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Direct MessagesDate/Time: Tue, 07 May 2024 09:23:38 +0000
sim mode doesn't report manual fills or position updates to dtc client
View Count: 647
| [2020-02-20 05:56:03] |
| uM8137 - Posts: 180 |
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SC v2052, in Sim mode, Denali feed. I am initiating orders via my DTC client. Working well. In case of need to manually override, I press the flatten button on the Trade Window. The SC simulation then cancels all orders and gives me a Fill-at-market-to-exit the position. This is all right and proper, and shows up great in the trade activity log. However, my DTC client unfortuneately does not get a report of the Fill-at-market-to-exit. This is problematic. Moreover, SC never sends me a POSITION_UPDATE (id 306), so my DTC client still thinks I am in the market when I am flat. Hence I can't mix manual and dtc client in simulation. Request: Would it be possible to notify the DTC client with fill and position updates that come from manually initiated actions? In non-sim, I would REALLY need for the DTC client to get such position updates--resulting from manual intervention. Rather critical, really. Could you verify that would happen? |
| [2020-02-20 07:40:07] |
| uM8137 - Posts: 180 |
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Update: okay I found where the manual fills where getting dropped, so that was my mistake. I see now that they won't have any of my expected client order IDs, because they didn't originate from dtc. I tried the DTC trading evaluator, and that gives me the updated position just fine. I still don't see position updates in plain Sim mode, but since I can use the DTC trading evaluator, that is a reasonable workaround for now. One minor note: if you change from SCOrderRouting [Sim] -> TradeEvaluation -> SCOrderRouting, you loose the [Sim] mode inadvertantly, which could cause one to end up trading live when not intended. Better to keep the Sim mode per service. Date Time Of Last Edit: 2020-02-20 07:42:18
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| [2020-02-24 21:35:50] |
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Simulated orders and positions are not sent out over the DTC server when Sierra Chart is in Trade Simulation Mode. Maybe we can add an option to control whether this is the case or not. One thing Sierra Chart has which is not documented is a full replay server through the DTC server to replay chart data, and you can trade using a DTC client against this replaying data and also trade options and option strategies. The option prices are generated using the Black Scholes model. We will prepare documentation for the above. 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: 2020-02-24 21:37:32
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| [2020-02-25 02:21:23] |
| uM8137 - Posts: 180 |
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> One thing Sierra Chart has which is not documented is a full replay server through the DTC server to replay chart data, and you can trade using a DTC client against this replaying data and also trade options and option strategies. The option prices are generated using the Black Scholes model. Very cool. Looking forward to that. I'm not doing options -- but from much experience with them, I hope you using Jaeckel's Let's Be Rational approach for efficiency. Otherwise the implied vol computations can kill your performance. Though hopefully you don't have to compute implied vol and just use the historical options prices anyway. Anyway, if you need to compute the implied volatility, Jaeckel is the fast way (convergences in 2 iterations, guaranteed; free C source code available). https://jaeckel.000webhostapp.com/LetsBeRational.pdf update: > Maybe we can add an option to control whether this is the case or not. That would be helpful. Date Time Of Last Edit: 2020-02-25 02:48:58
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