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Date/Time: Thu, 06 Feb 2025 18:15:52 +0000

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Trade Execution Issue Upon Upgrade to Version 1983

View Count: 2615

[2019-09-16 17:03:14]
[Go To First Post]
Sierra Chart Engineering - Posts: 104368
There are 77 revisions is that have to be examined and a huge amount of development. You do not even understand, the hard reality of what you are asking here. It is not a question we can answer. We simply do not document all of this. It is just too massively burdensome.
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
[2020-01-10 21:11:08]
[Go To First Post]
User279754 - Posts: 38
You had suggested that I debug my .cpp files via Visual Studio; however, I have no .cpp files in ACS_Source folder. I think there may have been an assumption that I was conducting automated trading using an Advanced Custom Study. This is actually not the case. I am simply using the Trading System Based on Alert Condition studies available off the shelf in Sierra Chart. As such, how do you recommend I approach debugging in this case?

Thank you again for your assistance.
[2020-01-13 21:36:44]
[Go To First Post]
Sierra Chart Engineering - Posts: 104368
Ok in this particular case can you give us the chart that contains the trading system study and tell us at what point in time we should do a replay and exactly the date and time and time zone where there is a problem and we will see why it happens.

Instructions:
Support Board Posting Information: Providing Chartbook with Only a Single 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
[2020-01-17 05:51:47]
[Go To First Post]
User279754 - Posts: 38
I did more testing and I was actually able to diagnose the root cause. I was using the Study/Price Overlay study to pull in VIX data that my algos were referencing. This worked fine prior to version 1983 or so, but all versions after that cause my systems to malfunction as I've described earlier in this thread. If I remove this particular study, everything else runs normally. So I suppose the answer is to use the Add Additional Symbol study to my chart instead. I need to test this thoroughly to confirm the data is treated precisely the same, but it appears promising. Please let me know if you have any additional thoughts or suggestions now that the issue is clearly described.
[2020-01-17 07:50:37]
[Go To First Post]
Sierra Chart Engineering - Posts: 104368
Yes we would recommend using the Add Additional Symbol study.

We do not know specifically what the problem is without extensive analysis and testing. Perhaps it may relate to some low-level changes, that corrected a problem related to the interaction between studies to ensure a correct starting index for calculations when there is interdependency between studies.
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
[2020-02-07 17:04:08]
[Go To First Post]
User279754 - Posts: 38
I researched Add Additional Symbol and found that it has obvious limitations that make it an unsuitable solution. I can give two good examples of the limitations:

a) using Add Additional Symbol, you are limited to the chart timeframe chosen on the main chart, which is a huge limitation. For instance, if my system is trading off of a 5min chart, but I need to pull in studies from an hourly, daily, or weekly chart, I am unable to do so. My systems often rely on this type of input, and I am unable to replicate that with Add Additional Symbol.

b) if you're relying on derivative studies of VIX in particular (such as a moving average), since it only trades a limited portion of the day the periods where there is not trading will factor into those derivative studies. The proper way to do it is to have VIX on another chart and then it will only calculate the derivative studies during hours in which it is actually active. I tested my systems using the Add Additional Symbol approach, and the derivative VIX calculations were so different under this approach that there was a high degree of degradation to the financial performance of the systems.

I believe it is imperative for Sierra Chart's latest versions to be able to pull info from one chart into another chart and have the Trade Based on Alert Condition study function properly. I run an automated trading business with about 50 unique systems, and without this functionality (which existed prior to v1983) almost all of my systems will cease to function. It would literally bring my entire business to its knees if I was forced to use the latest version of Sierra Chart. It's an existential risk. Please let me know your thoughts on what could be done to reinstate this critical functionality that was available in earlier verions of Sierra Chart. I'm fine running indefinitely on v1981, which is what I use now, but I fear that at some point that will no longer be supported and my business would be in a dire situation.
[2020-02-10 02:40:39]
[Go To First Post]
Sierra Chart Engineering - Posts: 104368
This is extremely unlikely to be a problem where there is something straightforward that Sierra Chart is just doing wrong. Rather there is probably some complexity with what you are doing and we need to understand that, and recommend a solution, or see how area in the program can be improved upon to avoid this issue, Or we need to add a new option to handle the scenario properly.

