Support Board
Date/Time: Sat, 23 Nov 2024 12:37:04 +0000
[Locked] - New High-Performance Trade Activity Log - Version 1885
View Count: 11411
| [2019-04-02 21:14:25] |
| |
|
We will see if there is a straightforward way to do this. We did see your other posts in regards to this, but we did not have time to look at it yet.
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, *change* to the Teton service: Sierra Chart Teton Futures Order Routing |
| [2019-04-05 02:53:58] |
| uM8137 - Posts: 183 |
|
Set to Fills, and Apply pressed, the [trades] tab on v1895 is missing some trades from fills shown on the [Trade Activity] tab. I can attach a simple zig-zag study that shows this if you can't reproduce it easily. I see the losses from on a 1 minute bar sim over a ESM19 chart from the last two days.
Date Time Of Last Edit: 2019-04-05 02:58:42
|
 sawfok.cpp - Attached On 2019-04-05 02:56:46 UTC - Size: 12.92 KB - 781 views |
| [2019-04-05 03:53:02] |
| |
|
This would be due to filtering. When the fills are first processed, any fill which is not at the start of a new position is going to get filtered out. After that all fills are added. This is only initial prefiltering. This ensures, that all of the Trades are properly aligned to the true position that existed at the time of the fill. This is completely normal. You can check this by looking at the very first fill in the Trade Activity tab and you will see that if it is not a fill at the start of a position then it will not be included. For example, if it is a Buy of quantity 1 and it has a Position quantity of 2 it is going to get filtered. 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, *change* to the Teton service: Sierra Chart Teton Futures Order Routing Date Time Of Last Edit: 2019-04-05 03:55:37
|
| [2019-04-05 04:11:48] |
| uM8137 - Posts: 183 |
|
I don't understand the terminology "start of a new position". In one sense, every fill changes your the count of shares or contracts held, and thus is a different, reasonably designated 'new', position in the market. At any rate, every trade from sawfok.cpp will reverse, going long then short, then long, then short... so every trade is definitely a new position. The lost fills make it radically different from v1882. The [trade] lines there properly alternate between long and short. |
| [2019-04-05 04:40:08] |
| |
|
Go to the Trade Activity tab. Select the very first earliest fill in the list and copy it with Edit >> Copy Selection and paste it here.
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, *change* to the Teton service: Sierra Chart Teton Futures Order Routing |
| [2019-04-05 09:44:59] |
| uM8137 - Posts: 183 |
|
For comparison, here is the start of the v1882 [Trades] tab that is complete, versus v1895 [Trades] tab that is missing a bunch of longs at the (minutesSinceMidnight % 10 == 0) time points. a) v1882 (correct); (full file attached as TradesList1882_proper_short_long_short_alternation_in_trades_tab.txt) Symbol Trade Type Entry DateTime Exit DateTime Entry Price Exit Price Trade Quantity Max Open Quantity Max Closed Quantity Profit/Loss (C) Symbol Profit/Loss (C) FlatToFlat Profit/Loss (C) FlatToFlat Max Open Profit (C) FlatToFlat Max Open Loss (C) Max Open Profit (C) Max Open Loss (C) Entry Efficiency Exit Efficiency Total Efficiency Commission (C) High Price While Open Low Price While Open Note Open Position Quantity Close Position Quantity [Sim]ESM19 (Sim1) Short 