Support Board
Date/Time: Fri, 29 Nov 2024 12:57:51 +0000
Post From: Spreadsheet System for Trading, K3=1 but didn’t send BuyEntry
| [2023-02-14 16:12:47] |
| PeaceFrog - Posts: 105 |
|
Hi John, I’ve just noticed that the Live System again did not send the Buy Entry Order when K3=1 but when I switch the System to Simulation Mode and changed “Send Orders To Trade Service” from “Yes” to “No” the System does send it. In Simulation Mode, K3 changes from =0 to =1 at 2023-02-14 at 06:50:00, it sends the Buy Entry Order, which is filled right away and also sends the Buy Exit Order. The Buy Entry and Buy Exit are both sent at the prices represented in J22 an J23 respectively. One thing I did notice is that the formula in K3 is supposed to change to “1” when U3=45.12 and in the Simulation Spreadsheet at 06:50:00 U3=45.120000000000005, even though when the condition in U3 is “positive” it’s supposed to return “45.12”. This difference between “45.120000000000005” and “45.12” did not affect the Simulation Mode System's ability to send the order, maybe it does when Live? The Number Format is U3 is set to “Default”. For the Trade Service Log entries, there is nothing at 06:50:00. I changed Sierra Chart to Simulation Mode at 2023-02-14 at 07:20:36.1116, then changed “Send Orders To Trade Service” from “Yes” to “No”, and then started a replay at 06:49:58 and “Jumped” by 1 Unit increments until 06:50:00 when K3=1. Here is the Trade Service Log: CQG WebAPI | Received Order Status with transaction_status_size = 0. | 2023-02-13 19:10:57.645 * Flagging to reload Trades list in charts | Symbol: (unset) | TradeAccount: (unset) | 2023-02-14 07:20:36.116 TradeActivity files query time: 0.002352 seconds. Entries: 0. Current queries: 1 | 2023-02-14 07:20:36.180 TradeActivity files query time: 0.002802 seconds. Entries: 0. Current queries: 1 | 2023-02-14 07:20:36.214 TradeActivity files query time: 0.000641 seconds. Entries: 0. Current queries: 1 | 2023-02-14 07:20:36.427 TradeActivity files query time: 0.000094 seconds. Entries: 0. Current queries: 1 | 2023-02-14 07:20:36.447 TradeActivity files query time: 0.000065 seconds. Entries: 0. Current queries: 1 | 2023-02-14 07:20:36.454 TradeActivity files query time: 0.000620 seconds. Entries: 0. Current queries: 1 | 2023-02-14 07:20:36.502 TradeActivity files query time: 0.000583 seconds. Entries: 1. Current queries: 1 | 2023-02-14 07:20:36.557 TradeActivity files query time: 0.000591 seconds. Entries: 0. Current queries: 1 | 2023-02-14 07:20:36.570 TradeActivity files query time: 0.000598 seconds. Entries: 1. Current queries: 1 | 2023-02-14 07:20:36.590 TradeActivity files query time: 0.000581 seconds. Entries: 1. Current queries: 1 | 2023-02-14 07:20:36.595 TradeActivity files query time: 0.000588 seconds. Entries: 0. Current queries: 1 | 2023-02-14 07:20:36.668 TradeActivity files query time: 0.000581 seconds. Entries: 