The only way we are going to know what the problem is, is if you provide us the Chartbook minimally configured that demonstrates the issue and then explain the steps to reproduce during a chart replay.

We also need to know the time zone of the charts.

We need the issue presented in a way which is clear and straightforward, with minimal complexity.

And you should be able to answer the question about what the issue is substantially yourself. You just have to look at the Input data and your formula. It will also help to enable this option:
Study/Chart Alerts And Scanning: Log Evaluated Formula at Each Evaluation
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: 2020-03-15 11:18:45
[2020-02-19 05:20:28]
[Go To First Post]
User279754 - Posts: 38
I've attached a simple chartbook which contains a very generic example of my two concerns:

1) If you run a back test using AutoTrade System Bar Based Back Test, you will see that the Trade Activity does not match what the signals on the chart would imply should be occurring. The system for some reason is exiting trades every bar without generating a sell signal. If you switch to a Sierra Chart version prior to 1983 you will see that it will execute the trades precisely as indicated by the signals on the chart itself, as it should.

2) The proposed solution was to use Add Additional Symbol study to have $VIX directly on the Trade chart. However, I tested this and got issue #1 above, plus it forced me to utilize what I consider erroneous derivative calcs of VIX, which I have provided an example of in this file--in Region 2 I have pulled in $VIX data from the second chart in the chart book. I included a 200p EMA that was calculated on the $VIX chart itself, so it only calculates the EMA based on the values observed while VIX is actually trading--this is the purple line. The blue line is also a 200p EMA based on VIX, but calculated on the Trade chart itself, so it factors in the value each bar while VIX is closed for the evening. If you compare the two, you can see there's a material difference. For me, VIX is crucial to trading, so the precision and validity of the derivative calcs is vital. I cannot rely on an EMA that was calculated directly on the Trade chart, which has different hours than the VIX chart.

I greatly appreciate your time in reviewing and helping resolve this. I love your product and look forward to a future solution to this issue.
Private File
Attachment Deleted.
[2020-02-19 18:06:25]
[Go To First Post]
Sierra Chart Engineering - Posts: 104368
1. We will look this over, but it is normal to see the buy/sell markers on the chart from the study formula regardless of whether there is an order fill or not. This is explained in detail here:
Spreadsheet Systems, Alerts and Automated Trading: Buy/Sell Arrows Do Not Mean Trade Signals

This is also a complete impossibility unless there is an exit like from an Attached Order:
The system for some reason is exiting trades every bar without generating a sell signal.


2. From our perspective this is not relevant to the issue. These are details only for you.
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: 2020-02-19 18:20:06
[2020-02-19 18:29:06]
[Go To First Post]
User279754 - Posts: 38
1. It's not an impossibility, the primary basis for this ticket has been this particular issue. You will see when you run the backtest that exits are occurring with no exit signals triggering, and there are no attached orders activated. This did not occur prior to v1983, but does occur from v1983 forward. I use a 5-min chart in the example I sent and if you run a backtest using the latest version of Sierra Chart you should see exits occurring every five minutes. If you then run it on v1981 for example, you will see the exits only occur when there's an exit signal as dictated by the exit algo.

2. This is a relevant issue if I'm unable to pull in data from a secondary chart and have the Trade Based on Alert Condition studies work properly on newer versions of Sierra Chart. If I was able to pull in the data from a secondary chart and have the algo function properly, as it did pre-v1983, then I agree this would be irrelevant.
[2020-02-19 19:03:09]
[Go To First Post]
Sierra Chart Engineering - Posts: 104368
1. We still see this as impossible and we can get confirmation of this.

