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Date/Time: Sat, 21 Dec 2024 18:35:03 +0000
Simultaneous 'Spreadsheet System for Trading' Cell 'M4' value = 1 in more than one 'Spreadsheet
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| [2015-07-10 02:14:26] |
| User224651 - Posts: 28 |
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Hi, We have come across a scenario where when run more than one 'Spreadsheet System for Trading' study and there are simultaneous entry signals, then the trade management of one of the 'Spreadsheet System for Trading' overly steps on activities of the other. Specifically, we have noticed that though 2 'Spreadsheet System for Trading' simultaneously invoke entry signals, only trade entry activity from cell M4 from one of the 'Spreadsheet System for Trading' studies surfaces in the 'Trade Activity' tab of the 'Trade Activity Log'. The entry order from the 1st Spreadsheet System for Trading' is filled, where '1st' is the left most chartbook tab, and the 2nd is from the 'Spreadsheet System for Trading' that is in a chartbook whose tab is further to the right. The entry activity from the 2nd 'Spreadsheet System for Trading' is not surfaced in the 'Trade Activity Log'. However, the activity from the 2nd 'Spreadsheet System for Trading' cancels the Stop and Target from the original fill from the 1st 'Spreadsheet System for Trading'. The net effect of this behavior is that the 2nd 'Spreadsheet System for Trading' does not enter a trade but cancels the Stop and Target from the 1st 'Spreadsheet System for Trading' leaving the position on from the 1st 'Spreadsheet System for Trading' without a stop or target. In both of the the 'Spreadsheet System for Trading' studies the study's input for 'Maximum Position Allowed' is set to '1'. Here are the relevant 'Trade Activity Log' entries: ActivityType DateTime Symbol OrderActionSource InternalOrderID ServiceOrderID OrderType Quantity BuySell Price Price2 OrderStatus FillPrice FilledQuantity TradeAccount OpenClose ParentInternalOrderID PositionQuantity FillExecutionServiceID Order 2015-07-09 20:10:58.000 [Sim]@ES# Auto-trade: @ES# 1.00 Range #1 | 1.3 hammer+tape+engulfing 3 tick hammer bar test | SellEntry | Last: 2057.5. Attached Order 366912 Limit Buy 2055.75 Pending Child Sim1 Close 366911 Order 2015-07-09 20:10:58.001 [Sim]@ES# Auto-trade: @ES# 1.00 Range #1 | 1.3 hammer+tape+engulfing 3 tick hammer bar test | SellEntry | Last: 2057.5. Attached Order 366913 Stop Buy 2059.75 Pending Child Sim1 Close 366911 Order 2015-07-09 20:10:58.002 [Sim]@ES# Auto-trade: @ES# 1.00 Range #1 | 1.3 hammer+tape+engulfing 3 tick hammer bar test | SellEntry | Last: 2057.5 366911 Limit 1 Sell 2057.75 Order Sent Sim1 Open Order 2015-07-09 20:10:58.003 [Sim]@ES# Simulated order accepted 366911 366911 Limit 1 Sell 2057.75 Open Sim1 Open Order 2015-07-09 20:11:27.000 [Sim]@ES# Trade simulation fill. Bid: 2057.75 Ask: 2058.00 Last: 2057.75 366911 366911 Limit 1 Sell 2057.75 Filled 2057.75 1 Sim1 Open Fill 2015-07-09 20:11:27.001 [Sim]@ES# Trade simulation fill. Bid: 2057.75 Ask: 2058.00 Last: 2057.75 366911 366911 Limit 1 Sell 2057.75 Filled 2057.75 1 Sim1 Open -1 366911.81 Order 2015-07-09 20:11:27.002 [Sim]@ES# Auto-sent child from parent fill 366912 Limit 1 Buy 2055.75 Order Sent Sim1 Close 366911 -1 Order 2015-07-09 20:11:27.003 [Sim]@ES# Auto-sent child from parent fill 366913 Stop 1 Buy 2059.75 Order Sent Sim1 Close 366911 -1 Order 2015-07-09 20:11:27.004 [Sim]@ES# Simulated order accepted 366912 366912 Limit 1 Buy 2055.75 Open Sim1 Close 366911 -1 Order 2015-07-09 20:11:27.005 [Sim]@ES# Simulated order accepted 366913 366913 Stop 1 Buy 2059.75 Open Sim1 Close 366911 -1 Order 2015-07-09 20:14:16.000 [Sim]@ES# Auto-Trading: @ES# 1.00 Range #1 | right shoulder w left strength both tape 5.3 | Canceling all orders 366912 366912 Limit 1 Buy 2055.75 Pending Cancel Sim1 Close 366911 -1 Order 2015-07-09 20:14:16.001 [Sim]@ES# Simulated order canceled 366912 366912 Limit 1 Buy 2055.75 Canceled Sim1 Close 366911 -1 Order 2015-07-09 20:14:16.002 [Sim]@ES# Auto-Trading: @ES# 1.00 Range #1 | right shoulder w left strength both tape 5.3 | Canceling all orders 366913 366913 Stop 1 Buy 2059.75 Pending Cancel Sim1 Close 366911 -1 Order 2015-07-09 20:14:16.003 [Sim]@ES# Simulated order canceled 366913 366913 Stop 1 Buy 2059.75 Canceled Sim1 Close 366911 -1 Here is the information from the 'Alert Manager' log: Alert - Chart: @ES# 1.00 Range #1 | Study: 1.3 hammer+tape+engulfing 3 tick hammer bar test | Formula: M at row 4 is TRUE. | Last Price: 2057.75 | Bar Start Time: 2015-07-09 20:09:55 | Alert: AlertSound (1) Alert - Chart: @ES# 1.00 Range #1 | Study: right shoulder w left strength both tape 5.3 | Formula: Sell Entry at row 4 is TRUE. | Last Price: 2057.75 | Bar Start Time: 2015-07-09 20:09:55 | Alert: RS p1p2 tape Short Sell fill for [Sim]@ES#. Fill Price: 2057.75. Filled Quantity: 1. Internal Order ID: 366911. | Alert: AlertSound (1) Alert - Chart: @ES# 1.00 Range #1 | Study: 1.3 hammer+tape+engulfing 3 tick hammer bar test | Formula: M at row 4 is TRUE. | Last Price: 2057.50 | Bar Start Time: 2015-07-09 20:11:39 | Alert: AlertSound (1) Buy order for [Sim]@ES# has been Canceled. Internal Order ID: 366912. | Alert: AlertSound (1) Buy order for [Sim]@ES# has been Canceled. Internal Order ID: 366913. | Alert: AlertSound (1) It is our goal to have multiple 'Spreadsheet System for Trading' studies running simultaneously and if more than one 'Spreadsheet System for Trading' study has an entry signal then only 1 position is entered and managed by Sierra Chart. Any insights here? If you need more information to carry out your root cause analysis, please let us know. Date Time Of Last Edit: 2015-07-10 19:13:12
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| [2015-07-11 00:09:41] |
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Unfortunately, you are not aware that it is not possible have more than one automated trading system running at the same time for the same Symbol and Trade Account. This is documented here: https://www.sierrachart.com/index.php?page=doc/doc_AutoTradeManagment.php#MultipleAutomatedTradingSystems 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 |
| [2015-07-11 13:07:45] |
| User224651 - Posts: 28 |
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Thanks for putting this in front of me. We will amend our approach. |
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