Support Board
Date/Time: Mon, 23 Dec 2024 01:52:44 +0000
User Questions
View Count: 1858
| [2014-12-08 18:26:00] |
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Here is a brief description of the problem I am experiencing. I'd really appreciate it if you can help find a solution for it. I am using a spreadsheet system for trading on a chart with flex renko bars. The problem is when I backtest the system it works correctly. But when I manually replay it I get different, incorrect results and when I run it live in simulation mode I get even different incorrect results. As far as I can tell, the problems occur because at various times bars (represented by rows in the spreadsheet) are ignored. In the most basic sense, I compare the values in 1 row to the values in the previous row, ie a cell value from row 4 to a cell value in row 5 and perform some action depending on the results of that comparison. When I run backtest everything works fine. But running with live data, certain rows are skipped and do not go through my comparison and spreadsheet logic. This seems to happen when bars or rows are being created quickly, within seconds of each other or even within the same second. When I look at the chart and compare it to the rows of the spreadsheet all the data is there for each bar on the chart but the entire calculation cycle for some bars (rows) is skipped. As an example, a back test of today's data generated 4 trades but when I ran it live it generated 1 trade and that trade did not happen when it was supposed to. Let me know if you need any other info, Sierra Chart Support |
| [2014-12-10 03:26:28] |
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Do you know if you are using New Spreadsheets or Old Spreadsheets? When you look at the TRUE values in the rows in the Buy/Sell columns, do those match up with arrows on the chart at the corresponding bars? Do you see any inconsistencies? 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: 2014-12-10 03:27:16
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| [2014-12-18 15:37:03] |
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From user: I am using Old Spreadsheets When I look at columns k and m they are always zero and there are no arrows on the chart even though my buy and sell fills are on the chart as I am doing a backtest or a replay. I am using attached orders for my exits. If I disable auto trading, then I can see the arrows. I guess this is because in my buy and sell formulas I check for the position quantity to be zero (J8) and if a buy or sell is triggered it would only be true for the time it takes to fill the order which would make j8 > zero so the buy or sell column would only be = 1 for a split second. Anyway, for the brief times I can see arrows they seem to be at the right places. Best Regards Sierra Chart Support |
| [2014-12-22 23:25:49] |
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As we read this, there is nothing we notice which gives an indication of a problem with how Sierra Chart is evaluating the formulas and processing the results. And we know when using Old Spreadsheets this all works properly and we are not aware of any problems with New Spreadsheets either. Therefore, refer to these sections of information that should help: https://www.sierrachart.com/index.php?page=doc/doc_SystemsAlerts.php#IgnoredSignals https://www.sierrachart.com/index.php?page=doc/doc_SystemsAlerts.php#DisappearingArrows 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 |
| [2014-12-29 14:34:53] |
| User53474 - Posts: 19 |
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I've read that documentation before but I do not see anything that would explain why under certain conditions rows are being skipped. I have created the simplest of examples. I have a flex renko chart for tfz4 (I’m using ATCharts from Infinity Brokers) with 8-7-0 as the bar period. I have 1 study, the swing high and low study with settings “3 2 No”. The results of the Swing High and Low Study are in columns AA and AB. I have 1 simple formula in cell $ad$3 that checks for a swing high: =IF(AND($AA$6>0,$AA$6<>$AA$7),$AA$6,$AD$3). Since the length parameter is set to 2, the swing hi is not confirmed until bar 6 which is why I am checking for a value in cell AA6. If everything works properly, the latest swing high value will be displayed in cell AD3. But at random times a swing high is skipped. If you replay the chart for tfz4 on 12/18/2014 you can see this happen for the swing highs around 10:48:49 11:00:39, and 11:02:16. Even though the swing high arrow displays on the chart and the value is in column AA, cell AD3 will not pickup those 2 swing highs. For some reason the swing high value never was processed when it was in row 6. Obviously this value had to be in row 6 before it could get to row 7 or higher but the calculation in cell AD3 was not done correctly. This happens many times over the course of a week or month. You can easily recreate the two examples above or I can send you any other documentation you might require. |
| [2014-12-30 02:46:35] |
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Update Sierra Chart to the latest release. We corrected a problem with the Swing High and Low study which might resolve the problem but not necessarily. It is not within the scope of our support to be debugging user formulas or providing formula programming help. However, it is our impression, that this would not be reliable if absolute references are used: I have 1 simple formula in cell $ad$3 that checks for a swing high: =IF(AND($AA$6>0,$AA$6<>$AA$7),$AA$6,$AD$3).
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 |
| [2014-12-30 07:00:48] |
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We think the problem is using absolute references rather than relative cell references. The problem is when there are more than one bar added to the chart at the same time, there will be signals missed from the swing high/low study when you use absolute references. 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 |
| [2014-12-30 19:43:23] |
| User53474 - Posts: 19 |
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The same problem happens without absolute references. It also happens with other values, not only the swing high and low study. I just created that example so you could easily reproduce it yourself. The problem is with multiple flex renko bars that are created within the same second. At various times when this happens the calculations are skipped for an entire row. Even something as simple as crossing a moving average is not noticed. If I want to check that the high of the bar in row 5 (c5) is less than the ma in row 5 and the low of the bar in row 4 (d4) is greater than the ma in row 4, when this problem occurs even though the condition I just described was met and the price bars crossed the ma from below, the check for this does not return true at any time, it is just skipped when the flex renko bars are created rapidly, basically within the same second. This is not about my formulas, or about absolute vs. relative references, or about a specific study. It is a problem with the way certain flex renko bars are handled internally by the spreadsheet. |
| [2014-12-30 20:06:21] |
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the check for this does not return true at any time, it is just skipped when the flex renko bars are created rapidly,
This does not make sense. If a particular formula should return TRUE and it is not, then therefore the condition is not true. This cannot fail. It is not even possible. It is one thing if a formula returns TRUE and it did not trigger an alert or trade order, but it is something else if the cell is returning FALSE when it should be TRUE. The second case cannot happen unless there is a problem with the formula.Do you see a message like this added to the Trade Service Log: "Not evaluating trade signals because 100 or more bars have been added at once. " 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: 2014-12-30 20:09:02
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