You will see when you run the backtest that exits are occurring with no exit signals triggering, and there are no attached orders activated.
We want you to provide us the lines in the Trade Activity Log for this exit following these instructions:
Trade Activity Log: Providing Trade Activity Log Data Lines to Support
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
[2020-02-21 03:56:18]
[Go To First Post]
User279754 - Posts: 38
Sure, here's activity from a 30-minute period (the full log would be overkill I think). You'll notice entries and exits every 5-min bar. If you review the chartbook I attached previously you'll see there are no exit signals being generated by the system. Somehow, although they are not apparent on the chart itself, they are generating in the log. If you review the criterion used in the exit algo, you will clearly see the criterion has not been met for these executions--the chart itself is a proper reflection of where all the executions should occur. This is why I believe there's some type of conflict within Sierra Chart causing these executions to trigger erroneously. Again, if you run it on v1981 you'll see that executions will only occur when signals appear on the chart, as they should. Thank you for your time in reviewing this.

ActivityType  DateTime  Symbol  Quantity  OrderType  BuySell  FillPrice  Price  OrderStatus  OrderActionSource  Price2  InternalOrderID  ServiceOrderID  FilledQuantity  TradeAccount  OpenClose  ParentInternalOrderID  PositionQuantity  FillExecutionServiceID  HighDuringPosition  LowDuringPosition  Note  AccountBalance
Fill  2020-02-16 19:55:00.007  [Sim]F.US.ENQH20  1  Market  Buy  9655.00    Filled  Trade simulation fill. Bid: 9654.75 Ask: 9655.00 Last: 9654.75    4914745  4914745  1  Sim1  Open    1  4914745.1      NQ_Algo_Trailing_Percent_Stop.twconfig  
Order  2020-02-16 19:55:00.006  [Sim]F.US.ENQH20  1  Market  Buy  9655.00    Filled  Trade simulation fill. Bid: 9654.75 Ask: 9655.00 Last: 9654.75    4914745  4914745  1  Sim1  Open            NQ_Algo_Trailing_Percent_Stop.twconfig  
Order  2020-02-16 19:55:00.005  [Sim]F.US.ENQH20  1  Market  Buy      Open  Simulated order accepted    4914745  4914745    Sim1  Open            NQ_Algo_Trailing_Percent_Stop.twconfig  
Order  2020-02-16 19:55:00.004  [Sim]F.US.ENQH20  1  Market  Buy      Order Sent  Auto-trade: Bar Backtest: F.US.ENQH20 [CB] 5 Min #1 | Long Entry | BuyEntry | Bar start date-time: 2020-02-16 19:55:00.000 | Last: 9654.75    4914745      Sim1  Open            NQ_Algo_Trailing_Percent_Stop.twconfig  
Fill  2020-02-16 19:55:00.003  [Sim]F.US.ENQH20  1  Market  Sell  9657.25    Filled  Trade simulation fill. Bid: 9657.25 Ask: 9657.50 Last: 9657.50    4914744  4914744  1  Sim1  Close      4914744.1  9657.50  9657.50  NQ_Algo_Trailing_Percent_Stop.twconfig  
Order  2020-02-16 19:55:00.002  [Sim]F.US.ENQH20  1  Market  Sell  9657.25    Filled  Trade simulation fill. Bid: 9657.25 Ask: 9657.50 Last: 9657.50    4914744  4914744  1  Sim1  Close    1        NQ_Algo_Trailing_Percent_Stop.twconfig  
Order  2020-02-16 19:55:00.001  [Sim]F.US.ENQH20  1  Market  Sell      Open  Simulated order accepted    4914744  4914744    Sim1  Close    1        NQ_Algo_Trailing_Percent_Stop.twconfig  
