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Date/Time: Tue, 24 Dec 2024 03:17:32 +0000



Арбитражный робот.

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[2015-10-30 18:19:42]
User215800 - Posts: 2
Приветствую!
Мне посоветовали вашу платформу как лучшую для реализации автоматизированных торговых стратегий.
Подскажите пожалуйста, возможно ли создать робота для sierrachart, который бы понимал что такое спред, и который бы мог дожидаться ручного входа на первом инструменте и затем начинал самостоятельную работу на втором?
Буду очень благодарен за ответ.

Так же, возможно ли пообщаться по этому поводу, я уже многое сделал для создания кода на сиере, но все упирается в некоторые сложности, что тормозят развитие этой стратегии.

Есть ли возможность пообщаться с кем нибудь из вашей поддержки по скайпу?
[2015-10-30 20:21:32]
Sierra Chart Engineering - Posts: 104368
This is the Google translation:
Welcome!
I advised your platform as the best for the implementation of automated trading strategies.
Please tell me whether it is possible to create a robot sierrachart, who would understand what a spread, and that would have to wait for manual input at the first tool, and then began to work independently on the second?
I would be very grateful for the answer.

Also, is it possible to talk about this, I've already done a lot to create a code Siera, but everything depends on some of the complexities that hamper the development of this strategy.

Is it possible to talk with someone from your support for Skype?


We generally understand what you are asking for. We provide support on this support board here. So we would rather use this than Skype.

Please let us know your specific questions and we will help you. For example, what is the "manual input" that you want to wait for?
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: 2015-10-30 20:24:56
[2015-10-30 21:03:51]
User215800 - Posts: 2
Alright, thank you for the answer.
Sierra works with charts, but my strategy doesn't use charts at all. My arbitrage strategy requires to work with two instruments.

The algo is that:
first, the robot waits till the limit order which I set manualy on the first instrument is realised, then robot goes market second instrument, then robot is going to compare PnL1(PnL of the first instrument) and PnL2(PnL of the second instrument), and when PnL1+PnL2 is equal or higher than some amount, robot is going to carefuly watch the spread of the first and the second instrument, if required spread is reached robot is going to go limit first instrument, and if this limit is realised, rodot goes market the second instrument. That's the short version of the strategy:) Can you please help me with code a little, the rest I will do myself.

Really apreciate your help!
[2015-11-02 07:47:12]
Sierra Chart Engineering - Posts: 104368
We definitely cannot help you with the specific coding. That is completely outside of the scope of our support.

We have read what you require and we can make sure that Sierra Chart supports the functionality that will accomplish this.

Currently this is not very well supported. But we are working on this. We are adding the ability to trade different symbols from an ACSIL trading system.

And also get the Trade Position for different symbols from a single ACSIL trading system.

The capability to access data from other charts is already supported and is documented here:
https://www.sierrachart.com/index.php?page=doc/doc_ACSILRefOtherTimeFrames.php

We recommend checking back with us in about two weeks for the new functionality.

Actually though, what you want is really quite complex. And other than us linking to the relevant documentation we will not provide any specific help.
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: 2015-11-02 07:48:10

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