1. Current queries: 1 | 2023-02-14 07:20:36.692 TradeActivity files query time: 0.000577 seconds. Entries: 0. Current queries: 1 | 2023-02-14 07:20:36.882 TradeActivity files query time: 0.000581 seconds. Entries: 1. Current queries: 1 | 2023-02-14 07:20:37.111 TradeActivity files query time: 0.000597 seconds. Entries: 1. Current queries: 1 | 2023-02-14 07:20:37.161 TradeActivity files query time: 0.000648 seconds. Entries: 0. Current queries: 1 | 2023-02-14 07:20:37.213 TradeActivity files query time: 0.000580 seconds. Entries: 0. Current queries: 1 | 2023-02-14 07:20:37.452 TradeActivity files query time: 0.000581 seconds. Entries: 0. Current queries: 1 | 2023-02-14 07:20:37.507 TradeActivity files query time: 0.000577 seconds. Entries: 0. Current queries: 1 | 2023-02-14 07:20:37.562 TradeActivity files query time: 0.000577 seconds. Entries: 0. Current queries: 1 | 2023-02-14 07:20:37.636 TradeActivity files query time: 0.000574 seconds. Entries: 0. Current queries: 1 | 2023-02-14 07:20:37.690 TradeActivity files query time: 0.000066 seconds. Entries: 0. Current queries: 1 | 2023-02-14 07:20:37.720 TradeActivity files query time: 0.000063 seconds. Entries: 0. Current queries: 1 | 2023-02-14 07:20:37.787 Cleared global profit/loss management data for Sim1. | 2023-02-14 07:21:11.319 Cleared trade data | Symbol: [Sim]F.US.CA6H23 | TradeAccount: Sim1 | 2023-02-14 07:21:11.319 TradeActivity files query time: 0.000895 seconds. Entries: 0. Current queries: 1 | 2023-02-14 07:21:11.320 Flagging to reload Trades list in charts | Symbol: [Sim]F.US.CA6H23 | TradeAccount: Sim1 | 2023-02-14 07:21:11.333 TradeActivity files query time: 0.216971 seconds. Entries: 0. Current queries: 1 | 2023-02-14 07:21:11.550 TradeActivity files query time: 0.001474 seconds. Entries: 0. Current queries: 1 | 2023-02-14 07:21:11.592 TradeActivity files query time: 0.000070 seconds. Entries: 0. Current queries: 1 | 2023-02-14 07:21:11.626 TradeActivity files query time: 0.000059 seconds. Entries: 0. Current queries: 1 | 2023-02-14 07:21:11.652 TradeActivity files query time: 0.002242 seconds. Entries: 1. Current queries: 2 | 2023-02-14 07:21:11.669 TradeActivity files query time: 0.000728 seconds. Entries: 1. Current queries: 1 | 2023-02-14 07:21:11.669 TradeActivity files query time: 0.000747 seconds. Entries: 1. Current queries: 1 | 2023-02-14 07:21:11.672 TradeActivity files query time: 0.000838 seconds. Entries: 1. Current queries: 1 | 2023-02-14 07:21:11.677 TradeActivity files query time: 0.000888 seconds. Entries: 1. Current queries: 1 | 2023-02-14 07:21:11.698 TradeActivity files query time: 0.000062 seconds. Entries: 0. Current queries: 1 | 2023-02-14 07:21:11.703 TradeActivity files query time: 0.000918 seconds. Entries: 1. Current queries: 1 | 2023-02-14 07:21:11.890 TradeActivity files query time: 0.000097 seconds. Entries: 0. Current queries: 1 | 2023-02-14 07:21:11.913 Here is the Message Log: 6CM18-CME 45 Min #12 | Reloading chart. | 2023-02-13 17:37:31.281 F.US.CA6H23[M] 10 Min #2 | StartDateTimeForLoadingOrderFills: 208-12-31 13:50:00 | 2023-02-14 07:20:36.178 F.US.CA6U15[M] 45 Min #4 | StartDateTimeForLoadingOrderFills: 00:00:00 | 2023-02-14 07:20:36.211 F.US.CA6Z21[M] 10 Min #11 | StartDateTimeForLoadingOrderFills: 00:00:00 | 2023-02-14 07:20:36.426 F.US.CA6H23[M] 60 Min #2 | StartDateTimeForLoadingOrderFills: 209-01-01 10:10:00 | 2023-02-14 07:20:36.447 F.US.CA6H23[M] 20 Min #2 | StartDateTimeForLoadingOrderFills: 208-12-30 10:10:00 | 2023-02-14 07:20:36.454 F.US.CA6Z22[M] 60 Min #8 | StartDateTimeForLoadingOrderFills: 00:00:00 | 2023-02-14 07:20:36.501 F.US.CA6H23[M] 60 Min #18 | StartDateTimeForLoadingOrderFills: 00:00:00 | 2023-02-14 07:20:36.556 F.US.CA6M20[M] 5 Min #6 | StartDateTimeForLoadingOrderFills: 00:00:00 | 2023-02-14 07:20:36.570 F.US.CA6H23[M] 60 Min #25 | StartDateTimeForLoadingOrderFills: 00:00:00 | 2023-02-14 07:20:36.589 F.US.CA6H23[M] 135 Min #24 | StartDateTimeForLoadingOrderFills: 00:00:00 | 2023-02-14 07:20:36.594 6CZ19-CME 5 Min #3 | StartDateTimeForLoadingOrderFills: 00:00:00 | 2023-02-14 07:20:36.667 F.US.CA6H23[M] 45 Min #23 | StartDateTimeForLoadingOrderFills: 00:00:00 | 2023-02-14 07:20:36.692 F.US.CA6M20[M] 5 Min #3 | StartDateTimeForLoadingOrderFills: 00:00:00 | 2023-02-14 07:20:36.882 F.US.CA6H23[M] 20 Min #3 | StartDateTimeForLoadingOrderFills: 00:00:00 | 2023-02-14 07:20:37.110 F.US.CA6H23[M] 60 Min #8 | StartDateTimeForLoadingOrderFills: 00:00:00 | 2023-02-14 07:20:37.161 6CM19-CME 5 Min #3 | StartDateTimeForLoadingOrderFills: 00:00:00 | 2023-02-14 07:20:37.212 F.US.CA6M20[M] 15 Min #5 | StartDateTimeForLoadingOrderFills: 00:00:00 | 2023-02-14 07:20:37.451 F.US.CA6U15[M] 15 Min #3 | StartDateTimeForLoadingOrderFills: 00:00:00 | 2023-02-14 07:20:37.507 6CU20-CME 5 Min #3 | StartDateTimeForLoadingOrderFills: 00:00:00 | 2023-02-14 07:20:37.561 F.US.CA6U15[M] 10 Min #11 | StartDateTimeForLoadingOrderFills: 00:00:00 | 2023-02-14 07:20:37.636 6CU16-CME 10 Min #11 | StartDateTimeForLoadingOrderFills: 00:00:00 | 2023-02-14 07:20:37.689 F.US.CA6H23[M] 5 Min #2 | StartDateTimeForLoadingOrderFills: 209-01-01 10:10:00 | 2023-02-14 07:20:37.720 F.US.CA6H23[M] 15 Min #2 | StartDateTimeForLoadingOrderFills: 208-12-28 10:10:00 | 2023-02-14 07:20:37.787 Paused 60X: F.US.CA6H23[M] 5 Min #2 | Reloading chart. | 2023-02-14 07:21:11.322 F.US.CA6H23[M] 10 Min #2 | StartDateTimeForLoadingOrderFills: 208-12-31 13:50:00 | 2023-02-14 07:21:11.591 F.US.CA6H23[M] 60 Min #2 | StartDateTimeForLoadingOrderFills: 209-01-01 10:10:00 | 2023-02-14 07:21:11.626 F.US.CA6H23[M] 20 Min #2 | StartDateTimeForLoadingOrderFills: 208-12-30 10:10:00 | 2023-02-14 07:21:11.652 F.US.CA6H23[M] 60 Min #18 | StartDateTimeForLoadingOrderFills: 00:00:00 | 2023-02-14 07:21:11.666 