Order  2020-02-16 19:55:00.000  [Sim]F.US.ENQH20  1  Market  Sell      Order Sent  Auto-trade: Bar Backtest: F.US.ENQH20 [CB] 5 Min #1 | Long Exit (Experimental) | BuyExit | Bar start date-time: 2020-02-16 19:55:00.000 | Last: 9657.5    4914744      Sim1  Close    1        NQ_Algo_Trailing_Percent_Stop.twconfig  
Fill  2020-02-16 19:50:00.007  [Sim]F.US.ENQH20  1  Market  Buy  9655.50    Filled  Trade simulation fill. Bid: 9655.25 Ask: 9655.50 Last: 9655.25    4914743  4914743  1  Sim1  Open    1  4914743.1      NQ_Algo_Trailing_Percent_Stop.twconfig  
Order  2020-02-16 19:50:00.006  [Sim]F.US.ENQH20  1  Market  Buy  9655.50    Filled  Trade simulation fill. Bid: 9655.25 Ask: 9655.50 Last: 9655.25    4914743  4914743  1  Sim1  Open            NQ_Algo_Trailing_Percent_Stop.twconfig  
Order  2020-02-16 19:50:00.005  [Sim]F.US.ENQH20  1  Market  Buy      Open  Simulated order accepted    4914743  4914743    Sim1  Open            NQ_Algo_Trailing_Percent_Stop.twconfig  
Order  2020-02-16 19:50:00.004  [Sim]F.US.ENQH20  1  Market  Buy      Order Sent  Auto-trade: Bar Backtest: F.US.ENQH20 [CB] 5 Min #1 | Long Entry | BuyEntry | Bar start date-time: 2020-02-16 19:50:00.000 | Last: 9655.25    4914743      Sim1  Open            NQ_Algo_Trailing_Percent_Stop.twconfig  
Fill  2020-02-16 19:50:00.003  [Sim]F.US.ENQH20  1  Market  Sell  9660.75    Filled  Trade simulation fill. Bid: 9660.75 Ask: 9661.00 Last: 9661.00    4914742  4914742  1  Sim1  Close      4914742.1  9661.00  9660.75  NQ_Algo_Trailing_Percent_Stop.twconfig  
Order  2020-02-16 19:50:00.002  [Sim]F.US.ENQH20  1  Market  Sell  9660.75    Filled  Trade simulation fill. Bid: 9660.75 Ask: 9661.00 Last: 9661.00    4914742  4914742  1  Sim1  Close    1        NQ_Algo_Trailing_Percent_Stop.twconfig  
Order  2020-02-16 19:50:00.001  [Sim]F.US.ENQH20  1  Market  Sell      Open  Simulated order accepted    4914742  4914742    Sim1  Close    1        NQ_Algo_Trailing_Percent_Stop.twconfig  
Order  2020-02-16 19:50:00.000  [Sim]F.US.ENQH20  1  Market  Sell      Order Sent  Auto-trade: Bar Backtest: F.US.ENQH20 [CB] 5 Min #1 | Long Exit (Experimental) | BuyExit | Bar start date-time: 2020-02-16 19:50:00.000 | Last: 9661    4914742      Sim1  Close    1        NQ_Algo_Trailing_Percent_Stop.twconfig  
Fill  2020-02-16 19:45:00.007  [Sim]F.US.ENQH20  1  Market  Buy  9661.00    Filled  Trade simulation fill. Bid: 9660.75 Ask: 9661.00 Last: 9660.75    4914741  4914741  1  Sim1  Open    1  4914741.1      NQ_Algo_Trailing_Percent_Stop.twconfig  
Order  2020-02-16 19:45:00.006  [Sim]F.US.ENQH20  1  Market  Buy  9661.00    Filled  Trade simulation fill. Bid: 9660.75 Ask: 9661.00 Last: 9660.75    4914741  4914741  1  Sim1  Open            NQ_Algo_Trailing_Percent_Stop.twconfig  
Order  2020-02-16 19:45:00.005  [Sim]F.US.ENQH20  1  Market  Buy      Open  Simulated order accepted    4914741  4914741    Sim1  Open            NQ_Algo_Trailing_Percent_Stop.twconfig  
Order  2020-02-16 19:45:00.004  [Sim]F.US.ENQH20  1  Market  Buy      Order Sent  Auto-trade: Bar Backtest: F.US.ENQH20 [CB] 5 Min #1 | Long Entry | BuyEntry | Bar start date-time: 2020-02-16 19:45:00.000 | Last: 9660.75    4914741      Sim1  Open            NQ_Algo_Trailing_Percent_Stop.twconfig  
