Support Board
Date/Time: Fri, 29 Nov 2024 12:34:14 +0000
Cannot get Live “Spreadsheet System for Trading” trade to occur in Simulation Mode Replay
View Count: 337
| [2023-02-02 23:22:15] |
| PeaceFrog - Posts: 105 |
|
Hello, Thank you for taking the time to answer my question. Today, I was running a Live “Spreadsheet System for Trading” and a BuyEntry and BuyExit order were sent and filled. When I reviewed this set of transactions in the “Trade Activity Log” I noticed that the BuyEntry and BuyExit basically occurred at the same time (within the same second), so, during the hour that the market was closed I turned “Simulation Mode” On and replayed the time period when the transactions occurred and I could not get them to occur. I’m stumped by this. In the “Replay Chart” I used Replay Mode “Calculate At Every Tick/ Trade (High CPU Usage)" and replayed at Speed 1 and when that didn’t cause the transactions to occur I also used the “Jump” Method “By Number of Trades”, “Unit” “1” and tapped the “>>” button through the transaction time period but still couldn’t get them to occur. Kindly advise. Thank you very much. |
| [2023-02-04 00:55:52] |
| Sierra_Chart Engineering - Posts: 17226 |
|
From our perspective this is really impossible for us to be able to answer. This would involve very involved debugging/troubleshooting/analysis: Automated Trading Management: Troubleshooting Automated Trading System Behavior 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 |
| [2023-02-04 01:26:51] |
| PeaceFrog - Posts: 105 |
|
Here are the Trade Activity and Service Logs from the time of the transactions: Trade Activity Log: ActivityType Symbol DateTime OrderActionSource OrderStatus BuySell OrderType Quantity Price OpenClose FillPrice Price2 FilledQuantity InternalOrderID ServiceOrderID TradeAccount ParentInternalOrderID PositionQuantity FillExecutionServiceID HighDuringPosition LowDuringPosition Note AccountBalance ExchangeOrderID ClientOrderID TimeInForce Orders 2023-02-02 06:20:39.350836 End of full open orders update from service. TradeAccount: No account specified Unspecified None 0.00 Day Orders F.US.CA6H23 2023-02-02 08:10:01.249708 Auto-trade: F.US.CA6H23[M] 10 Min #2 | CA6 - H23 - 1030ADX | BuyEntry | Formula: Buy Entry at row 3 is TRUE. | Bar start date-time: 2023-02-02 08:10:00.000 | Last: 0.752 | AO=0 Order Sent Buy Limit 1 0.75200 Open 122121 91648 0.00 Day Orders F.US.CA6H23 2023-02-02 08:10:01.380437 CQG order update. Status: IN_TRANSIT Pending Open Buy Limit 1 0.75200 Open 122121 619453518 91648 0.00 122121.23120 Day Orders F.US.CA6H23 2023-02-02 08:10:01.380635 CQG order update. Status: ACK_PLACE Open Buy Limit 1 0.75200 Open 122121 619453518 91648 0.00 122121.23120 Day Positions F.US.CA6H23 2023-02-02 08:10:01.451794 Updated Service Position Quantity to 1 Unspecified 91648 0.00 Orders F.US.CA6H23 2023-02-02 08:10:01.451833 CQG order update. Status: FILL Filled Buy Limit 1 0.75200 Open 0.75200 1 122121 619453518 91648 54735259149 0.00 122121.23120 Day Positions F.US.CA6H23 2023-02-02 08:10:01.451834 Updated Internal Position Quantity to 1. Previous: 0 Unspecified 1 91648 1 0.00 Fills F.US.CA6H23 2023-02-02 08:10:01.451835 CQG order update. Status: FILL Filled Buy Limit 1 0.75200 Open 0.75200 1 122121 619453518 91648 1 54735259149 0.00 122121.23120 Day Orders F.US.CA6H23 2023-02-02 08:10:01.748649 Auto-trade: F.US.CA6H23[M] 10 Min #2 | CA6 - H23 - 1030ADX | BuyExit | Formula: Buy Exit (Sell) at row 3 is TRUE. | Bar start date-time: 2023-02-02 08:10:00.000 | Last: 0.752 | AO=0 Order Sent Sell Limit 1 0.75195 Close 122122 91648 1 0.00 Day Orders F.US.CA6H23 2023-02-02 08:10:01.872531 CQG order update. Status: IN_TRANSIT Pending Open Sell Limit 1 0.75195 Close 122122 619488182 91648 1 0.00 122122.44705 Day Orders F.US.CA6H23 2023-02-02 08:10:01.872786 CQG order update. Status: ACK_PLACE Open Sell Limit 1 0.75195 Close 122122 619488182 91648 1 0.00 122122.44705 Day Positions F.US.CA6H23 2023-02-02 08:10:01.943967 Updated Service Position Quantity to 0 Unspecified 91648 1 0.00 Orders F.US.CA6H23 2023-02-02 08:10:01.943982 CQG order update. Status: FILL Filled Sell Limit 1 0.75195 Close 0.75195 1 122122 619488182 91648 1 54735260429 0.00 122122.44705 Day Positions F.US.CA6H23 2023-02-02 08:10:01.943983 Updated Internal Position Quantity to 0. Previous: 1 Unspecified 1 91648 0.00 Fills F.US.CA6H23 2023-02-02 08:10:01.943984 CQG order update. Status: FILL Filled Sell Limit 1 0.75195 Close 0.75195 1 122122 619488182 91648 54735260429 0.75200 0.75195 0.00 122122.44705 Day Positions F.US.CA6H23 2023-02-02 08:10:09.020177 Removing Position with quantity of 0 Unspecified 91648 0.00 Orders 2023-02-02 14:32:26.847851 Trade Simulation Mode has been enabled. Toggled by user Unspecified None 0.00 Trade Service Log: SC Data - All Services | MaxConnectionsForSameDevice = 3, NumCurrentConnectionsForSameDevice = 1 | 2023-02-02 06:20:35.147 Buy Entry | Signal ignored because 'Signal Only Once Per Bar' is enabled and a signal was already given from formula column for bar. | Cell: K3 | Bar start date-time: 2023-02-02 08:10:00 | 2023-02-02 08:10:03.255 |
| [2023-02-06 16:06:18] |
| John - SC Support - Posts: 36350 |
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When you switched to Simulation Mode did you set the Spreadsheet Study for Trading Input for Send Orders to Trade Service to No? If you left it as Yes then the order would not be sent for the Simulation mode. If the above is the case, you should have a line in your Trade Service Log regarding this. For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2023-02-06 19:19:01] |
| PeaceFrog - Posts: 105 |
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Hi John, Glad to have you looking at this. I reran it twice; once in Simulation Mode with Spreadsheet Study for Trading Input for Send Orders to Trade Service set to No and once in Simulation Mode with Spreadsheet Study for Trading Input for Send Orders to Trade Service set to Yes and in neither case were the orders sent. Here are the Trade Service Logs for in Simulation Mode with Spreadsheet Study for Trading Input for Send Orders to Trade Service set to No: Cleared global profit/loss management data for Sim1. | 2023-02-06 11:07:18.704 TradeActivity files query time: 0.013069 seconds. Entries: 0. Current queries: 1 | 2023-02-06 11:07:18.717 Cleared trade data | Symbol: [Sim]F.US.CA6H23 | TradeAccount: Sim1 | 2023-02-06 11:07:18.728 Flagging to reload Trades list in charts | Symbol: [Sim]F.US.CA6H23 | TradeAccount: Sim1 | 2023-02-06 11:07:18.743 TradeActivity files query time: 0.070833 seconds. Entries: 0. Current queries: 12 | 2023-02-06 11:07:18.814 TradeActivity files query time: 0.000039 seconds. Entries: 0. Current queries: 12 | 2023-02-06 11:07:18.814 TradeActivity files query time: 0.000021 seconds. Entries: 0. Current queries: 12 | 2023-02-06 11:07:18.814 TradeActivity