Support Board
Date/Time: Sun, 24 Nov 2024 03:34:33 +0000
problem with automatic trade with reversal orders and number of quantity are traded every revers
View Count: 2793
| [2013-09-11 21:45:30] |
| Amit Levy - Posts: 9 |
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Hello Guys, I tried to use automatic trading with reversal and bracket order with take profit and stop loss with IB platform with only 1 quantity are set. I used paper account to send order from sierra chart as live situation. When my first trigger is send order at bar close with order of 1 quantity, is send the order great with take profit and stop loss but the problem is with reversal orders. When the next trigger is appear for reversal is sell 1 quantity and buy 2 quantity to trade. At IB account i see 2 quantity are trade and for the next signal is work fine again with 2 quantity and is manage great 2 quantity at reversal situation. but i like to trade with only one quantity at every cycle. I using spreadsheet system for trading with the following parameters with "YES" conditions: 1- Cancel All Orders on Entries and Reversals . 2- Allow Entry With Working Orders. 3- Signal Only On Bar Close (Columns L, N-Z) 4- Signal Only On Bar Close (Columns K, M) 5- Send Orders To Trade Service . 6- Support Reversals. 7- Allow Opposite Entry with Opposing Position or Orders . 8- Cancel All Working Orders on Exit . 9- Flatten and Cancel Working Orders. Please advice how to manage the orders correctly with 1 quantity every cycle. Thanks, L.A |
| [2013-09-11 22:51:55] |
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This is outside the scope of our support. We can only refer you to the documentation here: http://www.sierrachart.com/index.php?l=doc/doc_AutoTradeManagment.php 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 |
| [2013-09-12 19:14:41] |
| levamit12 - Posts: 5 |
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Hello, I changed the parameter "Maximum Position Allowed" from 1000 to 1 and the same problem. Add to j26=1 (Order Quantity) What could be the problem? How I can debug this. Please advice, Thanks. Date Time Of Last Edit: 2013-09-14 17:54:29
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| [2013-09-16 02:46:25] |
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We need time to review this.
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 |
| [2013-09-16 08:51:01] |
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Are you saying you end up with the resulting position of 2 when a reversal happens? If the order quantity is 1, this should not be the case. We would need to see the Trade Activity Log to determine what is going on.
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 |
| [2013-09-17 19:06:23] |
| Amit Levy - Posts: 9 |
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Hello, Last position was long and the reversal is not trigger at all and now is closing all active positions. This is the line at time is enter to trade and when the reversal is came up is closed all active position and didn't enter to short order when he was trigger : 17/09/2013 20:01 17/09/2013 20:01 YM-201312-ECBOT Filled 15599 Market Buy Open 1 15488 at IB WTS no active order presist but on window of orders and position in sierra chart, 1 position is still active from the last buy signal . at 21:18 the new short was trigger at point 15467 but is not open any position just close the earlier buy signal from 20:01 at 15488 i think the stoploss was trigger of 22 points but why he didn't enter to short after that. i attached below 3 files to analyse the problem. 1- orders and positiotn screenshot. 2- IB orders screenshot. 3- trade service log.txt please advice, Thanks. Date Time Of Last Edit: 2013-09-17 19:33:18
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Private File Private File Private File Private File Private File |
| [2013-09-20 13:54:30] |
| Amit Levy - Posts: 9 |