Fill  2020-02-16 19:45:00.003  [Sim]F.US.ENQH20  1  Market  Sell  9664.00    Filled  Trade simulation fill. Bid: 9664.00 Ask: 9664.25 Last: 9664.25    4914740  4914740  1  Sim1  Close      4914740.1  9664.25  9662.50  NQ_Algo_Trailing_Percent_Stop.twconfig  
Order  2020-02-16 19:45:00.002  [Sim]F.US.ENQH20  1  Market  Sell  9664.00    Filled  Trade simulation fill. Bid: 9664.00 Ask: 9664.25 Last: 9664.25    4914740  4914740  1  Sim1  Close    1        NQ_Algo_Trailing_Percent_Stop.twconfig  
Order  2020-02-16 19:45:00.001  [Sim]F.US.ENQH20  1  Market  Sell      Open  Simulated order accepted    4914740  4914740    Sim1  Close    1        NQ_Algo_Trailing_Percent_Stop.twconfig  
Order  2020-02-16 19:45:00.000  [Sim]F.US.ENQH20  1  Market  Sell      Order Sent  Auto-trade: Bar Backtest: F.US.ENQH20 [CB] 5 Min #1 | Long Exit (Experimental) | BuyExit | Bar start date-time: 2020-02-16 19:45:00.000 | Last: 9664.25    4914740      Sim1  Close    1        NQ_Algo_Trailing_Percent_Stop.twconfig  
Fill  2020-02-16 19:40:00.007  [Sim]F.US.ENQH20  1  Market  Buy  9663.50    Filled  Trade simulation fill. Bid: 9663.25 Ask: 9663.50 Last: 9663.50    4914739  4914739  1  Sim1  Open    1  4914739.1      NQ_Algo_Trailing_Percent_Stop.twconfig  
Order  2020-02-16 19:40:00.006  [Sim]F.US.ENQH20  1  Market  Buy  9663.50    Filled  Trade simulation fill. Bid: 9663.25 Ask: 9663.50 Last: 9663.50    4914739  4914739  1  Sim1  Open            NQ_Algo_Trailing_Percent_Stop.twconfig  
Order  2020-02-16 19:40:00.005  [Sim]F.US.ENQH20  1  Market  Buy      Open  Simulated order accepted    4914739  4914739    Sim1  Open            NQ_Algo_Trailing_Percent_Stop.twconfig  
Order  2020-02-16 19:40:00.004  [Sim]F.US.ENQH20  1  Market  Buy      Order Sent  Auto-trade: Bar Backtest: F.US.ENQH20 [CB] 5 Min #1 | Long Entry | BuyEntry | Bar start date-time: 2020-02-16 19:40:00.000 | Last: 9663.5    4914739      Sim1  Open            NQ_Algo_Trailing_Percent_Stop.twconfig  
Fill  2020-02-16 19:40:00.003  [Sim]F.US.ENQH20  1  Market  Sell  9660.50    Filled  Trade simulation fill. Bid: 9660.50 Ask: 9660.75 Last: 9660.50    4914738  4914738  1  Sim1  Close      4914738.1  9662.00  9660.50  NQ_Algo_Trailing_Percent_Stop.twconfig  
Order  2020-02-16 19:40:00.002  [Sim]F.US.ENQH20  1  Market  Sell  9660.50    Filled  Trade simulation fill. Bid: 9660.50 Ask: 9660.75 Last: 9660.50    4914738  4914738  1  Sim1  Close    1        NQ_Algo_Trailing_Percent_Stop.twconfig  
Order  2020-02-16 19:40:00.001  [Sim]F.US.ENQH20  1  Market  Sell      Open  Simulated order accepted    4914738  4914738    Sim1  Close    1        NQ_Algo_Trailing_Percent_Stop.twconfig  
Order  2020-02-16 19:40:00.000  [Sim]F.US.ENQH20  1  Market  Sell      Order Sent  Auto-trade: Bar Backtest: F.US.ENQH20 [CB] 5 Min #1 | Long Exit (Experimental) | BuyExit | Bar start date-time: 2020-02-16 19:40:00.000 | Last: 9660.5    4914738      Sim1  Close    1        NQ_Algo_Trailing_Percent_Stop.twconfig  
