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Date/Time: Sat, 30 Nov 2024 06:25:20 +0000



Help with spreadsheet trading entries please

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[2022-12-08 11:37:07]
Dean Roberts - Posts: 79
Hi
I have two issues I think are probably created by my settings being incorrect.
Please could you look at the attached Word document.
1. Buy signal for crossfromabove not firing.
2. Buy signal for crossfromabove firing incorrectly after a correct sell entry then exit occurs.
Much appreciated
Cad
Private File
Attachment Deleted.
[2022-12-08 14:13:26]
John - SC Support - Posts: 36350
Review the information on Back Testing and improvements and differences from real-time starting at the following section and the sections below it:
Auto Trade System Back Testing: Improving Back Test Performance
For the most reliable, advanced, and zero cost futures order routing, use the Teton service:
Sierra Chart Teton Futures Order Routing
[2022-12-08 17:00:00]
Dean Roberts - Posts: 79
Hi John
The issues is happening in real time as well as replay…
It entered a long here where there is no level at all… and it didn’t enter a target or stop either… it appears to be a bug.
It’s like it’s translating AV as a level from another study but it is definitely ETH Dev VAH.
It’s firing at price 11654… way below the VAH and in the following candles.. minutes after it could have possibly crossed from above.

Thanks
Cad
Private File
[2022-12-08 18:40:44]
John - SC Support - Posts: 36350
Please attach the Chartbook and Spreadsheet that you are using for this and we will take a look and see what we can find. Follow these instructions to attach a file:
https://www.sierrachart.com/index.php?page=PostingInformation.php#AttachFile
For the most reliable, advanced, and zero cost futures order routing, use the Teton service:
Sierra Chart Teton Futures Order Routing
[2022-12-08 18:47:45]
Dean Roberts - Posts: 79
Thanks John

Files attached.
attachmentAutomation Chart Experiment bare bones 2.Cht - Attached On 2022-12-08 18:46:27 UTC - Size: 58.28 KB - 156 views
Private File
[2022-12-08 19:27:30]
John - SC Support - Posts: 36350
The primary issue you are mentioning is a not a bug. You are getting a CrossFromAbove correctly at the locations where the Long trades are being marked.

If you look at the initial document you sent us, and look at the 2 Long entries that are pointed out by purple arrows. Those are correct, as the High value of the previous bar is at or above the High Value Area Line (what you have labeled as "rH") and then the next bars high is below the rH, which creates the CrossFromAbove situation.
For the most reliable, advanced, and zero cost futures order routing, use the Teton service:
Sierra Chart Teton Futures Order Routing
[2022-12-08 21:07:40]
Dean Roberts - Posts: 79
I'm confused tbh John.

The first candle crosses the VAH and it enters a short... it hits target and exits.

The price is now in the second candle and it immediately opens a short (as price did return from above VAH and back below VAH).

BUT... in my screen print you can see I have;
- Reset condition on new bar - set to Yes.
- Cancel all orders on entry - set to Yes.
- Signal only once per bar - set to Yes.

It enters the long in the second bar... which never hits VAH..

Why is it holding the signal from the first candle and then entering again on the candle that never touches VAH?

Much appreciated

Dean
[2022-12-08 21:51:59]
John - SC Support - Posts: 36350
Which image are you referring to and what bars? We are not sure where to look to follow what you are referencing.
For the most reliable, advanced, and zero cost futures order routing, use the Teton service:
Sierra Chart Teton Futures Order Routing
[2022-12-09 09:57:58]
Dean Roberts - Posts: 79
Thanks for persisting with this John.
This is the explanation and it describes the attachment picture;
Red triangles with yellow line are the short that makes profit.
The green triangles (denoting a long) with a red line (denoting a loss.)...
both red line/loss trades open where the green arrow below shows the signal...
Both are in the candles that open below the VAH line and after the successful trades close and the candle with the crossfromabove signal is given... they open in candle that never touches VAH....
Like the signal is being held and opens as soon as the first trade Closes.

Hopefully the screen prints will help.
Much appreciated
Cad
Private File
[2022-12-09 16:24:56]
John - SC Support - Posts: 36350
Here is what we see.

1. First purple arrow on the left.
- From the bar at the purple arrow with the red arrow on top. This is signaling a Sell and we believe you have this setup as a "CROSSFROMBELOW" of the High of the bar and the Value Area High (VaH).
- Look at the bar just before the above bar. It's high is below the VaH, and then the bar with the red arrow is above the VaH, therefore you are getting the Sell Signal.
- The position is then open.
- At the next bar (one forward from the first one above) the high has now crossed over the VaH again from Above. This gives a buy order, which closes out the Sell - somehow, and then opens a new order. You will have to look into your spreadsheets to see how this is setup. You are using multiple spreadsheets, which is most likely the reason for the issue, as each system is separate from the other, but they are all trying to put in orders.

2. The second purple arrow to the right. The exact same situation above applies. Everything is correct in terms of the way you have your Spreadsheets setup, but you need to figure out where you do not have the right setup.
For the most reliable, advanced, and zero cost futures order routing, use the Teton service:
Sierra Chart Teton Futures Order Routing
[2022-12-10 10:04:38]
Dean Roberts - Posts: 79
Ah brilliant!
I am using separate spreadsheets - can I put different algos/setups on the same spreadsheets - in different sheets?
Not sure how that is done?
Thanks very much for this.
Cad
[2022-12-12 16:25:19]
John - SC Support - Posts: 36350
You really should use a single spreadsheet per symbol in order to ensure that your different algorithms are not creating conflicts with each other.
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: 2022-12-12 16:25:30

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