Support Board
Date/Time: Sat, 23 Nov 2024 18:27:27 +0000
Post From: Spreadsheet autotrade replay is entering when condition is zero
| [2024-08-06 04:25:08] |
| User745789 - Posts: 313 |
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Thank you for your ongoing support. Lets see if we can get you that gift voucher. If it helps and you have Eurex data, I can attach the chartbook? With 'Signal Only On Bar Close' set to No, your entry will be at first occurrence intrabar.
Is this your intention? I am set to No. Intra-bar Stop entry is desired. As a work-around for avoiding the problems that seem to come with stop entries, I am thinking about a logic that enters at bar close at market if bar close is > previous bar H+1. But I do not wish to go down that path yet. Is it your intention to have multiple signals in the same bar?
No. I am experimenting with multiple signals in the same direction since the stop entry doesn't adjust on its own (which if I understand that correctly, it is an obvious flaw in the operation of an "auto" system. See image5 for example: the buy stop entry was triggered on the yellow bar. It should have been revised downwards on the orange bar - as per the spreadsheet calculations - And it should have entered on the pink bar at High of orange bar + 1 tick. It does not enter then. See image6 - it only enters when the previous stale stop buy level is hit from image5. And if I understand correctly, then this is a complete Sierra Chart spreadsheet autotrading deal breaker, and I am amazed that I am the first person to have encountered it. Which makes me think I am not understanding the situation correctly). Also, historical arrows only occur if the condition existed at close-of-bar. There are no historical arrows for intrabar signals.
Understood. I will have to research this with playback. Because I am getting numerous orders no where near historical arrows. So maybe there was an arrow intrabar, that was later removed when the bar closed. Nonetheless, I can watch my strategy trade and it simply does not place stop entry orders at the time and place that it should. The logic is simple, that is not in question. It is the execution of the logic that is causing me problems. You would use J29 to cancel a working order, so that you could place a new one at a different price.
What causes the working order to be cancelled though? I need an existing working order cancelled when a new working order in the same direction is generated (and a better stop entry price, as time passes and new bars are printed) Perhaps I will presently simplify things and enable only close-of-bar signals. Date Time Of Last Edit: 2024-08-06 04:44:29
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