Support Board
Date/Time: Sat, 23 Nov 2024 20:56:57 +0000
Spreadsheet trading not firing off orders although conditions ar
View Count: 3733
| [2013-04-02 14:59:27] |
| TheOddsAreYouDontKnowTheOdds - Posts: 29 |
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Hello, I am a new user of SC. I have read through the detailed documentation on Spreadsheet Studies for Trading and have applied one of these to a futures contract I wish to trade. The settings (e.g. Auto Trading Enabled, Send Orders to Trade Service) are set to "On" or "Yes" or "TRUE" as needed. The formulaic conditions of the order (Buy if greater than X, Sell if less than Y) are showing their correct TRUE/FALSE values in columns K and M (I'm not using L and N, I'll exit manually) as they should. Appropriate quantities are set (1 contract). After all that, no orders are firing off. I am able to place orders on the same chart MANUALLY and get fills. It's just the automated piece that isn't firing off orders. Where/how can I get some help? If it makes a difference to your answer, I do know my way around Excel and VBA. Thanks, AZM |
| [2013-04-02 15:16:06] |
| TheOddsAreYouDontKnowTheOdds - Posts: 29 |
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OK, I think I figured it out (exactly 5 minutes after I sent the help message!). I found this in your DETAILED documentation. "When using the Spreadsheet System for Trading study and a formula returns TRUE in the Buy Entry (K3), Buy Exit (L3), Sell Entry (M3), or Sell Exit (N3) cell, a trade signal is not necessarily going to be given. You will see an arrow on the chart indicating a buy or sell signal, assuming the corresponding Subgraph Draw Style is set to a visible style. However, this does not necessarily mean that the formula TRUE result will be followed and a trade signal will be given. The BuyEntry (K), BuyExit (L), SellEntry (M), SellExit (N) Spreadsheet Order Action Columns rules must be met and the additional conditions imposed by the related study Input Settings must be met, for a trade signal to be actually given. If one is ignored, then a message will be added to the Trade >> Trade Service Log indicating the reason. Please review that log for the reason. To see on the chart the actual filled orders from trades made, refer to Displaying Filled Orders. When using either the Spreadsheet System for Trading or Spreadsheet System/Alert studies, the TRUE signals given from cells K3 through Z3 may not always be followed and give an alert or trade signal, even though they still return TRUE or a non zero value and an arrow shows on the chart. If a cell is TRUE and there is a new bar and the cell continues to be TRUE, because the state is already TRUE, you will not get a new signal unless the input Reset Condition on New Bar is set to Yes. If a TRUE signal has been given by the formula in a cell and then it goes back to FALSE and back to TRUE on the same bar, you will not get a signal if Signal Only Once Per Bar is set to Yes. If you have the Signal Only On Bar Close (Column K,M) input set to Yes, then a TRUE signal will be ignored on cells K3 and M3, and only the cells K4 and M4 will be monitored for signals. Likewise with the Signal Only On Bar Close (Column L,N-Z) input. In all these cases, when a signal is ignored, there is no message added to the Trade Service Log or the Alerts Log, except in the case of the Spreadsheet System for Trading study when the signal has been ignored as the result of Signal Only Once Per Bar ." |
| [2013-04-03 02:57:09] |
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Yes, that is the relevant documentation.
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 |
| [2013-08-14 18:06:06] |
| TheOddsAreYouDontKnowTheOdds - Posts: 29 |
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Hi, Despite making all these checks and enabling things like Signal Only Once Per Bar (False), ensuring that the maximum position isn't a factor, etc. The spreadsheet still isn't acting on all signals. When it does act there is a long delay (a minute or more). The orders are not merely firing when the new bar appears; they fire at random. (I can see that the Auto-Trade and other necessary toggles are active and correct). The most recent example was a Buy Exit which was "TRUE" but no order was sent for a while (a few minutes). Then the order was sent and filled at the limit price. Then a Sell Entry signal was made TRUE (after about 15 seconds) but no order was issued. After a while (and not when the bar changed, just randomly) the signal was sent. (I checked the Service Log, no luck there). What are the other circumstances in which this can happen? Is there other documentation that walks through how a signal is and is not acted on? |
| [2013-08-16 08:11:45] |
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Nothing is ever random. There is always a definite logic to everything that you see. When one of the Order Action cells becomes TRUE after being FALSE and the signal is not ignored for a specific reason, then an order will be submitted. You need to understand how all of the automated trading logic works. You need to understand the behavior of your formulas. The documentation does explain everything. There really is not much more to add. The documentation has been written to cover all of the possibilities and relevant information. 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 |
| [2013-08-16 08:25:54] |
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There is a lot of information provided on this page and in particular this section on this particular subject: http://www.sierrachart.com/index.php?l=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 |
| [2013-08-16 13:43:14] |
| TheOddsAreYouDontKnowTheOdds - Posts: 29 |
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Thank-you. I am aware of this documentation and have read it more than once and followed the instructions. The spreadsheet seems to work fine in many instances but not in others (i.e. the randomness I mentioned is real). Obviously something is wrong but I don't have a clue as to where to look. Has anyone else reported a similar issue? Please also see my most recent support request on a related topic (Auto Trading Enabled). I really like the flexibility and power of the spreadsheet system but this issue is problematic. What kinds of things could be causing this at my end? Any insight would be appreciated. Date Time Of Last Edit: 2013-08-16 13:43:33
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| [2013-08-17 01:34:04] |
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We really cannot provide further help with this because it requires very in depth analysis of what you are doing and testing your trading system and that is just simply outside the scope of our support. We know that people like us to help them with specific issues, but from our perspective, this is not reasonable. Even if we had the time and the interest, this would have to be chargeable at 50 USD per hour and we just simply don't even have that kind of time. The support board is full of automated trading issues people report, all which have an origin in the formulas/code that they have programmed, very definite logic being applied and not understood, and server side order handling issues/rejects. Debugging this and creating a stable trading system is fully your responsibility. Only once in a very great while, do we come across some issue that requires us to address in the automated trading management logic. 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: 2013-08-23 05:51:05
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| [2013-08-17 01:39:33] |
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One thing to do, to put you completely in control is to use ACSIL and use unmanaged automated trading: http://www.sierrachart.com/index.php?l=doc/doc_ACSILTrading.html In this case you will not be using the Spreadsheet. 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: 2013-08-17 01:40:00
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| [2013-08-17 02:42:02] |
| TheOddsAreYouDontKnowTheOdds - Posts: 29 |
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Thanks. I am apprehensive about ACSIL because I don't know C++ and I don't understand the syntax. But, I will try it.
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| [2013-08-17 11:40:48] |
| TheOddsAreYouDontKnowTheOdds - Posts: 29 |
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Date Time Of Last Edit: 2013-08-17 11:54:08
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