Support Board
Date/Time: Fri, 27 Dec 2024 18:03:35 +0000
Post From: Automated Trading System - Trade executing one bar late
| [2016-02-06 00:32:59] |
| rhovega - Posts: 279 |
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There are no assumptions here. The issue/behavior I described happens with the most simple conditions that leave absolutely no room for doubt, such as the "High of a bar being greater than a moving average". At the moment a cell is evaluated on bar close, Sierra Charts records a condition that is true (i.e. High of a bar being greater than a moving average) only as true at bar close, briefly, then replaces the true condition for a 0 immediately, and then re-registers the condition as true at the close of the following bar. Once the High of a bar is greater than X, it is greater than X permanently. Thus, the condition should remain recorded as true permanently. The condition should not appear and disappear. This results in trade execution two bars after the signal took place, instead of at bar close. This is basic Sierra Charts functionality. No coding here. Signals are not properly recorded when true. Or to be more precise, signals are recorded when true only briefly, and then recorded as true one bar late. Why does this happen? What is the solution? I am attaching a screenshot and a seconds long video showing a replay with the example of "High of a bar being greater than a moving average". Both the screenshot and the video show the problem very clearly. Can also attach a bare bones chart if needed. I need support with basic Sierra Charts functionality regarding unexpected behavior of true/false conditions that do not register correctly. We are not Troubleshooting Automated Trading System Behavior. |
 Screenshot.jpg / V - Attached On 2016-02-06 00:30:49 UTC - Size: 444.69 KB - 420 views Private File |