Support Board
Date/Time: Fri, 27 Dec 2024 00:46:43 +0000
Daily Charts Auto Trade
View Count: 849
| [2016-03-15 15:18:30] |
| User87521 - Posts: 112 |
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I have a Spreadsheet System for Trading Study running on a daily chart. (currently SPY) I also have under "Chart Settings" a Trade and Current Quote Symbol set for a SPY option. My Main Chart window is displaying the quote for the option instead of for the underlying - SPY. (this only seems to be a problem during the trading day where it displays the options real time data) I cannot find a setting that would change this. This does not happen with an intraday chart. I have an underlying security of SPY and a Trade and Current Quote Symbol of a SPY option. The chart will display the SPY data. As well, this is present in two chartbooks. I have one chartbook for a long trade and one for a short trade on my daily system. I can take out the Current Quote and Trade Symbol and the chartbook displays properly. Currently Trade Sim mode is on but every other Trading setting is set to Trade. I am hoping there is a setting I am missing that is telling the main chart to display the Trade and Current Quote Symbol rather than the Symbol. Thanks |
| [2016-03-15 20:00:11] |
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There is no solution to this. Other than to use an Intraday chart. 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 |
| [2016-03-15 22:37:14] |
| User87521 - Posts: 112 |
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Oh, that's surprising. You have chosen not to extend this 'proxy' feature to the daily charts? Is this something that one could request or might be coming in the future?
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| [2016-03-15 22:55:16] |
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It works the same way with both Daily and Intraday charts but the Current Quote data affects the last bar in a Historical Daily chart. So it is noticeable. Refer to the documentation for Trade and Current Quote Symbol. We actually were working on a solution to this over the last month, but the complexity of it was so much, that we gave up on it for the time being. So do not expect any changes with this. It is very unlikely. 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: 2016-03-15 22:56:12
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| [2016-03-16 18:24:34] |
| User87521 - Posts: 112 |
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OK, thanks for the explanation. I have been thinking about using an Overlay study as a work-around. The nice thing is I don't need a lot of daily data for the trade signals, so I can actually just chart an option (along with the original SPY chart) and hopefully use an Indicator Overlay with the Auto Trade spreadsheet as the trade trigger.
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| [2016-03-16 18:28:35] |
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You could also use an Intraday chart instead: https://www.sierrachart.com/index.php?page=doc/doc_SessionTimes.php#CreatingDailyBarsCustomSessionTimes Another possibility is to disable Chart >> Chart Settings >> Advanced Settings >> Allow Real-Time Updating of Historical Chart. 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 |
| [2016-03-16 18:40:54] |
| User87521 - Posts: 112 |
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Thanks again. I will look at this more closely.
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| [2016-03-23 17:51:20] |
| User87521 - Posts: 112 |
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I have this set up and it is working as advertised. No problems as before. I cannot seem to get the system to execute a trade. I have run into this in the past and after much frustration I usually give up and re-do the whole chartbook and trade study. As far as I can tell, I have every setting done properly. I am receiving the data from IB, the study - in this case - the Sell Entry is calculated at 1. (it has been for two bars now) But no trade execution. I have compared the study other trade studies I have running and are working properly. 8 trades executed today. My questions are could this chartbook behave differently given that it is set up as "intraday only"? Would this only execute at market close? (I don't see why, but...) If not, which setting would actually block trades from executing once the Sell Entry is triggered. Trade Sim is off. Auto trading is enabled in both the Trade Settings in the overall program and the study in the chartbook. Send orders to trade service - Yes. Max. position allowed is way higher than Order Quantity. I set allow entry with working orders to yes but it did not help. Signal Only on bar close is No. Signal once per bar is no. Disable Auto trading is empty. No. Order types all set to "M". I don't expect you to troubleshoot my system but I am wondering if I am missing something simple here. |
| [2016-03-23 18:16:22] |
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I usually give up and re-do the whole chartbook and trade study.
Definitely do not do this. My questions are could this chartbook behave differently given that it is set up as "intraday only"? Would this only execute at market close? (I don't see why, but...) No problems with using an Intraday chart. Not if this is set to No: https://www.sierrachart.com/index.php?page=doc/doc_SystemsAlerts.php#SignalOnlyonBarClose Refer to this section here: https://www.sierrachart.com/index.php?page=doc/doc_SystemsAlerts.php#IgnoredSignals 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 |
| [2016-03-23 18:54:19] |
| User87521 - Posts: 112 |
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https://www.sierrachart.com/index.php?page=doc/doc_AutoTradeManagment.php#MultipleAutomatedTradingSystems When using multiple automated trading systems, I assume this applies to the Trade and Current Quote Symbol as opposed to the Symbol. I have 4 chartbooks all with auto trade systems going. All are using SPY as the symbol but all are using different Trade and Current Quote Symbols. (ie. different options) I am asking because two of the chartbooks are working (both use SPY as Symbol) and two are not. The two working are using intraday 3 min. charts and the two not working are using the "daily" chart calculated with intraday data. This would explain why the two are not working, but I think this should work. Do you agree? |
| [2016-03-23 19:07:19] |
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Yes, it does apply to "Trade and Current Quote Symbol". It should work. Does the Trade >> Trade Service Log give any reason why an order signal is getting ignored? Follow through the test procedure here: https://www.sierrachart.com/index.php?page=doc/doc_SpreadsheetTradingTestProcedure.php Basically what you need to do is clear the existing formulas and enter 1 to set an Order Action cell to TRUE to manually trigger the order action. 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: 2016-03-23 19:07:46
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| [2016-03-23 19:22:01] |
| User87521 - Posts: 112 |
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OK, I think I may have this working. I got the Sell Entry to take affect on my "Short" trade book. Before I went to the Test Procedure I thought I would just delete all the sheets in the chartbook, but I left the study intact. It rebuilt the spreadsheet immediately and the trade executed immediately. (even though the order quantity had no value in it which was weird) I then did the same with the "Long" chartbook. Since the Buy Entry is "0" there was no trade. I will monitor for a few days now and see how it goes. Do you think this could be due to the fact that I had to clear Trade Sim orders and data? Or does this tell you something else? |
| [2016-03-23 19:25:02] |
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For non-simulated trading it does not make any difference whether the simulated orders and data is cleared or not. From our perspective, we have no idea what the issue is. For an understanding of this, refer to: https://www.sierrachart.com/index.php?page=doc/doc_AutoTradeManagment.php#TroubleshootingAutoTradingSystemBehavior 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: 2016-03-23 19:25:54
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| [2016-03-23 19:45:50] |
| User87521 - Posts: 112 |
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OK, thanks for your help. I'll spend some time on documentation you linked here. I don't understand why letting the spreadsheet reload itself helped here, but until I watch it for a few days. I'm not sure its completely fixed but I'll just have to let it go real time and see.
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