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Trade Activity - Trades - Flat to Flat Max Open Loss & Max Open Loss incorrect

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[2019-06-08 00:09:14] #1 [Go To First Post]
User796776 - Posts: 95
Testing with v1932 and seeing incorrect values for the Flat to Flat Max Open Loss & Max Open Loss columns. Attaching the log.


TradesList1.txt - Attached On 2019-06-08 00:07:36 UTC - Size: 1.84 KB - 376 views

[2019-06-08 16:47:01] #2 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
What is the exact problem and tell us exactly how to reproduce. 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

[2019-06-08 17:15:07] #3 [Go To First Post]
User796776 - Posts: 95
The values for the Flat to Flat Max Open Loss & Max Open Loss are incorrect. I attached a screenshot which should make it clearer. The Max Open Loss for each of the 3 trades should be -2. The Flat to Flat Max Open Loss should be -6. Additionally, what would cause the LowDuringPosition to move higher? Date Time Of Last Edit: 2019-06-08 17:48:37


Screen Shot 2019-06-08.png / V - Attached On 2019-06-08 17:13:24 UTC - Size: 137.54 KB - 334 views

[2019-06-10 20:36:59] #4 [Go To First Post]
User796776 - Posts: 95
The debug output of s_ACSTrade from calls to sc.GetTradeListEntry shows: Index 0 int - TradeEntry {OpenDateTime={m_dt=43619.395555868105 } CloseDateTime={m_dt=43619.396780765579 } TradeType=1 ...} s_ACSTrade + OpenDateTime {m_dt=43619.395555868105 } SCDateTime + CloseDateTime {m_dt=43619.396780765579 } SCDateTime TradeType 1 int EntryQuantity 1.0000000000000000 double ExitQuantity 1.0000000000000000 double MaxOpenQuantity 3.0000000000000000 double AverageEntryPrice 2751.2499385047704 double AverageExitPrice 2756.2499383930117 double OpenProfitLoss 246.20999470353127 double ClosedProfitLoss 246.20999470353127 double MaximumOpenPositionLoss -137562.49692523852 double MaximumOpenPositionProfit 262.50307476148009 double FlatToFlatMaximumOpenPositionProfit 262.50307476148009 double FlatToFlatMaximumOpenPositionLoss -137562.49692523852 double Index 1 int - TradeEntry {OpenDateTime={m_dt=43619.395555960713 } CloseDateTime={m_dt=43619.398125567226 } TradeType=1 ...} s_ACSTrade + OpenDateTime {m_dt=43619.395555960713 } SCDateTime + CloseDateTime {m_dt=43619.398125567226 } SCDateTime TradeType 1 int EntryQuantity 1.0000000000000000 double ExitQuantity 1.0000000000000000 double MaxOpenQuantity 3.0000000000000000 double AverageEntryPrice 2751.2499385047704 double AverageExitPrice 2756.7499383818358 double OpenProfitLoss 271.20999414473772 double ClosedProfitLoss 271.20999414473772 double MaximumOpenPositionLoss -137562.49692523852 double MaximumOpenPositionProfit 275.00307476148009 double FlatToFlatMaximumOpenPositionProfit 537.50614952296019 double FlatToFlatMaximumOpenPositionLoss -275124.99385047704 double Index 2 int - TradeEntry {OpenDateTime={m_dt=43619.395556053321 } CloseDateTime={m_dt=43619.407812800979 } TradeType=1 ...} s_ACSTrade + OpenDateTime {m_dt=43619.395556053321 } SCDateTime + CloseDateTime {m_dt=43619.407812800979 } SCDateTime TradeType 1 int EntryQuantity 1.0000000000000000 double ExitQuantity 1.0000000000000000 double MaxOpenQuantity 3.0000000000000000 double AverageEntryPrice 2751.2499385047704 double AverageExitPrice 2751.2499385047704 double OpenProfitLoss -3.7899997085332870 double ClosedProfitLoss -3.7899997085332870 double MaximumOpenPositionLoss -24.996925238519907 double MaximumOpenPositionProfit 425.00307476148009 double FlatToFlatMaximumOpenPositionProfit 962.50922428444028 double FlatToFlatMaximumOpenPositionLoss -275149.99077571556 double