2019-04-03 00:05:00.003 BP 2019-04-03 00:10:00.003 EP 2865.50 2866.25 1 1 1 -42.50 -42.50 -42.50 F 0.00 -50.00 0.00 -50.00 100.0% 15.0% -85.0% 5.00 2866.50 2865.50 1 0 [Sim]ESM19 Long 2019-04-03 00:10:00.003 BP 2019-04-03 00:15:00.003 EP 2866.25 2866.50 1 1 1 7.50 -35.00 7.50 F 37.50 -12.50 37.50 -12.50 33.3% 40.0% 15.0% 5.00 2867.00 2866.00 1 0 [Sim]ESM19 Short 2019-04-03 00:15:00.003 BP 2019-04-03 00:20:00.003 EP 2866.50 2866.75 1 1 1 -17.50 -52.50 -17.50 F 25.00 -12.50 25.00 -12.50 50.0% -13.3% -46.7% 5.00 2866.75 2866.00 1 0 [Sim]ESM19 Long 2019-04-03 00:20:00.003 BP 2019-04-03 00:25:00.003 EP 2866.75 2866.50 1 1 1 -17.50 -70.00 -17.50 F 12.50 -12.50 12.50 -12.50 0.0% -20.0% -70.0% 5.00 2867.00 2866.50 1 0 b) v1895, missing longs: (full file attached as TradesList1895_missing_longs.txt) Symbol Trade Type Entry DateTime Exit DateTime Entry Price Exit Price Trade Quantity Max Open Quantity Max Closed Quantity Profit/Loss (C) Symbol Profit/Loss (C) FlatToFlat Profit/Loss (C) FlatToFlat Max Open Profit (C) FlatToFlat Max Open Loss (C) Max Open Profit (C) Max Open Loss (C) Entry Efficiency Exit Efficiency Total Efficiency Commission (C) High Price While Open Low Price While Open Note Open Position Quantity Close Position Quantity [Sim]ESM19 (Sim1) Short 2019-04-03 00:05:00.003 BP 2019-04-03 00:10:00.003 EP 2865.50 2866.25 1 1 1 -37.50 -37.50 -37.50 F 0.00 -37.50 0.00 -37.50 100.0% 0.0% -100.0% 0.00 2866.25 2865.50 1 0 [Sim]ESM19 Short 2019-04-03 00:15:00.003 BP 2019-04-03 00:20:00.003 EP 2866.50 2866.75 1 1 1 -12.50 -50.00 -12.50 F 0.00 -12.50 0.00 -12.50 100.0% 0.0% -100.0% 0.00 2866.75 2866.50 1 0 [Sim]ESM19 Short 2019-04-03 00:25:00.003 BP 2019-04-03 00:30:00.003 EP 2866.50 2867.50 1 1 1 -50.00 -100.00 -50.00 F 0.00 -50.00 0.00 -50.00 100.0% 0.0% -100.0% 0.00 2867.50 2866.50 1 0 [Sim]ESM19 Short 2019-04-03 00:35:00.003 BP 2019-04-03 00:40:00.003 EP 2868.50 2868.75 1 1 1 -12.50 -112.50 -12.50 F 0.00 -12.50 0.00 -12.50 100.0% 0.0% -100.0% 0.00 2868.75 2868.50 1 0 Steps to reproduce: a) *** I note that a "cold boot" of SC may be need to reproduce. After a running an SC instance for a while, the TradeLog reports will change. Start to reproduce the bug by restarting your SierraChart_64.exe v1895 process. b) Contract: ESM19, 1 minute bar chart backtest with sawfok.cpp default settings. c) Continuous contract: None. d) Use Date Range: 2019-04-3 to 2019-04-04 e) Session Times: StartTime: 00:00:00 EndTime:23:59:59 f) (day session; Use evening session *un*-checked). g) Analysis -> Build Custom Studies DLL -> build sawfok.cpp h) Studies Window -> Add Custom Study -> Add the Saw_FOK_Buy0_Sell5 study from sawfok_64.dll g) Run Bar-based-backtest on the 1 minute ESM19 chart. |
| TradesList1895_missing_longs.txt - Attached On 2019-04-05 09:43:20 UTC - Size: 95.94 KB - 834 views TradesList1882_proper_short_long_short_alternation_in_trades.txt - Attached On 2019-04-05 09:43:30 UTC - Size: 100.87 KB - 726 views |
| [2019-04-05 10:01:09] |
| uM8137 - Posts: 183 |
|
You requested the [TradeActivity] logs (attached here) very earliest fill line: a) v1882 Order 2019-04-03 00:05:00.000 [Sim]ESM19 Auto-trade: Bar Backtest: ESM19 [M] 1 Min #1 | Saw_FOK_Buy0_Sell5 | SellEntry | Bar start date-time: 2019-04-03 00:04:00.000 | Last: 2865.75 352460 Market 1 Sell Order Sent Sim1 Open b) v1895 Fill 2019-04-03 00:05:00.003 [Sim]ESM19 Trade simulation fill. Bid: 2865.50 Ask: 2865.75 Last: 2865.75 3941 3941 Market 1 Sell Filled 2865.50 1 Sim1 Open -1 3941.1 |