Fill  2020-02-16 19:35:00.007  [Sim]F.US.ENQH20  1  Market  Buy  9662.50    Filled  Trade simulation fill. Bid: 9662.25 Ask: 9662.50 Last: 9662.50    4914737  4914737  1  Sim1  Open    1  4914737.1      NQ_Algo_Trailing_Percent_Stop.twconfig  
Order  2020-02-16 19:35:00.006  [Sim]F.US.ENQH20  1  Market  Buy  9662.50    Filled  Trade simulation fill. Bid: 9662.25 Ask: 9662.50 Last: 9662.50    4914737  4914737  1  Sim1  Open            NQ_Algo_Trailing_Percent_Stop.twconfig  
Order  2020-02-16 19:35:00.005  [Sim]F.US.ENQH20  1  Market  Buy      Open  Simulated order accepted    4914737  4914737    Sim1  Open            NQ_Algo_Trailing_Percent_Stop.twconfig  
Order  2020-02-16 19:35:00.004  [Sim]F.US.ENQH20  1  Market  Buy      Order Sent  Auto-trade: Bar Backtest: F.US.ENQH20 [CB] 5 Min #1 | Long Entry | BuyEntry | Bar start date-time: 2020-02-16 19:35:00.000 | Last: 9662.5    4914737      Sim1  Open            NQ_Algo_Trailing_Percent_Stop.twconfig  
Fill  2020-02-16 19:35:00.003  [Sim]F.US.ENQH20  1  Market  Sell  9660.25    Filled  Trade simulation fill. Bid: 9660.25 Ask: 9660.50 Last: 9660.25    4914736  4914736  1  Sim1  Close      4914736.1  9660.50  9660.25  NQ_Algo_Trailing_Percent_Stop.twconfig  
Order  2020-02-16 19:35:00.002  [Sim]F.US.ENQH20  1  Market  Sell  9660.25    Filled  Trade simulation fill. Bid: 9660.25 Ask: 9660.50 Last: 9660.25    4914736  4914736  1  Sim1  Close    1        NQ_Algo_Trailing_Percent_Stop.twconfig  
Order  2020-02-16 19:35:00.001  [Sim]F.US.ENQH20  1  Market  Sell      Open  Simulated order accepted    4914736  4914736    Sim1  Close    1        NQ_Algo_Trailing_Percent_Stop.twconfig  
Order  2020-02-16 19:35:00.000  [Sim]F.US.ENQH20  1  Market  Sell      Order Sent  Auto-trade: Bar Backtest: F.US.ENQH20 [CB] 5 Min #1 | Long Exit (Experimental) | BuyExit | Bar start date-time: 2020-02-16 19:35:00.000 | Last: 9660.25    4914736      Sim1  Close    1        NQ_Algo_Trailing_Percent_Stop.twconfig  
Fill  2020-02-16 19:30:00.007  [Sim]F.US.ENQH20  1  Market  Buy  9660.50    Filled  Trade simulation fill. Bid: 9660.25 Ask: 9660.50 Last: 9660.25    4914735  4914735  1  Sim1  Open    1  4914735.1      NQ_Algo_Trailing_Percent_Stop.twconfig  
Order  2020-02-16 19:30:00.006  [Sim]F.US.ENQH20  1  Market  Buy  9660.50    Filled  Trade simulation fill. Bid: 9660.25 Ask: 9660.50 Last: 9660.25    4914735  4914735  1  Sim1  Open            NQ_Algo_Trailing_Percent_Stop.twconfig  
Order  2020-02-16 19:30:00.005  [Sim]F.US.ENQH20  1  Market  Buy      Open  Simulated order accepted    4914735  4914735    Sim1  Open            NQ_Algo_Trailing_Percent_Stop.twconfig  
Order  2020-02-16 19:30:00.004  [Sim]F.US.ENQH20  1  Market  Buy      Order Sent  Auto-trade: Bar Backtest: F.US.ENQH20 [CB] 5 Min #1 | Long Entry | BuyEntry | Bar start date-time: 2020-02-16 19:30:00.000 | Last: 9660.25    4914735      Sim1  Open            NQ_Algo_Trailing_Percent_Stop.twconfig  
Fill  2020-02-16 19:30:00.003  [Sim]F.US.ENQH20  1  Market  Sell  9662.50    Filled  Trade simulation fill. Bid: 9662.50 Ask: 9662.75 Last: 9662.75    4914734  4914734  1  Sim1  Close      4914734.1  9662.75  9662.00  NQ_Algo_Trailing_Percent_Stop.twconfig  
