Support Board
Date/Time: Wed, 27 Nov 2024 14:26:28 +0000
Live equity peak & valley calculation : add Low While Open & High While Open datetime
View Count: 1165
| [2022-03-31 16:39:07] |
| Trader & Sierra++ developer - Posts: 109 |
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Hi Sierra, I'm working on a Risk Manager study. I need the open equity peak & valley for a given period (typically a day). As GetTradeStatisticsForSymbolV2() provides only closed equity peak & valley, i'm looking for a way to retrieve/calculate the open equity peak & valley. In my understanding it is unfortunately not possible to get it using sc.GetTradeListSizeEntry() or sc.GetFlatToFlatTradeListEntry(), as : - we don't have the exact time of Low/High Price While Open - FlatToFlat Max Open Profit & Loss doesn't reflect this The only way I see is to parse historical market data and rebuild equity at each tick together with the tradelist, which is a massive overkill, and I really want to avoid such a solution because it is important that this study stays as light and robust as possible. Could you please consider adding the following fields to sc.GetTradeListEntry() : - "Low While Open DateTime" = the exact time "Low While Open" price was touched, and the first one if touched multiple times - "High While Open DateTime" = same for High While Open ACSIL already provides almost everything needed to work on trades without parsing market data. The only missing information is that one. If you add it, it will be possible to calculate the exact/live equity peaks & valleys during the whole trading session whatever the number of simultaneous trades are running. That would close the gap and allow many possibilities in risk / journaling management. |
| [2022-04-05 17:18:54] |
| Trader & Sierra++ developer - Posts: 109 |
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Hi Sierra, Could you please tell me if adding those two fields is something you consider implementing ? Thank you |
| [2022-04-06 15:08:57] |
| Sierra_Chart Engineering - Posts: 17194 |
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We will see if this is not difficult to do.
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, use the Teton service: Sierra Chart Teton Futures Order Routing Date Time Of Last Edit: 2022-04-06 15:09:07
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| [2022-06-04 17:24:18] |
| Trader & Sierra++ developer - Posts: 109 |
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Hi Sierra, Any update on that subject ? If it's not a priority for you and you plan to release it maybe in 6 months or 2 years please give the information so that I can organize myself with or without Sierra. All I need is an update. thank you |
| [2022-07-06 09:22:12] |
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We have been meaning to get to this near term but we always have so many priorities that we just have not yet gotten to it yet. We do not think it would be two years or even six months from now but please remind us again in about a month.
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 |
| [2022-07-06 12:04:39] |
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We started some work on this. We will work on it gradually. It is fairly involved. Check with us every month on progress and as a reminder to us.
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 |
| [2022-07-09 10:02:04] |
| Sierra_Chart Engineering - Posts: 17194 |
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We have looked more into this. Implementing this is very involved and complicated. We will not be doing this. This is a final decision.
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, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2022-07-09 16:39:56] |
| Trader & Sierra++ developer - Posts: 109 |
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Thanks for your updates and final answer. I give up, even if I really don't understand why it is so complicated to update a member each time another member is updated, like : if ((currTrade.isOpen) && (currPrice > currTrade.highWhileOpen)) { currTrade.highWhileOpen = currPrice; currTrade.highWhileOpenDateTime = now(); // <---- } As a senior dev/architect/CTO myself, I've always thought SC was a great, powerful but strange piece of software. Not being able to add such a small feature is very surprising and uncommon. Thanks anyway. |
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