| TradeActivityLog1882.txt - Attached On 2019-04-05 09:57:11 UTC - Size: 401.77 KB - 834 views TradeActivityLog1895_missing_longs.txt - Attached On 2019-04-05 09:57:20 UTC - Size: 98.71 KB - 757 views |
| [2019-04-05 18:07:47] |
| |
|
We wish users would follow our instructions instead of thinking they know what we need. You are not providing us exactly what we need and you are also providing unnecessary information which is not needed or useful. What we want you to do is to go to the TradeActivityLogs folder and provide us the Simulated trade activity log files for the dates that you are displaying in the Trade Activity Log and we will look at this. Attach them here following these instructions: https://www.sierrachart.com/index.php?page=PostingInformation.php#AttachFile Just attach the minimum number of files. Include only the first two dates that are being displayed in the Trade Activity Log. And also understand that those log files use UTC time. After a running This is not due to the Trade Activity Log itself. There is another explanation for this.
an SC instance for a while, the TradeLog reports will change. 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, *change* to the Teton service: Sierra Chart Teton Futures Order Routing Date Time Of Last Edit: 2019-04-05 18:08:51
|
| [2019-04-10 01:10:28] |
| Tom Hanks - Posts: 20 |
|
When I run a new back test (bar based or replay) it no longer clears out the old trade activity log data. It still asks if I want to clear out the data when I start the test, but it doesn't do it. It will actually just add the orders to the trade activity log in addition to what was already there. The totals for the new trade run will be added to what was already there. I can clear the trade activity log data before a new backtest by using the clear option from the edit menu, but I would prefer to do it the old way. Is this by design or an accident? Thanks |
| [2019-04-10 01:57:02] |
| |
|
In regards to post #33 this should not be the case. We are testing this now.
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, *change* to the Teton service: Sierra Chart Teton Futures Order Routing |
| [2019-04-10 03:51:03] |
| |
|
We determined what the problem is. The trade activity data is actually getting cleared, but the problem is the Trade Activity Log itself still shows it. But if you were to click Apply there, it would then refresh the list so you would only see a single copy of the data. We are fixing this now. Because of the asynchronous nature of how the Trade Activity data now works and being the data is handled on a background thread, there are some unexpected issues that do have to be worked out. The overall functionality of what has been developed has always been stable and reliable. The core issues of the reported problems, are rather simple and have been easily resolved. 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, *change* to the Teton service: Sierra Chart Teton Futures Order Routing Date Time Of Last Edit: 2019-04-11 06:12:27
|
| [2019-04-11 06:11:01] |
| |
|
In regards to post #35, there was an implementation problem where charts are getting notified on a full clear operation of trade activity for the symbol and trade account, when they should not be. This could cause some issues with back testing. This is going to be resolved in 1899 which we are releasing in about an hour.