Order  2020-02-16 19:30:00.002  [Sim]F.US.ENQH20  1  Market  Sell  9662.50    Filled  Trade simulation fill. Bid: 9662.50 Ask: 9662.75 Last: 9662.75    4914734  4914734  1  Sim1  Close    1        NQ_Algo_Trailing_Percent_Stop.twconfig  
Order  2020-02-16 19:30:00.001  [Sim]F.US.ENQH20  1  Market  Sell      Open  Simulated order accepted    4914734  4914734    Sim1  Close    1        NQ_Algo_Trailing_Percent_Stop.twconfig  
Order  2020-02-16 19:30:00.000  [Sim]F.US.ENQH20  1  Market  Sell      Order Sent  Auto-trade: Bar Backtest: F.US.ENQH20 [CB] 5 Min #1 | Long Exit (Experimental) | BuyExit | Bar start date-time: 2020-02-16 19:30:00.000 | Last: 9662.75    4914734      Sim1  Close    1        NQ_Algo_Trailing_Percent_Stop.twconfig  
Fill  2020-02-16 19:25:00.007  [Sim]F.US.ENQH20  1  Market  Buy  9660.25    Filled  Trade simulation fill. Bid: 9660.00 Ask: 9660.25 Last: 9660.00    4914733  4914733  1  Sim1  Open    1  4914733.1      NQ_Algo_Trailing_Percent_Stop.twconfig  
Order  2020-02-16 19:25:00.006  [Sim]F.US.ENQH20  1  Market  Buy  9660.25    Filled  Trade simulation fill. Bid: 9660.00 Ask: 9660.25 Last: 9660.00    4914733  4914733  1  Sim1  Open            NQ_Algo_Trailing_Percent_Stop.twconfig  
Order  2020-02-16 19:25:00.005  [Sim]F.US.ENQH20  1  Market  Buy      Open  Simulated order accepted    4914733  4914733    Sim1  Open            NQ_Algo_Trailing_Percent_Stop.twconfig  
Order  2020-02-16 19:25:00.004  [Sim]F.US.ENQH20  1  Market  Buy      Order Sent  Auto-trade: Bar Backtest: F.US.ENQH20 [CB] 5 Min #1 | Long Entry | BuyEntry | Bar start date-time: 2020-02-16 19:25:00.000 | Last: 9660    4914733      Sim1  Open            NQ_Algo_Trailing_Percent_Stop.twconfig  
Fill  2020-02-16 19:25:00.003  [Sim]F.US.ENQH20  1  Market  Sell  9664.00    Filled  Trade simulation fill. Bid: 9664.00 Ask: 9664.25 Last: 9664.25    4914732  4914732  1  Sim1  Close      4914732.1  9664.25  9661.00  NQ_Algo_Trailing_Percent_Stop.twconfig  
Order  2020-02-16 19:25:00.002  [Sim]F.US.ENQH20  1  Market  Sell  9664.00    Filled  Trade simulation fill. Bid: 9664.00 Ask: 9664.25 Last: 9664.25    4914732  4914732  1  Sim1  Close    1        NQ_Algo_Trailing_Percent_Stop.twconfig  
Order  2020-02-16 19:25:00.001  [Sim]F.US.ENQH20  1  Market  Sell      Open  Simulated order accepted    4914732  4914732    Sim1  Close    1        NQ_Algo_Trailing_Percent_Stop.twconfig  
Order  2020-02-16 19:25:00.000  [Sim]F.US.ENQH20  1  Market  Sell      Order Sent  Auto-trade: Bar Backtest: F.US.ENQH20 [CB] 5 Min #1 | Long Exit (Experimental) | BuyExit | Bar start date-time: 2020-02-16 19:25:00.000 | Last: 9664.25    4914732      Sim1  Close    1        NQ_Algo_Trailing_Percent_Stop.twconfig
Date Time Of Last Edit: 2020-02-21 03:58:34
[2020-03-04 18:22:21]
[Go To First Post]
Sierra Chart Engineering - Posts: 104368
We are going to be looking this over. Although understand the exit signal is being given, and only apparently momentarily occurring so we have to understand that condition.
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:
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[2020-03-16 07:11:26]
[Go To First Post]
Sierra Chart Engineering - Posts: 104368
We are starting to analyze this.

