Support Board
Date/Time: Wed, 12 Feb 2025 07:15:08 +0000
Post From: Prior Position Quantity (J7) not updating
| [2020-07-17 09:44:19] |
| rabbitTrader - Posts: 16 |
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Here is the behavior I'm continually seeing with Prior Position Quantity (J7): 0) with Sierra Chart closed, TradeActivityLogs files are deleted 1) start Sierra Chart with zero position sizes everywhere -> connect to BitMEX (live) and start 2) buy 1 contract ==> but two separate fills of 1 show up on the chart on precisely the same tick (when this happens, each time it says "Unspecified" under OrderStatus in the Trade Activity Log for the first fill, while the second fill correctly has OrderStatus of "Filled") ===>Position Quantity (J5) = 1 [correct] ===>Prior Position Quantity (J7) = 1 [perhaps correct in terms of the calculation, but incorrect in terms of what transpired; it should be 0, of course] 3) buy 2 additional contracts ==> again, two separate fills of 2 show up on the same tick (OrderStatus again is "Unspecified" for the first and "Filled" for the second) ===>Position Quantity (J5) = 3 [correct] ===>Prior Position Quantity (J7) = 4 [it should be 1, but it's 1_correct + 1_error + 2_error instead] It seems that these Unspecified "fills" are creating problems in the trade log. If you tell me that this behavior is to be expected and I need to live with it, then so be it. I'll figure out how to work around it, but I currently heavily rely on Prior Position Quantity for a lot of equations. Thanks for any help you can provide. (FYI: This system was tested extensively in simulation, and this issue did not occur even once.) Date Time Of Last Edit: 2020-07-17 10:14:21
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