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Date/Time: Sun, 22 Dec 2024 11:15:39 +0000



Unusual behavior of exit quantity in spreadsheet system

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[2015-08-16 13:17:39]
User911705 - Posts: 89
Hello,

I have a spreadsheet system that operates correctly when a numerical value is placed in the cell in column J for Quantity. The system uses both attached orders as well as Buy/Sell Exit column logic for exits.

I recently replaced the fixed numerical values with a formula for the Quantity. Since doing that, the entry quantity appears correct. However for any quantity greater than '1', odd things happen.

First - in the trade activity log, the quantity for the attached orders shown is blank, not 1, not 0 or something else, but blank

Second - the Buy or Sell Exit column, when that column signals an exit, does so with a quantity of 1 and not the quantity at which the position originally entered.
[2015-08-16 21:24:28]
User911705 - Posts: 89
Upon closer examination, what I label "First" in the above post is not an issue. The problem I'm having appears to be strictly on exits using the Buy or Sell Exit columns.

I am making an assumption that the Buy/Sell Exit column is supposed to exit the entire position and would not make any reference to a calculated quantity from the Quantity cell in column J. If I am assuming incorrectly, then what setting can I use to insure I close the full position?
[2015-08-16 21:36:55]
Sierra Chart Engineering - Posts: 104368

I am making an assumption that the Buy/Sell Exit column is supposed to exit the entire position and would not make any reference to a calculated quantity from the Quantity cell in column J. If I am assuming incorrectly, then what setting can I use to insure I close the full position?
In this case you need to use a Quantity of 0. This is documented here:

http://www.sierrachart.com/index.php?page=doc/doc_AutoTradeManagment.php#BuyExit
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
[2015-08-16 21:59:47]
User911705 - Posts: 89
That won't work, because I already have a formula for determining the quantity at time of entry. It's a dynamic value that is constantly changing.

Is there no way to have a formula set the entry quantity and use an exit formula, but exits the whole position?
[2015-08-16 22:18:57]
Sawtooth - Posts: 4141
If you want to exit the whole position, you could use J29 instead of L3/N3.

It would basically be an OR of L3,N3 formulas with maybe a modification, but use the L4,N4 formulas if the exit is at close of bar.
Date Time Of Last Edit: 2015-08-16 22:20:10
[2015-08-17 07:18:52]
Sierra Chart Engineering - Posts: 104368
We will add an Exit Order Quantity cell.
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: 2015-08-17 07:19:02
[2015-08-17 14:16:38]
User911705 - Posts: 89
Thank you Sierra. That is an ideal solution and one that I think will help many others. Do you have any sort of time frame for implementation.... I would just like to provide my client with a general idea about when this might be available.
[2015-08-17 17:39:18]
Sierra Chart Engineering - Posts: 104368
Not totally sure how soon we can get to it. We will try to have it done within two weeks.
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

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