For the most recent trade activity log you post above, please tell us the time zone.

And this has been implemented in 2067:

Effective with version 2067 and higher, when a Sell Exit occurs when there is not an existing position, the prior formula state is cleared so that if the Sell Exit is true when a position is entered through a Sell Entry and there no longer is a state change with the Sell Exit, the Sell Exit will then be able to exit the position after the position is entered. Rather than the Sell Exit state having to go false and then back to true for a Sell Exit to occur.

So this change makes it easier for a Sell Exit to occur.

The same is true for Buy Exit as well.

This is not related to your issue but we saw this as something that is important, otherwise there can be a condition where a buy/sell exit does not occur when the user expects.
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: 2020-03-16 07:11:54
[2020-03-16 20:55:31]
[Go To First Post]
User279754 - Posts: 38
I used the New York (-5 EST/-4 EDT) time zone.

Thank you for the info on the v2067 update.
[2020-03-22 04:36:20]
[Go To First Post]
Sierra Chart Engineering - Posts: 104368
The issue is now resolved.

At some point, and this must have been at the version where the problem began, there was a correction of a problem involving the calculation start index for studies which are dependent on other studies. This was something which was resolved and then created a problem with Trading System Based on Alert Condition study where it was starting to calculate at an earlier index.

With the type of trading system you have, those earlier signals were not getting filtered because the study was not passing in the bar index for the trading signal into the buy and sell entry and exit functions. That parameter is necessary for manual looping which the Trading System Based on Alert Condition study uses.

We also realize that having a trading system study start at an earlier index creates unnecessary logging, and does not really makes sense in general so we have removed that. It is not necessarily wrong but it just generates a lot of unnecessary logging.
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: 2020-03-22 04:37:08
[2020-03-22 07:33:40]
[Go To First Post]
Sierra Chart Engineering - Posts: 104368
In regards to this you can test prerelease version 2070. Instructions:
Software Download: Fast Update
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
[2020-05-07 02:00:20]
[Go To First Post]
User279754 - Posts: 38
I have confirmed the issue appears to be resolved. Thank you for the detailed testing and resolution, it is greatly appreciated.

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