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, *change* to the Teton service: Sierra Chart Teton Futures Order Routing |
| [2019-04-11 15:56:37] |
| User88 - Posts: 40 |
|
Starting from v1898, commission is not read correctly in trades tab. I have to revert back to v1894 |
| [2019-04-12 01:11:34] |
| user8888 - Posts: 159 |
|
yes, same here. I had the commisions entered in 3 instances for 20+ symbols. they seem to have dissapeared. they are not in symbols settings anymore. is it possible to recover them? |
| [2019-04-12 03:38:48] |
| |
|
Post 37 and 38 are different issues. We will resolve post 37. In regards to post 38, if you performed a Full Reset of the symbol settings, the commissions will be have been lost. 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, *change* to the Teton service: Sierra Chart Teton Futures Order Routing Date Time Of Last Edit: 2019-04-12 03:39:24
|
| [2019-04-12 04:13:21] |
| user8888 - Posts: 159 |
|
I have not performed a full reset of the symbol settings
|
| [2019-04-12 05:18:55] |
| |
|
It might relate to the work that is being done on Symbol Settings that is documented here: What is Sierra Chart Working On | Post: 172395 We will have to check on this. 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, *change* to the Teton service: Sierra Chart Teton Futures Order Routing |
| [2019-04-18 00:18:46] |
| Acro - Posts: 441 |
|
In the Trades tab of the Activity Log, my commission is not showing correctly. I have set it to be 4.08 round turn per contract but it is showing as 0.08. Not sure why see attached screenshot |
 SierraChart_64_2019-04-17_20-14-23.png / V - Attached On 2019-04-18 00:18:20 UTC - Size: 2.38 KB - 629 views |
| [2019-04-19 03:40:34] |
| |
|
This has already been resolved in the current version. Which is now 1906.
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, *change* to the Teton service: Sierra Chart Teton Futures Order Routing |
| [2019-04-19 03:41:16] |
| |
|
In regards to post 40, we do not know what the cause is but it is not related to the work being done on Symbol Settings.
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, *change* to the Teton service: Sierra Chart Teton Futures Order Routing |
| [2019-05-06 17:59:54] |
| User237090 - Posts: 14 |
|
Good Day Sierra Charts. Updated to version 1915 64_bit version on the weekend and since then my "trade activity log" isn't logging trades or keeping statistics. Is there a file (made with the previous version) that I have to delete or something else I need to do to make it work with this version? I think I was using the 32_bit version last week. I'm attaching my TradeActivityLog.data file. regards, |
Private File Attachment Deleted. |
| [2019-05-06 20:18:47] |
| |
|
Go through the step-by-step instructions here and make sure the settings at the top of the Trade Activity Log are correct: Trade Activity Log: Viewing Historical Trade Activity That really could be the only issue. And we did look at your attached file, and it does contain simulated Trading activity for May 6, 2019. We can tell you are using Rithmic. 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, *change* to the Teton service: Sierra Chart Teton Futures Order Routing Date Time Of Last Edit: 2019-05-06 20:21:54
|
| [2019-06-11 02:14:53] |
| |
|
We have added Last In First Out (LIFO) order fill matching both within charts and the Trade Activity Log. To enable this on the Trade Activity Log, check the option for this from the Edit menu of that window. In the case of a chart there is a new chart setting in Chart >> Chart Settings >> Advanced Settings 3 for this. 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, *change* to the Teton service: Sierra Chart Teton Futures Order Routing |
| [2019-07-04 09:15:49] |
| Ed1 - Posts: 3 |
|
Why is the trading log showing an open position with 2 contracts on the 2m chart when the DOM doesn't show any open positions, nor does the other chart (60m) show an open position?
|
| 2019-07-04 02_10_50-CompatWindow.png / V - Attached On 2019-07-04 09:15:33 UTC - Size: 123.96 KB - 715 views |
| [2019-07-05 08:31:08] |
| |
|
Refer to this section here: Trade Activity Log: Solving Inaccurate Trade Statistics for Charts Field Values (Solving Inaccurate Trade Statistics for Charts Field Values) We will not be providing any further answer about this. You need to read and understand that section. 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, *change* to the Teton service: Sierra Chart Teton Futures Order Routing Date Time Of Last Edit: 2019-07-05 08:53:12
|
| [2019-10-28 07:02:14] |
| User234172 - Posts: 44 |
|
Trade activity will only show P/L values for (C), it will not show any values for (t) or (T) or (p) regardless of the settings chosen.
Date Time Of Last Edit: 2019-10-28 07:28:38
|
To post a message in this thread, you need to log in with your Sierra Chart account: