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Direct MessagesDate/Time: Sat, 20 Apr 2024 12:13:08 +0000
Automated Trading Entry Delay
View Count: 978
| [2019-08-22 23:55:19] |
| nach1321 - Posts: 12 |
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Hey Sierra, I was able to finally get my automated setup situated and correctly triggering through the spreadsheets. One issue that I have noticed recently is that the automated trades are entering several minutes after a buy/sell trigger (not every time). For example, the setup triggered short at 19:27:00, yet the entry on the Trade Activity Log shows 19:30:59. The spreadsheet correctly shows the trigger at 19:27:00 and so does the Trade System Based on Alert Condition study (using the subgraphs). Obviously this delay skews results. I am wondering if it is my computer or something else that may cause this. Backtesting shows the correct entries. My computer is rather old (Core2Quad Q6600) and I am running five different securities (chartbooks) with the automated setup. Could it also be a delay with the trade service (CQG)? Thanks, Jay |
| [2019-08-24 01:20:27] |
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It sounds as though this is a problem with the your computer clock not being set accurately. Refer to: Chart Trading and the Chart DOM: Misaligned Order Fill Markers on Charts 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 |
| [2019-08-25 21:25:37] |
| nach1321 - Posts: 12 |
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This does not seem to be the case because the time is the exact same as my computer clock. Backtesting properly fills the orders at the time of the trigger. Live trading has the correct trigger in the spreadsheet (correct time), but fills are minutes after the trigger in some cases. |
| [2019-08-26 08:46:10] |
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From our perspective this is hard to understand exactly what is happening. We do not know whether there is a delay with the order submission from the spreadsheet, or delay with the fill. Either way, this is something that you will need to figure out. Refer to: 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 Date Time Of Last Edit: 2019-08-26 08:46:46
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| [2019-08-31 00:20:14] |
| nach1321 - Posts: 12 |
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This could be related, but now I am getting random time gaps between my minute chart candles. For example, I will have a 2:32 candle, then the next will be 2:35, or some even 10-15 minutes after (2:32 and the next "minute" candle being 2:42). This happens with backtesting only. When out of the backtesting mode (hitting "stop"), the candles return to normal minute by minute candles. Note that this never occurred previously, only as of late. Did something change with CQG's historical data? Date Time Of Last Edit: 2019-08-31 02:41:17
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| [2019-09-02 13:10:35] |
| nach1321 - Posts: 12 |
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Another update...trade signals are firing Sell Entry/Sell Exit within the same minute. I have changed nothing in my spreadsheets and alert conditions since they were working completely normal last week.
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| [2019-09-03 03:20:04] |
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Regarding post #5, that should never happen and it does not make any technical sense unless you are doing something like running a bar based back test with a Three Line Break study. What are all of the studies you have on the chart? We want you to duplicate that chart, remove the studies and run a back test without any studies and see if you notice the problem. ..trade signals are firing Sell Entry/Sell Exit within the same minute. Refer to: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 Date Time Of Last Edit: 2019-09-03 03:20:15
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