Support Board
Date/Time: Mon, 20 Jan 2025 04:01:43 +0000
Autotrade Entry Signals not accurate
View Count: 1159
| [2018-05-30 15:21:55] |
| User696540 - Posts: 28 |
|
Hi SC, My Autotrade is set to Buy/Sell as soon as price action touches the moving average. I've tried it with both of these codes: 1. CROSSFROMABOVE(L,ID2.SG1 For a long entry on the MA(ID2.SG1) I have Evaluate on Bar close Only "No" 2. ID2.SG1<=H,ID2.SG1>=L for a long entry on the MA (ID2.SG1) I also have Evaluate on Bar close only "No" The bars are "coloring" correctly as an alert, however, the entries using Autotrade are WAY WAY off in many instances. Sometimes on NQ it's entering 10-14 ticks above the MA for a long trade. I'm attaching a typical situation. Any help, advice, or ideas you have would be greatly appreciated! John |
 Bad Fills on Autotrade.PNG / V - Attached On 2018-05-30 15:15:53 UTC - Size: 16.42 KB - 296 views |
| [2018-05-30 19:09:53] |
| |
|
Is this during a back test? And if so how is the back test being performed. Refer to: Trade Simulation: How Orders are Filled 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 |
| [2018-05-30 19:48:43] |
| User696540 - Posts: 28 |
|
hi thanks for your quick response! I get the same results when running a backtest via replay and running in SIM during live trading |
| [2018-05-30 19:57:01] |
| User696540 - Posts: 28 |
|
running the back test using Accurate Trading System Back Test Mode also with the Trading System Based on Alert Condition Study
|
| [2018-05-31 18:50:09] |
| |
|
Orders are going to be filled based upon the bid and ask prices at the time of the order fill as explained here: Trade Simulation: How Orders are Filled Refer to the description for the particular order type you are using. And look at the Bid and Ask prices with the order fill in the Trade Activity Log. They should be correct. 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: 2018-05-31 18:50:35
|
To post a message in this thread, you need to log in with your Sierra Chart account: