Support Board
Date/Time: Sat, 23 Nov 2024 23:28:59 +0000
[User Discussion] - Spreadsheet Trading System
View Count: 1984
| [2013-08-31 22:35:38] |
| toews&kane - Posts: 209 |
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I am using this spreadsheet trading system, trying to put in buy and sell exits but they are not executing.So what it's doing is it's flattening the positioning with a new order in the order direction when the condition is met. I am just using this simple example here as my buy and sell exits http://www.sierrachart.com/index.php?l=doc/doc_SystemsAlerts.php I've made sure that it follows these guidelines http://www.sierrachart.com/index.php?l=doc/doc_AutoTradeManagment.php#BuyExit |
Private File |
| [2013-08-31 23:21:32] |
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Please refer to this section here: http://www.sierrachart.com/index.php?l=doc/doc_SystemsAlerts.php#IgnoredSignals So what it's doing is it's flattening the positioning with a new order in the order direction when the condition is met. If this is what is happening, then the Exit order actions are functioning as expected.
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 |
| [2013-08-31 23:22:51] |
| Sawtooth - Posts: 4118 |
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So is it doing a reversal and you don't want it to, or the cell is going TRUE but nothing happens? Maybe it's exiting properly and the opposite entry formula is going TRUE. |
| [2013-09-01 02:21:17] |
| toews&kane - Posts: 209 |
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Initiate buy sells work perfectly but, the exits never evaluate to true =OR(AND($J$8>0,$E$3<=$J$9-1), AND($J$8>0, $E$3>=$J$9+2)) for example this statement for a buy exit never evaluates to true |
| [2013-09-01 06:02:35] |
| Sawtooth - Posts: 4118 |
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Two observations: 1) J9-1: The 1 in this case is equal to 1 point. In the ES that is 4 ticks. In the 6E it is 10000 ticks. 2) You probably don't need the absolute value of E3. =OR(AND($J$8>0,E3<=$J$9-1),AND($J$8>0,E3>=$J$9+2)) |
| [2013-09-02 19:23:03] |
| toews&kane - Posts: 209 |
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To be honeset I don't think this is even working properly Could it be that attached orders in the trade window are conflicting with the spreadsheet conditions? Also, I read the documentation but I don't fully understand why there is such a difference between AutoTrade System Bar based back test and Replay based back test. Bar based is so inaccurate. Using your standard example: https://www.sierrachart.com/index.php?l=doc/doc_SystemsAlerts.php If I do bar based back test it does not fail. But if I use replay based back test it consistently fails? |
| [2013-09-04 17:33:56] |
| toews&kane - Posts: 209 |
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I have since modified my buy exits and they seem to be working, but I think the Bar Replay back test I might have found a way to break it so that I get a profitable system. On two contracts I made 30,000 in two months on the 1min ES chart. If I do the replay chart, I am negative 7000, so I am stumped. I want to know what is breaking the system and perhaps I can improve my automated strategy? Any help would be appreciated |
| [2013-09-04 17:44:48] |
| Sawtooth - Posts: 4118 |
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The Bar Based Back Test only uses only the OHLC of each bar, so intrabar triggers are not going to get accurately represented. The -7000 is probably the accurate P/L. Here's the documentation: http://www.sierrachart.com/index.php?l=doc/doc_Backtesting.php |
| [2013-09-04 17:53:46] |
| toews&kane - Posts: 209 |
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Ok, so I have another question If I select 'strict evaluate signal only on bar close' And the condition I am evaluating is =crossfrombelow(AA3:AA4, AC3:AC4) and the cross happens intrabar by bar close AA3>AC3, does the expression evaluate to true or false? |
| [2013-09-04 18:12:11] |
| Sawtooth - Posts: 4118 |
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The 'Strict Signal Only On Bar Close Evaluation' option is a stricter version of Signal Only On Bar Close. Here's the documentation: http://www.sierrachart.com/index.php?l=doc/doc_SystemsAlerts.php#SignalOnlyonBarClose The expression will be TRUE when true and FALSE when false. You'll get a signal intrabar if Signal Only On Bar Close set to No. If Signal Only On Bar Close set to Yes, you won't get a signal until the bar closes. |
| [2013-09-04 19:59:31] |
| toews&kane - Posts: 209 |
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thanks tomgilb, read a thread of yours on BMT as well, thanks for helping out. Lots of scenarios going on in my head right now. Better test this out first and report back. |
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