files query time: 0.003744 seconds. Entries: 0. Current queries: 11 | 2023-02-06 11:07:18.818 TradeActivity files query time: 0.000365 seconds. Entries: 0. Current queries: 11 | 2023-02-06 11:07:18.818 TradeActivity files query time: 0.000298 seconds. Entries: 0. Current queries: 11 | 2023-02-06 11:07:18.819 TradeActivity files query time: 0.000279 seconds. Entries: 0. Current queries: 11 | 2023-02-06 11:07:18.819 TradeActivity files query time: 0.000029 seconds. Entries: 0. Current queries: 11 | 2023-02-06 11:07:18.819 TradeActivity files query time: 0.000024 seconds. Entries: 0. Current queries: 11 | 2023-02-06 11:07:18.819 TradeActivity files query time: 0.000259 seconds. Entries: 0. Current queries: 11 | 2023-02-06 11:07:18.819 TradeActivity files query time: 0.000027 seconds. Entries: 0. Current queries: 11 | 2023-02-06 11:07:18.819 TradeActivity files query time: 0.000253 seconds. Entries: 0. Current queries: 11 | 2023-02-06 11:07:18.820 TradeActivity files query time: 0.000064 seconds. Entries: 0. Current queries: 1 | 2023-02-06 11:07:18.972 Here are the Trade Service Logs for in Simulation Mode with Spreadsheet Study for Trading Input for Send Orders to Trade Service set to Yes: TradeActivity files query time: 0.000063 seconds. Entries: 0. Current queries: 1 | 2023-02-06 11:08:37.745 Cleared global profit/loss management data for Sim1. | 2023-02-06 11:09:07.643 TradeActivity files query time: 0.013340 seconds. Entries: 0. Current queries: 1 | 2023-02-06 11:09:07.657 Cleared trade data | Symbol: [Sim]F.US.CA6H23 | TradeAccount: Sim1 | 2023-02-06 11:09:07.678 Flagging to reload Trades list in charts | Symbol: [Sim]F.US.CA6H23 | TradeAccount: Sim1 | 2023-02-06 11:09:07.693 TradeActivity files query time: 0.069919 seconds. Entries: 0. Current queries: 11 | 2023-02-06 11:09:07.763 TradeActivity files query time: 0.000351 seconds. Entries: 0. Current queries: 11 | 2023-02-06 11:09:07.763 TradeActivity files query time: 0.000030 seconds. Entries: 0. Current queries: 11 | 2023-02-06 11:09:07.763 TradeActivity files query time: 0.000256 seconds. Entries: 0. Current queries: 11 | 2023-02-06 11:09:07.763 TradeActivity files query time: 0.000027 seconds. Entries: 0. Current queries: 11 | 2023-02-06 11:09:07.763 TradeActivity files query time: 0.000021 seconds. Entries: 0. Current queries: 11 | 2023-02-06 11:09:07.763 TradeActivity files query time: 0.000245 seconds. Entries: 0. Current queries: 11 | 2023-02-06 11:09:07.764 TradeActivity files query time: 0.000241 seconds. Entries: 0. Current queries: 11 | 2023-02-06 11:09:07.764 TradeActivity files query time: 0.000257 seconds. Entries: 0. Current queries: 11 | 2023-02-06 11:09:07.764 TradeActivity files query time: 0.000238 seconds. Entries: 0. Current queries: 11 | 2023-02-06 11:09:07.764 TradeActivity files query time: 0.000025 seconds. Entries: 0. Current queries: 11 | 2023-02-06 11:09:07.764 TradeActivity files query time: 0.000071 seconds. Entries: 0. Current queries: 1 | 2023-02-06 11:09:07.855 TradeActivity files query time: 0.000069 seconds. Entries: 0. Current queries: 1 | 2023-02-06 11:09:07.923 I agree with you that there should be a line or two in the Trade Service Log at the time the transactions happened, but there isn't anything. It skips right over it. This is what there is: SC Data - All Services | MaxConnectionsForSameDevice = 3, NumCurrentConnectionsForSameDevice = 1 | 2023-02-02 06:20:35.147 Buy Entry | Signal ignored because 'Signal Only Once Per Bar' is enabled and a signal was already given from formula column for bar. | Cell: K3 | Bar start date-time: 2023-02-02 08:10:00 | 2023-02-02 08:10:03.255 Buy Exit (Sell) | Signal ignored because 'Signal Only Once Per Bar' is enabled and a signal was already given from formula column for bar. | Cell: L3 | Bar start date-time: 2023-02-02 08:10:00 | 2023-02-02 08:10:03.255 Buy Entry | Signal ignored because 'Signal Only Once Per Bar' is enabled and a signal was already given from formula column for bar. | Cell: K3 | Bar start date-time: 2023-02-02 08:10:00 | 2023-02-02 08:11:37.869 Buy Exit (Sell) | Signal ignored because 'Signal Only Once Per Bar' is enabled and a signal was already given from formula column for bar. | Cell: L3 | Bar start date-time: 2023-02-02 08:10:00 | 2023-02-02 08:11:37.869 Buy Entry | Signal ignored because 'Signal Only Once Per Bar' is enabled and a signal was already given from formula column for bar. | Cell: K3 | Bar start date-time: 2023-02-02 08:10:00 | 2023-02-02 08:11:46.920 Buy Exit (Sell) | Signal ignored because 'Signal Only Once Per Bar' is enabled and a signal was already given from formula column for bar. | Cell: L3 | Bar start date-time: 2023-02-02 08:10:00 | 2023-02-02 08:11:46.920 Buy Entry | Signal ignored because 'Signal Only Once Per Bar' is enabled and a signal was already given from formula column for bar. | Cell: K3 | Bar start date-time: 2023-02-02 08:10:00 | 2023-02-02 08:14:27.838 Buy Exit (Sell) | Signal ignored because 'Signal Only Once Per Bar' is enabled and a signal was already given from formula column for bar. | Cell: L3 | Bar start date-time: 2023-02-02 08:10:00 | 2023-02-02 08:14:27.838 Buy Entry | Signal ignored because 'Signal Only Once Per Bar' is enabled and a signal was already given from formula column for bar. | Cell: K3 | Bar start date-time: 2023-02-02 08:10:00 | 2023-02-02 08:14:57.440 Buy Exit (Sell) | Signal ignored because 'Signal Only Once Per Bar' is enabled and a signal was already given from formula column for bar. | Cell: L3 | Bar start date-time: 2023-02-02 08:10:00 | 2023-02-02 08:14:57.440 The only information I have about the transactions comes from the Trade Activity Log and on my statement from that day. |
| [2023-02-06 23:22:45] |
| John - SC Support - Posts: 36350 |
|
We are a bit confused on the timing of all the pieces, but it seems like the following gives the answer as to why you are not seeing the order go through in Simulation Mode: Buy Entry | Signal ignored because 'Signal Only Once Per Bar' is enabled and a signal was already given from formula column for bar. | Cell: K3 | Bar start date-time: 2023-02-02 08:10:00 | 2023-02-02 08:10:03.255
This is stating that you have the option for Signal Only Once Per Bar enabled, and it sounds like you may have a situation where the state of the cell was "True" when the bar started, then changed to "False" and then "True" again, but this last "True" did not create an entry due to the fact that it thought it had already done so. We do not know for sure that the above is the situation, it just looks like there is something along those lines occurring. You would really need to take a look at the state of your conditions as you go through. And keep in mind that for the order to be sent, the condition must go from False to True For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
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