Support Board
Date/Time: Wed, 27 Nov 2024 22:29:18 +0000
Wrong Trade Position Quantity
View Count: 1556
| [2020-03-17 16:23:59] |
| User87521 - Posts: 83 |
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I have a number spreadsheets for trading. I have not had any problems until this morning. Version 2065. I have Position Quantity set to 1. I have Maximum Position Allowed Set to 1. I have Allow Multiple Position in the Same Direction Set to No. I am getting multiple position quantities. I have gotten 2, 3 and just received one for 35. Currently Trade Simulation is on. When I disconnect and do a backtest the trade position reverts back to 1. |
| [2020-03-17 16:59:44] |
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There could potentially be a scenario where this could occur. We would have to be able to identify that scenario. So you would need to provide us the Trading System spreadsheet, and the Chartbook, and instructions to reproduce. We will then see what we can do to prevent this but we need to be able to reproduce it.
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 |
| [2020-03-17 17:08:31] |
| User87521 - Posts: 83 |
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What I am seeing is that every time I close a chartbook and re-open the trade position, if there is one, is wrong. This is a bit problematic as I just received a position quantity of 110 where it calls for 1. I have done the upload per "Add/Edit Attached Files". Not sure if you received it. As far as I can tell, just open them and if there is a position required, it will be higher than 1. This happens on many other charbooks. |
 AMZN 65 RSI 28.scss - Attached On 2020-03-17 17:04:59 UTC - Size: 347.45 KB - 401 views AMZN TRADE RSI 28.cht - Attached On 2020-03-17 17:05:41 UTC - Size: 88.91 KB - 355 views Attachment Deleted. |
| [2020-03-17 17:10:06] |
| User87521 - Posts: 83 |
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FWIW, if open this chartbook right now it comes up with a -5 position. The Trade Study does not short.
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| [2020-03-17 17:16:02] |
| User87521 - Posts: 83 |
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FWIW, the program is crashing now. Third time in a row. I am downloading an older version.
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| [2020-03-17 17:36:18] |
| User87521 - Posts: 83 |
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OK, I resolved the crash issue. It was being caused by a new chartbook I created this morning. Not sure why, but I included the files if you are curious. Version 2050 is still initiating the wrong trade position size, until I disconnect and perform a backtest. Then it hold the trade position properly upon reconnection. |
Private File Amazon Offset Trade.Cht - Attached On 2020-03-17 17:34:57 UTC - Size: 71.57 KB - 428 views |
| [2020-03-17 18:18:30] |
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FWIW, the program is crashing now. Make sure you are not using the OpenGL Graphics option. And make sure you run Sierra Chart in Safe Mode:Sierra Chart - Software Login Instructions: Using Safe Mode Also the problem you are describing with positions, is confusing for us, and we do not believe there is any kind of malfunction but there is another explanation for this and there is something you are doing creating the issue. We will get back to this thread later on. 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: 2020-03-17 18:18:59
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| [2020-03-17 18:56:32] |
| User87521 - Posts: 83 |
