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Direct MessagesDate/Time: Sun, 08 Sep 2024 00:26:08 +0000
potential Bug - Trading Profit Loss study - when used with remote Data
View Count: 828
| [2015-10-23 14:08:33] |
| ejtrader - Posts: 688 |
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SC Team - There is a potential bug with Trading Profit loss study ( as well as any calculations associated with Order Fill prices ) when used with remote data service (in my case tried CTS (remote) / CQG (local) ). Observed this behavior during both live / Sim positions. It looks like you need to adjust the calculated AveragefillPrice with s_SCOrderFillData::AverageFillPrice * sc.RealTimePriceMultiplier in your trade related studies. http://www.sierrachart.com/image.php?l=1445608936956.png - Bottom of the chart - own study to calculate this information ( which represents the correct values vs DPL(top left) / profit loss text ). Edit 1 - On second thought - it appears like AverageFillPrice itself might be calculated incorrectly without price multiplier as even the trade stats shows fill price without multiplier applied. Edit 2 - This is NOT an issue with CTS(Remote) / TT (local) combination. So the issue seems to be specific to CTS(remote)/CQG(local) combination (or potentially a remote/local combination of non-decimal/decimal feeds). No big deal whether corrected or not as I have them corrected in own studies.. but thought of bringing this to your attention - in case if there is an easier fix on your side. Thanks Date Time Of Last Edit: 2015-10-24 01:36:45
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| [2015-10-25 17:16:53] |
| ejtrader - Posts: 688 |
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SC Team - Performed few more tests in this case. If CTS(remote)/CQG(local) - is a supported combination, I can confirm that this is a bug ( unless there is a room for changing the ticksize/multiplier combinations ). I have tried various combinations of ticksize/multiplier and only by leaving everything default - I could use this combination for live / sim trades. Thanks CTS(remote)/CQG(local) screencast.com/t/QiChATiOH9c screencast.com/t/ApckaHgb |
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