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Date/Time: Fri, 29 Mar 2024 06:14:41 +0000



Trade and Current Quote Symbol - incorrect Profit/Loss values

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[2019-08-26 08:37:57]
T44 - Posts: 363
Hello,

When the tick size is different between the trade and current quote symbol and the symbol, the P&L displayed is for the symbol althought the current position, working orders, and order fill markers relate to the trade and current quote symbol.

Example would be the Dax future with a 12.5 tick size and the mini Dax future witha 5 tick size - when trading the mini as trade and current quote symbol the P&L is displayed at the tick size for a full contract.

This isn't documented Profit/Loss Calculations and Symbol Settings

Thanks.
[2019-08-26 08:41:30]
T44 - Posts: 363
Updated to note that this incorrect P&L value is being reported in the Global Profit/Loss management screen so there is the potential for undesired order flattening / locking to occur based on these erroneous values.
[2019-08-26 08:48:15]
Sierra Chart Engineering - Posts: 104368
You need to adjust the Currency Value per Tick as required in the Chart Settings:
Chart Settings: Currency Value Per Tick (Chart >> Chart Settings >> Symbol >> Symbol Settings menu)
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 08:48:29
[2019-08-26 13:04:39]
T44 - Posts: 363
May I please set this in ASCIL - it is currently a "read only" variable
ACSIL Interface Members - Variables and Arrays: sc.CurrencyValuePerTick
[2019-08-27 02:40:51]
Sierra Chart Engineering - Posts: 104368
Yes we will make this read/write. But changing it will cause a recalculation of the chart.
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
[2019-08-27 08:58:22]
T44 - Posts: 363
Thank you, this is very helpful, I have updated my code and will continue to pull prerelease to see when this change is live.

Understood re chart recalculation.
[2019-08-27 09:10:48]
Sierra Chart Engineering - Posts: 104368
Actually we will not recalculate the chart when Currency Value per Tick is changed by ACSIL. You are able to manually control that in the study function if you want.
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: 2019-08-27 09:11:23
[2019-08-28 17:06:20]
T44 - Posts: 363
I see this has now been changed to read/write in the documentation. I am running the latest prerelease (1981). However I cannot confirm the tick value is changing after attempting to set it in ASCIL, but I have not turned on further debugging.

Can you please confirm if this feature is live?

For those interested, code is....

#include "sierrachart.h"

#include "scstudyfunctions.h"

//snip

sc.FlagToReloadChartData = 1; //required if setting sc.TickSize ACSIL Interface Members - Variables and Arrays: sc.TickSize

//snip


case ACS_BUTTON_11: //I am using a toolbar button to toggle "mini" contract sizes for an instrument

//other symbols omitted for brevity
    int IsAX;

    IsAX = sc.Symbol.CompareNoCase("F.US.DD",7); //CQG feed


  if (IsAX == 0) { //the mini Dax needs its value format altered.
    sc.TradeAndCurrentQuoteSymbol = "F.US.FDXMU19";
    sc.TradeWindowConfigFileName = "AX-sm.twconfig";
    sc.BaseGraphValueFormat = 0; //0 = Zero decimal places. Example output: 1
    sc.TickSize = 1;
    sc.CurrencyValuePerTick = 5;
  }
}

Date Time Of Last Edit: 2019-08-28 17:10:39
[2019-08-28 18:07:35]
Sierra Chart Engineering - Posts: 104368
This has not yet been released.
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
[2019-08-29 15:13:55]
T44 - Posts: 363
This is working now in version 1982. Sierra Chart users may wish to use ASCIL to set these values when trading mini contracts, the code snippet above plus the documentation can be used as a guide.

Grateful to SC Engineering.

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