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Only errors I have been able to find are listed below. Error Opening Trade Activity Log. This is the current end of the Trade Service log after performing backtests and then reconnecting. The Auto-trade data seems to be working fine. The errors seem to be cycling through. See the bold. Auto-trade: Bar Backtest: AMZN/AMZN-OPT-20200417-2000-C-SMART-100-USD[M] 30 Min #1 | AMZN 65 RSI 28 | BuyEntry | Bar start date-time: 2020-03-17 18:00:00.000 | BuyEntry signal is ignored because maximum Long Position quantity allowed has been reached or would be exceeded with new order. Max. Position allowed: 1. Resulting Position without working orders: 2. Resulting Position with all working orders except exits: 2. Resulting Position with Market working orders: 2 | 2020-03-17 18:41:20.105 Cleared trade data | Symbol: [Sim]AMZN | TradeAccount: Sim1 | 2020-03-17 18:41:20.124 Error opening: C:\SierraChart\TradeActivityLogs\TradeActivityLog_2019-08-02_UTC.Sim1.simulated.data | 2020-03-17 18:42:02.595 * Error opening: C:\SierraChart\TradeActivityLogs\TradeActivityLog_2019-08-05_UTC.Sim1.simulated.data | 2020-03-17 18:42:02.596 * Error opening: C:\SierraChart\TradeActivityLogs\TradeActivityLog_2019-10-02_UTC.Sim1.simulated.data | 2020-03-17 18:43:08.972 * Error opening: C:\SierraChart\TradeActivityLogs\TradeActivityLog_2019-12-03_UTC.Sim1.simulated.data | 2020-03-17 18:44:15.358 * Error opening: C:\SierraChart\TradeActivityLogs\TradeActivityLog_2019-12-22_UTC.Sim1.simulated.data | 2020-03-17 18:44:33.460 * Error opening: C:\SierraChart\TradeActivityLogs\TradeActivityLog_2019-12-29_UTC.Sim1.simulated.data | 2020-03-17 18:44:37.482 * Error opening: C:\SierraChart\TradeActivityLogs\TradeActivityLog_2020-01-01_UTC.Sim1.simulated.data | 2020-03-17 18:44:39.494 * Error opening: C:\SierraChart\TradeActivityLogs\TradeActivityLog_2020-01-12_UTC.Sim1.simulated.data | 2020-03-17 18:44:48.547 * Error opening: C:\SierraChart\TradeActivityLogs\TradeActivityLog_2020-01-19_UTC.Sim1.simulated.data | 2020-03-17 18:44:54.578 * Auto-trade: MNQM20[M] 5 Min #1 | RSI Pullback Trade | BuyExit | Bar start date-time: 2020-03-17 18:40:00.000 | BuyExit signal is ignored. Long position quantity does not exist or there are already working exit orders that will flatten the position. Current Position with working exit orders: -1. Current Position: -1. Current Position with exit market orders: -1 | 2020-03-17 18:44:59.717 Auto-trade: MESM20[M] 5 Min #1 | Offset Timeframe Trade | BuyEntry | Bar start date-time: 2020-03-17 18:40:00.000 | BuyEntry signal is ignored because a Long position exists or working order quantities indicate a potential Long position, and 'Multiple Entries in Same Direction' is not enabled. Position: 1. Position with all working orders: 1. Position with Market working orders: 1 | 2020-03-17 18:44:59.780 Auto-trade: MESM20[M] 5 Min #1 | Offset Timeframe Trade | SellExit | Bar start date-time: 2020-03-17 18:40:00.000 | SellExit signal is ignored. Short position quantity does not exist or there are already working exit orders that will flatten the position. Current Position with working exit orders: 1. Current Position: 1. Current Position with exit market orders: 1 | 2020-03-17 18:44:59.780 Error opening: C:\SierraChart\TradeActivityLogs\TradeActivityLog_2020-01-26_UTC.Sim1.simulated.data | 2020-03-17 18:45:03.628 * Error opening: C:\SierraChart\TradeActivityLogs\TradeActivityLog_2020-01-27_UTC.Sim1.simulated.data | 2020-03-17 18:45:03.628 * Error opening: C:\SierraChart\TradeActivityLogs\TradeActivityLog_2020-02-02_UTC.Sim1.simulated.data | 2020-03-17 18:45:11.668 * Error opening: C:\SierraChart\TradeActivityLogs\TradeActivityLog_2020-02-09_UTC.Sim1.simulated.data | 2020-03-17 18:45:19.710 * Error opening: C:\SierraChart\TradeActivityLogs\TradeActivityLog_2020-02-23_UTC.Sim1.simulated.data | 2020-03-17 18:45:39.808 * Error opening: C:\SierraChart\TradeActivityLogs\TradeActivityLog_2020-02-24_UTC.Sim1.simulated.data | 2020-03-17 18:45:39.808 * Error opening: C:\SierraChart\TradeActivityLogs\TradeActivityLog_2020-03-01_UTC.Sim1.simulated.data | 2020-03-17 18:45:45.839 * Error opening: C:\SierraChart\TradeActivityLogs\TradeActivityLog_2020-03-02_UTC.Sim1.simulated.data | 2020-03-17 18:45:45.839 * Error opening: C:\SierraChart\TradeActivityLogs\TradeActivityLog_2020-03-08_UTC.Sim1.simulated.data | 2020-03-17 18:45:51.869 * Error opening: C:\SierraChart\TradeActivityLogs\TradeActivityLog_2020-03-12_UTC.Sim1.simulated.data | 2020-03-17 18:45:55.902 * Error opening: C:\SierraChart\TradeActivityLogs\TradeActivityLog_2020-03-15_UTC.Sim1.simulated.data | 2020-03-17 18:45:59.919 * Error opening: C:\SierraChart\TradeActivityLogs\TradeActivityLog_2020-03-16_UTC.Sim1.simulated.data | 2020-03-17 18:45:59.919 * TradeActivity files query time: 284.066223 seconds. Entries: 0. Current queries: 5 | 2020-03-17 18:45:59.920 Auto-trade: MNQM20[M] 5 Min #1 | RSI Pullback Trade | BuyExit | Bar start date-time: 2020-03-17 18:45:00.000 | BuyExit signal is ignored. Long position quantity does not exist or there are already working exit orders that will flatten the position. Current Position with working exit orders: -1. Current Position: -1. Current Position with exit market orders: -1 | 2020-03-17 18:49:59.719 Auto-trade: MESM20[M] 5 Min #1 | Offset Timeframe Trade | BuyEntry | Bar start date-time: 2020-03-17 18:45:00.000 | BuyEntry signal is ignored because a Long position exists or working order quantities indicate a potential Long position, and 'Multiple Entries in Same Direction' is not enabled. Position: 1. Position with all working orders: 1. Position with Market working orders: 1 | 2020-03-17 18:49:59.781 Auto-trade: MESM20[M] 5 Min #1 | Offset Timeframe Trade | SellExit | Bar start date-time: 2020-03-17 18:45:00.000 | SellExit signal is ignored. Short position quantity does not exist or there are already working exit orders that will flatten the position. Current Position with working exit orders: 1. Current Position: 1. Current Position with exit market orders: 1 | 2020-03-17 18:49:59.781 Error opening: C:\SierraChart\TradeActivityLogs\TradeActivityLog_2019-08-02_UTC.Sim1.simulated.data | 2020-03-17 18:50:56.824 * Error opening: C:\SierraChart\TradeActivityLogs\TradeActivityLog_2019-08-05_UTC.Sim1.simulated.data | 2020-03-17 18:50:56.824 * Error opening: C:\SierraChart\TradeActivityLogs\TradeActivityLog_2019-10-02_UTC.Sim1.simulated.data | 2020-03-17 18:51:26.025 * Error opening: C:\SierraChart\TradeActivityLogs\TradeActivityLog_2019-12-03_UTC.Sim1.simulated.data | 2020-03-17 18:52:03.267 * Date Time Of Last Edit: 2020-03-17 18:57:18
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| [2020-03-17 19:02:21] |
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The condition which causes this error: Error opening: C:\SierraChart\TradeActivityLogs\TradeActivityLog_2019-08-02_UTC.Sim1.simulated.data | 2020-03-17 18:42:02.595 * has already been resolved. You need to update to the current version of Sierra Chart: 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 |
| [2020-03-17 19:20:27] |
| User87521 - Posts: 83 |
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Downloaded Version 2065, which is where I started. Same problem with the Trade Position Size. Loaded 3 chartbooks. All three had Trade Position Size errors. No more errors in the Trade Service Log. This never occurred before today FWIW. |
| [2020-03-17 20:35:09] |
| User87521 - Posts: 83 |
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I may have a resolution. I cleared the trade activity log and the trade position size has loaded properly 2 times in a row. This is from full close of program to re-start and from just closing and re-opening a particular chartbook. 3 times now with no errors. Could there be, or is there, a maximum size for the trade activity log? Is there a recommended maintenance procedure for this log? |
| [2020-03-19 17:32:50] |
| User87521 - Posts: 83 |
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The incorrect Trade Position size came back again this morning on one of my chartbooks. I cleared the Trade Activity Log and the position sizes came back properly at the next bar prints. If this is the case I will have to clear my Trade Activity Log every day.