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Today again after 1 position long reversal with 2 position of short: Alert - Chart: YM-201312-ECBOT 13 rng #2 | Study: DefaultSpreadsheetStudy | Formula: Buy Entry at row 4 is TRUE. | Last Price: 15565 | Bar Start Time: 2013-09-19 21:57:50 | Alert: pager (1) | 2013-09-20 00:20:36 Alert - Chart: YM-201312-ECBOT 13 rng #2 | Study: DefaultSpreadsheetStudy | Formula: Sell Exit (Buy) at row 4 is TRUE. | Last Price: 15565 | Bar Start Time: 2013-09-19 21:57:50 | Alert: pager (1) | 2013-09-20 00:20:36 Alert - Chart: YM-201312-ECBOT 13 rng #2 | Study: DefaultSpreadsheetStudy | Formula: Buy Entry at row 4 is TRUE. | Last Price: 15574 | Bar Start Time: 2013-09-20 10:44:55 | Alert: pager (1) | 2013-09-20 12:37:21 Alert - Chart: YM-201312-ECBOT 13 rng #2 | Study: DefaultSpreadsheetStudy | Formula: Sell Entry at row 4 is TRUE. | Last Price: 15547 | Bar Start Time: 2013-09-20 15:04:15 | Alert: pager (1) | 2013-09-20 15:17:56 Alert - Chart: YM-201312-ECBOT 13 rng #2 | Study: DefaultSpreadsheetStudy | Formula: Buy Entry at row 4 is TRUE. | Last Price: 15567 | Bar Start Time: 2013-09-20 15:49:05 | Alert: pager (1) | 2013-09-20 16:15:56 Alert - Chart: YM-201312-ECBOT 13 rng #2 | Study: DefaultSpreadsheetStudy | Formula: Buy Exit (Sell) at row 4 is TRUE. | Last Price: 15558 | Bar Start Time: 2013-09-20 16:41:05 | Alert: pager (1) | 2013-09-20 16:49:36 Alert - Chart: YM-201312-ECBOT 13 rng #2 | Study: DefaultSpreadsheetStudy | Formula: Sell Entry at row 4 is TRUE. | Last Price: 15558 | Bar Start Time: 2013-09-20 16:41:05 | Alert: pager (1) | 2013-09-20 16:49:36 at IB trade log: SLD 1 DEC13 Futures 15556 16:49:37 2.01 SLD 1 DEC13 Futures 15556 16:49:37 2.01 SLD 1 DEC13 Futures 15557 16:49:37 2.01 -64.02 Orders and position window: Entry Time Last Activity Time Symbol Status Internal Order ID Order Type Buy/Sell Open/Close Order Quantity Price Price 2 Filled Quantity Average Fill Price Parent Internal Order ID Time in Force Good Till DateTime Service Order ID Trade Account Link ID OCO ID LastOrderActionSource 2013-09-20 16:49:36 2013-09-20 16:49:37 YM-201312-ECBOT Filled 68683 Market Sell Close 1 15557 0 1 15557 0 Day Day 203 DU132325 0 0 IB order status update 2013-09-20 16:49:36 2013-09-20 16:49:37 YM-201312-ECBOT Filled 68684 Market Sell Close 1 15557 0 1 15556 0 Day Day 204 DU132325 68684 0 IB order status update 2013-09-20 16:49:36 2013-09-20 16:53:35 YM-201312-ECBOT Open 68686 Limit Buy Close 1 15406 0 0 0 68685 Day Day 206 0 68686 IB order status update 2013-09-20 16:49:36 2013-09-20 16:53:35 YM-201312-ECBOT Open 68687 Stop Limit Buy Close 1 15578 15578 0 0 68685 Day Day 207 0 68686 IB order status update 2013-09-20 16:49:36 2013-09-20 16:49:38 YM-201312-ECBOT Filled 68685 Market Sell Open 1 15557 0 1 15556 0 Day Day 205 DU132325 68684 0 IB order status update |
| [2013-09-24 16:13:50] |
| Amit Levy - Posts: 9 |
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Hello Guys, someone can help me with this issue ? I don't know where is the problem if on IB platform or sierra chart software . Has anyone encountered a similar problem as i described above and know the solution ? Please Help. Thanks in advance, L.A |
| [2013-09-25 04:34:07] |
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We apologize for the delay. We will be looking this over. 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 |
| [2013-09-25 11:13:05] |
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We first need to say we do not provide automated trading system debugging. The only effective way that we could help with this is to fully understand how your trading system is intended to work. We only have a vague idea about the problem and what is not working. Our primary purpose here is to ensure that the functionality provided by Sierra Chart works properly and is accurately documented. It sounds as though that you want to have a Trade Position reversed and it is not. If you are using the Support Reversals feature of the Auto Trade Management logic, then you probably should not be using either Buy/Sell Exit formula columns. Leave those Spreadsheet cells blank. You will only work with the Buy/Sell Entry columns. To Support Reversals you would need the following inputs set to Yes: 1- Cancel All Orders on Entries and Reversals (If using Attached Orders). 6- Support Reversals. However, please refer to the complete Support Reversals documentation here: http://www.sierrachart.com/index.php?l=doc/doc_AutoTradeManagment.php#SupportReversals If the Trade Stats for Charts tab is displaying an Open Trade Position Quantity and you do not have a position in the market, then you need to clear the order fill data to reset it back to 0. This is explained here: https://www.sierrachart.com/index.php?l=doc/doc_TradeStatusWindows.html#ChartTradeStatsTab 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: 2013-09-25 11:26:15
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