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Crossfrombelow sending market order later than would be expected

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[2017-08-21 16:44:03] #1 [Go To First Post]
User606491 - Posts: 164
Regarding the Spreadsheet System for Trading: Issue: The Buy Exit and Sell Exit are not sending as would be expected. How do I fix this? Scenario: - My Buy Exit is set up as follows: =and($J$8>0,crossfrombelow(id0.sg4@3:id0.sg4@5,id7.sg1@3:id7.sg1@5)). - Where id7.sg1 = Bolinger Band (High band) - If TRUE/1, send a Market order - Signal only on bar close: No So I would expect a market order to send when price immediately crosses the value of the high Bolinger band. However, this is not the case, rather SC sends a market order only when the bar closes above the Bolinger band. Fixes I've already tried: - Moving the Bolinger band study lower in studies list (but above the spreadsheet trading system study). What changes should I make so that SC sends a market order immediately upon the cross of the high Bolinger band? thank you,

[2017-08-21 19:01:06] #2 [Go To First Post]
Sawtooth - Posts: 4152
Try =and($J$8>0,crossfrombelow(id0.sg4@3:id0.sg4@4,id7.sg1@3:id7.sg1@4)) instead. Using row 5 to compare with row 3 and will sometimes you a late crossover.

[2017-08-21 19:05:05] #3 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
What changes should I make so that SC sends a market order immediately upon the cross of the high Bolinger band? Is the formula returning 1/TRUE at the time you want it to? 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

[2017-08-21 19:29:24] #4 [Go To First Post]
User606491 - Posts: 164
Yes, the formula returns 1/TRUE at the crossover, but the order is not sent. I will try using @3/@4 vs. @3/@5. Also, (I'd love your thoughts), will using the High, not the Last (id0.sg2, not id0.sg4) make a difference? Technically, High = Last when price crosses the Bolinger, so I would expect no difference in performance by making this change. However, I ask because it seems that my Exit orders are only being sent when price CLOSES above the Bolinger. Even with "Signal only on bar close" set to No and using @3 in the formula. I simply want SC to fire a market order at the moment P > Bolinger.

[2017-08-21 19:49:11] #5 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
Yes, the formula returns 1/TRUE at the crossover, but the order is not sent. Therefore, refer to: Spreadsheet Systems, Alerts and Automated Trading: Ignored Signals With Spreadsheet Systems or Alerts And we would recommend using the High instead. 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

[2017-08-22 13:59:48] #6 [Go To First Post]
User606491 - Posts: 164
An update: When using replay backtesting under accurate conditions: - Changing the crossfrombelow formula to @3/@4 from @3/@5 produced no change in performance (identical result in profit and loss) - Using High price instead of Last price resulted in lower performance (less profit and loss) Could the update interval on my charts be causing the issue? Said differently, will SC be more likely to send a market order when Last crosses the Bolinger High if I decrease my chart update interval? Currently, my update interval is set to 300ms. If you recommend such a decrease, what interval makes sense? 80ms?

[2017-08-22 19:30:44] #7 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
Said differently, will SC be more likely to send a market order when Last crosses the Bolinger High if I decrease my chart update interval? Yes. As far as how low you should lower it, it is up to you. 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

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