Support Board
Date/Time: Wed, 15 Jan 2025 21:13:35 +0000
Using multiple Buy entry algos on one spreadsheet
View Count: 1327
| [2017-09-06 15:05:59] |
| User606491 - Posts: 164 |
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Regarding the spreadsheet system for trading: The formula in my Buy Entry is as follows: =or(P3=1,Q3=1,R3=1,S3=1). -where P3/Q3/R3/S3 are different Buy Entry algos. Problem: Backtesting the cumulative system (using all four algos) produces poorer results than testing each individual algo (i.e. only P3 or only Q3). I would expect the algos to be accretive, and certainly not regressive. -the spreadsheet is set to allow multiple entries. -reversals are not an issue since all formulas are Buy formulas. Is there another setting I must change to allow the use of multiples algos on one chart? thank you, |
| [2017-09-06 17:44:15] |
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In general this question is not within the scope of our support. However, this documentation here might be helpful: Automated Trading Management: Using Multiple Automated Trading Systems at the Same Time 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: 2017-09-06 17:45:06
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| [2017-09-06 19:31:16] |
| User606491 - Posts: 164 |
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Thank you. The link isn't particularly helpful. It's one trading system using four formulas. The result from using the aggregate of all four formulas should be equal to or possibly slightly less than (given redundancy) the sum of each formula unique formula. However, the aggregate produces results that are less than any one unique formula. Is there a particular setting that must change in the spreadsheet setup? Truly appreciate your attention to this matter. |
| [2017-09-07 03:04:45] |
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Is there a particular setting that must change in the spreadsheet setup?
Nothing comes to mind and it is impossible to understand what the solution would be without a detailed analysis as to why you are getting the result that you do and why it should be different. This is not within the scope of our support and is explained here:Automated Trading Management: Troubleshooting Automated Trading System Behavior 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 |
| [2017-09-11 15:56:00] |
| User29926 - Posts: 92 |
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here P3/Q3/R3/S3 are different Buy Entry algos.
Have you check to see if some of those algos overlap each other? Meaning would the signal for one algo be given, when a trade may already be in progress from a previous algo? You may need need to back test each algo and see if the trade entries/timestamps overlap each other. |
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