[2019-06-12 15:26:59] #5 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
We are not able to duplicate this. Here is the trades from some test trading we did: Symbol Trade Type Entry Price Exit Price Entry DateTime Exit DateTime Trade Quantity Max Open Quantity Max Closed Quantity Commission (C) Profit/Loss (C) Cumulative Profit/Loss (C) FlatToFlat Profit/Loss (C) FlatToFlat Max Open Profit (C) FlatToFlat Max Open Loss (C) Max Open Profit (C) Max Open Loss (C) Entry Efficiency Exit Efficiency Total Efficiency High Price While Open Low Price While Open Note Open Position Quantity Close Position Quantity [Sim]MESM19_FUT_CME (Sim1) Short 2887.25 2886.75 2019-06-11 15:55:55.001 BP 2019-06-11 18:56:26.001 EP 4 4 4 0.00 10.00 10.00 10.00 F 55.00 -15.00 55.00 -15.00 100.0% 35.7% 14.3% 2888.00 2884.50 4 0 [Sim]MESM19_FUT_CME Long 2887.00 2884.50 2019-06-11 19:07:59.001 BP 2019-06-11 20:00:18.001 4 8 4 0.00 -50.00 -40.00 -50.00 35.00 -50.00 35.00 -50.00 0.0% 0.0% -58.8% 2888.75 2884.50 4 4 [Sim]MESM19_FUT_CME Long 2888.00 2888.50 2019-06-11 19:43:20.001 2019-06-11 20:35:40.001 EP 4 8 8 0.00 10.00 -30.00 -40.00 F 95.00 -120.00 60.00 -70.00 0.0% 60.5% 4.7% 2891.00 2884.50 8 0 Total: -30.00 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: 2019-06-12 15:28:04

[2019-06-12 16:51:29] #6 [Go To First Post]
User796776 - Posts: 95
Thank you for the update. I replayed your test scenario and achieved the same results. Would you retest using the attached configuration file? 1. Set the replay start at 2019-06-10 09:29:30. 2. Execute a limit buy Qty:3 with Use Attached Orders checked at 2890.75. 3. The first target should fill at 2894.75 around 09:38:52. At that point my Max Open Loss goes from 0 to the incorrect value and the Low Price While Open gets set to 0 as seen in the screen shot. My chart symbol is ESM19_FUT_CME, trade and current quote symbol MESM19_FUT_CME, use as trade only symbol checked. Date Time Of Last Edit: 2019-06-12 17:29:13


3TargetsWithBEStop2ndOCO.twconfig - Attached On 2019-06-12 16:40:20 UTC - Size: 6.52 KB - 365 views Screen Shot 2019-06-12.png / V - Attached On 2019-06-12 17:20:48 UTC - Size: 25.7 KB - 327 views

[2019-06-14 18:22:07] #7 [Go To First Post]
User796776 - Posts: 95
Has anyone been able to test/repro this configuration?

[2019-06-15 14:02:50] #8 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
We will be going over this, this weekend. 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

[2019-06-16 04:17:48] #9 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
This is fixed in version 1935. 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: 2019-06-17 03:44:44

[2019-06-17 21:21:56] #10 [Go To First Post]
User796776 - Posts: 95
The Flat to Flat Max Open Loss & Max Open Loss are correct. Shouldn't the the LowDuringPosition on the Trade Activity tab match the Low Price While Open on the Trades tab?


Screen Shot 2019-06-17.png / V - Attached On 2019-06-17 21:21:21 UTC - Size: 159.76 KB - 301 views

[2019-06-17 22:16:31] #11 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
Shouldn't the the LowDuringPosition on the Trade Activity tab match the Low Price While Open on the Trades tab? No. You need to refer to the documentation for those fields here: Trade Activity Log: Trade Activity Fields 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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