:27 UTC - Size: 48.59 KB - 23 views |
| [2025-02-23 20:18:59] |
| Sierra_Chart Engineering - Posts: 18784 |
|
Pending review.
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 |
| [2025-02-28 01:42:38] |
| Sierra_Chart Engineering - Posts: 18784 |
|
We are starting to look this over. The question is whether the conditions documented here have been met for Scaling In: Attached Orders: Scaling In Based upon what we see, Attached Orders were not enabled because if they were enabled and the Scaling In action was not performed, then you would still see attached orders but they would be a separate set of them. You need to examine the Order Action Source field for the first record for this additional order that has been sent by the spreadsheet and see if it contains this text: AO=1
If not or it shows AO = 0, it means Attached Orders were not enabled. And this is the reason for the 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, use the Teton service: Sierra Chart Teton Futures Order Routing Date Time Of Last Edit: 2025-02-28 02:23:40
|
| [2025-03-05 04:28:40] |
| User745789 - Posts: 371 |
|
The question is whether the conditions documented here have been met for Scaling In:
Attached Orders: Scaling In Yes, all conditions met. Except that the attached orders come from cells J80 and J81 rather than the Trade Window. But on Trade Window, Attached Orders is selected. You need to examine the Order Action Source field for the first record for this additional order that has been sent by the spreadsheet and see if it contains this text:
AO=1 Yes, for the day where size was not increased for Scale-In, there is AO=1. Please see attached image. What else might cause Scale-In to intermittently not work for attached child orders? |
| 2025-03-05 12_03_46-Untitled spreadsheet - Google Sheets.png / V - Attached On 2025-03-05 04:28:32 UTC - Size: 35.26 KB - 12 views |
| [2025-03-06 19:51:17] |
| Sierra_Chart Engineering - Posts: 18784 |
|
Were those attached orders in the screenshot sent and became working orders? We cannot tell why scaling in did not work but here are complete details of the required conditions: Attached Orders: Scaling In We are just getting little snippets of information. It is impossible for us to be analyzing this. We do not have the Trade Activity Log. 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: 2025-03-06 19:51:24
|
| [2025-03-07 01:08:17] |
| User745789 - Posts: 371 |
|
Were those attached orders in the screenshot sent and became working orders?
Screenshot in post #5 shows working orders after the Scale-IN, but without increased quantity (position is 2 lots, attached orders only 1 lot.) Thank you for considering this issue. I have attached two TAL files. 1. MHI_Problem_TradeActivityLog_2025-02-18 ... this is the TAL for a trade on Feb 18th where Scale-In did not work (which is rare, but does happen) At 9:31:04 I manually increased the qty for attached orders after Scale-In failed. This is row 43 in a spreadsheet view. And for comparison: 2. MHI_Correct_TradeActivityLog_2025-02-17 ... this is the TAL for a trade on Feb 17th where Scale-In worked correctly (as it usually does). At 9:30:10 you see the second fill and the Scale-In comments in row 48 in a spreadsheet. |
 MHI_Problem_TradeActivityLog_2025-02-18.txt - Attached On 2025-03-07 01:07:43 UTC - Size: 14.34 KB - 9 views MHI_Correct_TradeActivityLog_2025-02-17.txt - Attached On 2025-03-07 01:07:51 UTC - Size: 17.1 KB - 6 views |
| [2025-03-07 19:38:01] |
| Sierra_Chart Engineering - Posts: 18784 |
|
Screenshot in post #5 shows working orders after the Scale-IN, but without increased quantity (position is 2 lots, attached orders only 1 lot.) Also the trade activity files are not in the correct format. They need to be the actual files.: Trade Activity Log: Providing Trade Activity Log File to Support And as we said this will be a chargeable analysis. We are not going to do this for free. 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: 2025-03-07 19:39:35
|
| [2025-03-08 00:44:01] |
| User745789 - Posts: 371 |
|
We do not see the new Attached Orders. We see what looks like existing Attached Orders apparently.
Yes, there are existing attached orders and the quantity for those orders did not increase when the position size increased. That is the essence of the entire problem. That's what I am trying to solve. There was no Scale-In increase in qty size for the existing attached orders.. I am prepared to pay for help, though I think this is a SC problem, not a problem with my work. I attached: TradeActivityLog_2025-02-18_UTC.BZO1202.data. This is the day when Scale-In did not work. - the initial fill for 1 lot is at 09:30:33.941550. - stop and limit attached orders are immediately created - the second fill that increases position size to 2 lots is at 09:30:44.965711 - immediately following that there should be "Scale-In" messages in the TAL saying that attached orders have had their qty increased. But they are not present. I can provide another TAL file from another day where they do exist. - At 09:31:03 you can see where I manually increased the size of the attached orders to 2 lots to match the position size. I did this because SC didn't do it automatically as it should do. If I replay Feb 18th in SIM, then the Scale-In attached order quantities increase as expected. Date Time Of Last Edit: 2025-03-08 00:45:08
|
Private File |
| [2025-03-08 02:36:18] |
| Sierra_Chart Engineering - Posts: 18784 |
|
What is important to understand is that if the existing attached orders did not get increased in quantity, the new attached orders get sent. It is not possible for there to be a scenario where the new attached orders were not sent and do not become working and open orders, and the existing attached orders did not get increased from a scale in detection, either. Yes, there are existing attached orders and the quantity for those orders did not increase when the position size increased. That is the essence of the entire problem. That's what I am trying to solve. There was no Scale-In increase in qty size for the existing attached orders..
We will do our best to see what has happened. 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 |
To post a message in this thread, you need to log in with your Sierra Chart account: