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Date/Time: Thu, 26 Sep 2024 23:30:53 +0000



Urgent I have a problem with missing data that is costing me money.

View Count: 1833

[2013-11-21 09:26:42]
RQ - Posts: 50
The problem is not just when opening up for the first time in the morning. I had a problem a few minutes ago were price didn't appear to have come up to my trailing stop but in reality price should have come up through my trailing stop.

When I deleted and downloaded data in this area my stop was taken out as I described above.

I discovered this because on another system I could see what was happening. Earlier on this morning I discovered a similar problem elsewhere with on other system. What I'm saying here is; it is not just on this particular computer; it is a problem with SC or the FXCM FIX connection.

This is a serious matter; please advise/confirm how this is going to be resolved and when.

I am using the FXCM FIX connection
I'm currently on SC version 1048

[2013-11-21 09:29:39]
Sierra Chart Engineering - Posts: 104368
Are you referring to live trading? Deleting and downloading data has 0% affect upon live trading.

If you are talking about live trading, please contact FXCM about this. We have 0% control over that and we also do not control the real-time price data that you receive. Only the historical data.
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
[2013-11-21 11:04:57]
RQ - Posts: 50
Just to confirm. I have been doing a huge amount of developing work recently so I am testing everything on simulator using FXCM FIX connection data.
Over my 28 charts this morning 8 of them was missing data at the sharp end of the chart. I'm using Renko enhanced bars.

Am I right in saying that the problem is still with FXCM?

[2013-11-21 22:01:44]
Sierra Chart Engineering - Posts: 104368
If you are using the FXCM Trading service, then any data that is received while you were connected and receiving real-time data, would be direct from FXCM and not from us.

Are you using Sierra Chart Trade Simulation Mode?

For Renko bars, we recommend using the setting in Chart Settings:
https://www.sierrachart.com/index.php?l=doc/doc_RenkoCharts.html

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: 2013-11-21 22:02:23
[2013-11-21 22:33:44]
RQ - Posts: 50
Are you using Sierra Chart Trade Simulation Mode? Yes!
[2013-11-21 22:48:39]
RQ - Posts: 50
this is a copy of an e-mail I got back from FXCM. They're trying to push the problem back to SC. Before I reply much more forcefully I want to ensure and understand precisely and exactly what way this works. Any advice would be much appreciated.

Sorry for the troubles your facing. The FIX API does not have historical data integrated. I do not know where Sierra gets their historical data from.

The only thing I can see which might be an issue is difference between historical data and live data. When you have the charts open, the data is served from your account as the ticks come in. This takes into account any differences in the bid ask spread that your account might have.

When pulling historical information, I do not know if that is the case. You might be pulling data from a generic login that might have a generic bid ask spread on the account. This would change what data would come in to the chart if you refreshed the chart.

Let me know if you have any other questions.
[2013-11-22 02:29:59]
Sierra Chart Engineering - Posts: 104368
We need to understand the problem better. When you Delete and Download Intraday data in an Intraday chart, are you saying that the price bars are changing and reaching prices they did not previously for bars constructed from real-time data?

As the historical data is being downloaded, that should not cause existing orders to fill. Only replay data or live data will do that.


Potentially there could be differences between historical data we provide and the real-time data you receive. There should not be, but perhaps there is. If there is, we would not know the reason why.

You may also want to look at different kinds of data recording modes:
http://www.sierrachart.com/index.php?l=doc/doc_RecordingModes.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
Date Time Of Last Edit: 2013-11-22 02:30:51
[2013-11-22 14:20:37]
RQ - Posts: 50
Thank you very much for the feedback. I would be grateful if you would examine the attachment were I have provided some more information with screenshots.
Private File
[2013-11-23 15:09:35]
RQ - Posts: 50
Guys I'm still working and experimenting trying to find a solution to my problem.
I would like to check something with you.

In your own documentation it says….
1.  In the Intraday Bar Period >> Bar Period Type list, select Renko in Ticks. (I have done that)

2.  Specify the number of ticks per Renko bar in the box below. I need confirmation/advice on this one

In study settings I'm using a 4 tick Renko enhanced brick; in the above settings should I use the same 4 ticks? If not; please give me an idea of what you think it should be and why.
Thanks

[2013-11-23 23:03:55]
Sierra Chart Engineering - Posts: 104368
In your PDF file you make reference to Renko Enhanced. At this time this is an unsupported study. Unless the underlying bars are at 1 tick, potentially its output between real-time updating and a full recalculation can vary slightly. This must be the problem. Do not use this study.

You must use the Renko Bars setting in Chart >> Chart Settings which works off the file data directly:
https://www.sierrachart.com/index.php?l=doc/doc_RenkoCharts.html

You should specify 4 Ticks. And remove the Renko Enhanced study .
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
[2013-11-23 23:06:47]
Sierra Chart Engineering - Posts: 104368
The documentation has been clarified to answer your question in post #9.
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: 2013-11-23 23:06:56

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