Support Board
Date/Time: Sun, 24 Nov 2024 00:16:18 +0000
Triggering of attached orders breaks my trading system (bug, or
View Count: 2897
| [2013-04-12 16:31:27] |
| milo2020 - Posts: 7 |
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I'm having a problem that I would describe as a bug: I have a spreadsheet trading system that buys/sells whenever price crosses above/below certain study bands, and reverses the position if price crosses the study while already holding opposing position. Without attached orders, this works fine, and I can see in backtesting that it reverses every time for hundreds of times in a row. However, when also using attached orders (stoploss and target), it works until one of the attached orders is triggered. At that point, the next time it crosses the opposing study, the 'quantity' set in my Chart Trade Window increases from 1 to 2, and remains at 2, and thus no more orders are ever triggered since my 'Maximum Position Allowed' is set to 1. I then have to manually change Quantity back to 1 in order for the system to resume triggering orders. These are my spreadsheet trading settings: Cancel All Orders On Entries And Reversals: YES Allow Entry With Working Orders: YES Send Orders to Trade Service: YES Support Reversals: YES Allow Opposing Entry with Opposing Position: YES Cancel All Working Orders on Exit: YES (everything else set to NO) Note: What I personally assume is happening is that normally, reversals temporarily double the Quantity to reverse position, and for some reason when attached orders are triggered and the position becomes 'flat', the system still treats the next study-crossover as needing a reversal, rather than a new entry, and thus doubles quantity to 2, which is not allowed, and so the quantity just remains at 2. But if there is another explanation I would love to hear it. Thanks. Date Time Of Last Edit: 2013-04-12 16:33:35
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| [2013-04-12 17:19:36] |
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We do have an idea of what is going on here. We will have to see how to solve this. For now you just need to make certain that you specify the Order Quantity on your trading Sheet: http://www.sierrachart.com/index.php?l=doc/doc_SystemsAlerts.php#CellJ26 Probably what we are going to do is not allow the Trade Window quantity to control the quantity used for Spreadsheet Trading but instead always rely upon the cell. If it is set to 0, we will use a quantity of 1. 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 |
| [2013-04-12 18:41:54] |
| milo2020 - Posts: 7 |
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Fantastic, setting J26 to "1" allows the system to continue operating even after the "Quantity" setting changes to 2. However, it is still a bit dangerous since having the quantity value change to 2 without me realizing it could eventually cause me to accidentally buy/sell more contracts than I would like, when trading manually. But I will just keep my eye on that since I don't think I have a choice. Thanks!
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| [2013-04-12 19:32:42] |
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Yes, you just have to watch the quantity on the Trade Window . It increases to 2 in your case because you are using Attached Orders and reversals. There is no way around this.
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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