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| [2020-03-20 01:09:04] |
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It is hard for us to understand exactly what is happening and exactly what you are doing from our position. However, this documentation section here explains how the Position Quantity is calculated and some unusual conditions you could encounter regarding simulated trading and the things that you might be doing to trigger those conditions: Trade Simulation: Trade Simulation Position Quantity Calculation Be sure to read it over and get a good understanding of how the Position Quantity is arrived at and then you should be able to figure out why you are seeing what you are. If you go to the Trade Activity Log and set the Trade Account to the simulated trading account you have set in the chart and select the Symbol of the chart and set the From Date going back to the earliest fill you know you have for that account and symbol, you can then go to the Trades tab and look at all of the fill matching and resulting position quantity and you can see exactly how it is arrived at. This should give you a good understanding of why you see what you do. There is nothing wrong on the Sierra Chart side in regards to this. There simply could not be. There is definitely things you are doing causing the behavior and is just a matter of gaining an understanding of why you see what you do. Could there be, or is there, a maximum size for the trade activity log? Is there a recommended maintenance procedure for this log? But thinking about your question, maybe there is a problem with your Sierra Chart's installation access to that folder. Maybe that folder is read-only or there are not write permissions to it. That could be the source of the problem. 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: 2020-03-20 01:20:03
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| [2020-03-20 01:18:09] |
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The prior post has been updated and corrected. Initially it was just a draft which was unexpectedly posted. We cannot allocate further time to 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 Date Time Of Last Edit: 2020-03-20 01:18:15
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| [2020-03-20 19:35:57] |
| User87521 - Posts: 83 |
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I am getting very frustrated with this. I am just trying to get YOUR software to work as intended. I have not done anything out of the normal bounds in using this software. I have upgraded to 2068 and downgraded to 2000. Same problems and went back to 2068. My Trade Activity Log file does show as read only in File Explorer. I have tried to turn it off multiple times but it keeps coming back as read only. As reference, so does the Data file and this is performing properly. So, what I did was copy the files into a different directory and then deleted all of them in the Sierra directory. I am the System Administrator and should not have any issues there. I am still having issues. Now, another problem has surfaced. When I try to go live (to eliminate the Sim problem) the trade always reverts back to Trade Sim mode. As far as I can tell I have all the settings done properly. And I don't remember changing anything at any point in time from when it worked to live trade to now. I have invested years into this program and I have auto traded for years. I'm not doing anything abnormal. I don't dispute at all that I may have tripped some setting that is causing this. But I'm not seeing it anywhere. Yet, after everything I have tried I sit here, tried to do a live trade, Sierra reverted back to Trade Sim mode, and I'm sitting on a +3 position when it should have been +1. You would think the Sim vs. Live issue would be an easy setting somewhere but its not apparent to me. FWIW, I thought maybe I could be getting orders from other functions. Trade Window, Chart Trading and Attached Orders Feature are all negative. To go live, Auto Trading is Enabled, both Globally and Chart. Connected to SC Data Services. IB is the broker. Spreadsheet Study is yes. Turn off Trade Sim mode. Everything works fine until the trade is ready to hit. When it hits, Sierra immediately reverts to Sim mode. I'm just not sure what to do any more. |
| [2020-03-20 21:20:01] |
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Do you have time this evening for us to do a remote assistance session to go over these?
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 |
| [2020-03-20 21:40:02] |
| User87521 - Posts: 83 |
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yes
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| [2020-03-21 00:01:33] |
| User87521 - Posts: 83 |
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I'm not sure how you handle this. If you still want to do this tonight I am available. Text or call *** to set up more easily. I can be free any time you need.
Date Time Of Last Edit: 2020-03-21 07:38:04
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| [2020-03-21 07:43:11] |
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User has been called. One issue we observed, was a very long Trade Activity query time of 150 seconds for one particular query. This may have been something which was leading to the problem indirectly since other queries which would be necessary to report a Simulated Trade Position in the chart were not completing during that time. We do not know what that query was for. We converted the older Trade Activity file naming format using Global Settings >> Convert Trade Activity Format . If there is a further problem look at the Trade >> Trade Service Log for long query times. We will then see why that is happening. The other issue related to not being able to leave Trade Simulation Mode was that Sierra Chart was not set to use Interactive Brokers. 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: 2020-03-26 18:20:18
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| [2020-03-26 17:55:42] |
| User87521 - Posts: 83 |
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I think the problems I have been seeing have been solved. Thanks for you help with this.
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