F.US.CA6H23[M] 60 Min #25 | StartDateTimeForLoadingOrderFills: 00:00:00 | 2023-02-14 07:21:11.668 F.US.CA6H23[M] 135 Min #24 | StartDateTimeForLoadingOrderFills: 00:00:00 | 2023-02-14 07:21:11.672 F.US.CA6H23[M] 45 Min #23 | StartDateTimeForLoadingOrderFills: 00:00:00 | 2023-02-14 07:21:11.676 F.US.CA6H23[M] 20 Min #3 | StartDateTimeForLoadingOrderFills: 00:00:00 | 2023-02-14 07:21:11.697 Paused 60X: F.US.CA6H23[M] 5 Min #2 | StartDateTimeForLoadingOrderFills: 209-01-01 10:10:00 | 2023-02-14 07:21:11.703 F.US.CA6H23[M] 60 Min #8 | StartDateTimeForLoadingOrderFills: 00:00:00 | 2023-02-14 07:21:11.889 F.US.CA6H23[M] 15 Min #2 | StartDateTimeForLoadingOrderFills: 208-12-28 10:10:00 | 2023-02-14 07:21:11.913 Here is the Trade Activity Log in Simulation Mode: Orders [Sim]F.US.CA6H23 2023-02-12 17:35:23.580687 Flagging to reload Trades list in charts Unspecified Sim1 0.00 Day Orders [Sim]F.US.CA6H23 2023-02-14 06:50:00.415000 Auto-trade: Replay 60X: F.US.CA6H23[M] 5 Min #2 | CA6 - H11-Z22 - 515ADX | BuyEntry | Formula: Buy Entry at row 3 is TRUE. | Bar start date-time: 2023-02-14 06:50:00.000 | Last: 0.74885 | AO=0 Order Sent Buy Limit 1 0.74890 Open 122223 Sim1 0.00 Day Orders [Sim]F.US.CA6H23 2023-02-14 06:50:00.415001 Simulated order accepted Open Buy Limit 1 0.74890 Open 122223 122223 Sim1 0.00 Day Orders [Sim]F.US.CA6H23 2023-02-14 06:50:00.415002 Trade simulation fill. Bid: 0.74880 Ask: 0.74885 Last: 0.74885 Filled Buy Limit 1 0.74890 Open 0.74885 1 122223 122223 Sim1 0.00 Day Fills [Sim]F.US.CA6H23 2023-02-14 06:50:00.415003 Trade simulation fill. Bid: 0.74880 Ask: 0.74885 Last: 0.74885 Filled Buy Limit 1 0.74890 Open 0.74885 1 122223 122223 Sim1 1 122223.1 0.00 Day Orders [Sim]F.US.CA6H23 2023-02-14 06:50:00.415004 Auto-trade: Paused 60X: F.US.CA6H23[M] 5 Min #2 | CA6 - H11-Z22 - 515ADX | BuyExit | Formula: Buy Exit (Sell) at row 3 is TRUE. | Bar start date-time: 2023-02-14 06:50:00.000 | Last: 0.74885 | AO=0 Order Sent Sell Limit 1 0.74930 Close 122224 Sim1 1 0.00 Day Orders [Sim]F.US.CA6H23 2023-02-14 06:50:00.415005 Simulated order accepted Open Sell Limit 1 0.74930 Close 122224 122224 Sim1 1 0.00 Day Orders [Sim]F.US.CA6H23 2023-02-14 07:21:11.319511 Cleared trade data Unspecified Sim1 0.00 Day Orders [Sim]F.US.CA6H23 2023-02-14 07:21:11.333873 Flagging to reload Trades list in charts Unspecified Sim1 0.00 Day And here is the Trade Activity Log in Live Mode: Positions F.US.CA6H23 2023-02-12 22:32:26.091072 Removing Position with quantity of 0 Unspecified 91648 0.00 Orders 2023-02-14 07:20:36.070567 Trade Simulation Mode has been enabled. Toggled by user Unspecified None 0.00 Day Orders 2023-02-14 07:20:36.116126 Flagging to reload Trades list in charts Unspecified None 0.00 Day Can you tell me why the Live System didn’t send the Buy Entry Order (and subsequently Buy Exit Order) and why the Simulation System did? Thank you very much. |