Support Board
Date/Time: Fri, 29 Nov 2024 10:31:31 +0000
Spreadsheet System for Trading, K3=1 but didn’t send BuyEntry
View Count: 489
| [2023-02-03 15:19:33] |
| PeaceFrog - Posts: 105 |
|
Thank you for taking the time to respond. In “Spreadsheet System for Trading”, K3=1 and J22 calculated the BuyEntry Limit Price, J71= "L" but the System did not send the BuyEntry. Simulation Mode was OFF, and in the “Spreadsheet System for Trading” Settings, “Send Orders To Trade Service (ln:21)” was set to “Yes”. Kindly advise. Thank you again. |
| [2023-02-03 18:06:22] |
| John - SC Support - Posts: 36350 |
|
Check your Trade >> Trade Service Log and see if there is any information in there on why the order did not get sent.
For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2023-02-03 22:18:13] |
| PeaceFrog - Posts: 105 |
|
Hi John, Thank you for answering. You’ve replied to some of my other posts and have been really helpful. I’m glad you’re here to help. I went to “Trade >> Trade Service Log” (it is set to “All Activity”, “All Internal Order IDs”, “All Accounts” and “All Notes”), read through it and there are no entries at the time when K3=1. The closest entries before the time when K3=1 are a series of entries from a “Disconnected from server” message. The closest entries after the time when K3=1 are from when I enabled Trade Simulation Mode to try and find out why the BuyEntry was not sent. |
| [2023-02-03 22:33:34] |
| John - SC Support - Posts: 36350 |
|
I’m glad you’re here to help.
Thank you. ---- You need to check the Trade >> Trade Service Log. This is different from the Trade Activity Log. If there was an issue or a problem actually generating the trade, then the Trade Service Log will have that information. Just keep in mind that the Trade Service Log is not stored, so if you have exited Sierra Chart, you will need to try the trade again and then look in the Trade Service Log to see what it states. You can paste the contents of the log to this thread for us to take a look at it if you like. For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2023-02-03 22:37:22] |
| PeaceFrog - Posts: 105 |
|
Hi John, Please ignore my previous message, I was looking at the information from the “Trade Activity Log”. What's consistent about it is that in the “Trade Service Log” there are no entries at the time when K3=1. The closest entries before the time when K3=1 are a series of message about “SC Data – All Services………………..” about 8 hours before when K3=1 and the closest entries after when K3=1 are “Flagging to reload Trades list in charts” and the a series of messages starting with “TradeActivity files query time: …………………” which is at the time when I see the messages about toggling to Simulation Mode in the Trade Activity Log. Sorry about the confusion. |
| [2023-02-03 23:00:30] |
| PeaceFrog - Posts: 105 |
|
Hi John, Here are entries from the Service Log before and after when K3=1((I just Replayed the Chart and K3 changes from K3=0 to K3=1 at 06:33:18 {this time stamp comes from the Chart window, I got it by progressing the Replay Chart by Jumping By Number of Trades by 1 Unit at a time}). SC Data - All Services | MaxConnectionsForSameDevice = 3, NumCurrentConnectionsForSameDevice = 1 | 2023-02-02 20:17:13.903 Flagging to reload Trades list in charts | Symbol: (unset) | TradeAccount: (unset) | 2023-02-03 07:02:37.453 TradeActivity files query time: 0.014061 seconds. Entries: 0. Current queries: 1 | 2023-02-03 07:02:37.740 TradeActivity files query time: 0.000364 seconds. Entries: 0. Current queries: 1 | 2023-02-03 07:02:37.764 TradeActivity files query time: 0.000351 seconds. Entries: 0. Current queries: 1 | 2023-02-03 07:02:37.776 TradeActivity files query time: 0.000355 seconds. Entries: 0. Current queries: 1 | 2023-02-03 07:02:37.793 TradeActivity files query time: 0.000342 seconds. Entries: 0. Current queries: 1 | 2023-02-03 07:02:37.804 TradeActivity files query time: 0.000063 seconds. Entries: 0. Current queries: 1 | 2023-02-03 07:02:37.823 TradeActivity files query time: 0.000050 seconds. Entries: 0. Current queries: 1 | 2023-02-03 07:02:37.834 TradeActivity files query time: 0.000039 seconds. Entries: 0. Current queries: 1 | 2023-02-03 07:02:37.843 TradeActivity files query time: 0.000066 seconds. Entries: 0. Current queries: 1 | 2023-02-03 07:02:37.883 TradeActivity files query time: 0.000410 seconds. Entries: 0. Current queries: 1 | 2023-02-03 07:02:37.903 TradeActivity files query time: 0.000411 seconds. Entries: 0. Current queries: 1 | 2023-02-03 07:02:37.919 TradeActivity files query time: 0.000411 seconds. Entries: 0. Current queries: 1 | 2023-02-03 07:02:37.926 TradeActivity files query time: 0.000434 seconds. Entries: 0. Current queries: 1 | 2023-02-03 07:02:37.930 TradeActivity files query time: 0.000378 seconds. Entries: 0. Current queries: 1 | 2023-02-03 07:02:37.932 TradeActivity files query time: 0.000371 seconds. Entries: 0. Current queries: 1 | 2023-02-03 07:02:37.940 TradeActivity files query time: 0.000773 seconds. Entries: 0. Current queries: 1 | 2023-02-03 07:02:37.959 TradeActivity files query time: 0.000062 seconds. Entries: 0. Current queries: 1 | 2023-02-03 07:02:37.978 TradeActivity files query time: 0.000351 seconds. Entries: 0. Current queries: 1 | 2023-02-03 07:02:37.993 TradeActivity files query time: 0.000443 seconds. Entries: 0. Current queries: 1 | 2023-02-03 07:02:38.030 TradeActivity files query time: 0.000054 seconds. Entries: 0. Current queries: 2 | 2023-02-03 07:02:38.031 Cleared global profit/loss management data for Sim1. | 2023-02-03 07:02:59.118 Cleared trade data | Symbol: [Sim]F.US.CA6H23 | TradeAccount: Sim1 | 2023-02-03 07:02:59.118 TradeActivity files query time: 0.001059 seconds. Entries: 0. Current queries: 1 | 2023-02-03 07:02:59.119 Flagging to reload Trades list in charts | Symbol: [Sim]F.US.CA6H23 | TradeAccount: Sim1 | 2023-02-03 07:02:59.133 TradeActivity files query time: 0.077998 seconds. Entries: 0. Current queries: 1 | 2023-02-03 07:02:59.211 TradeActivity files query time: 0.002906 seconds. Entries: 0. Current queries: 1 | 2023-02-03 07:02:59.274 TradeActivity files query time: 0.000066 seconds. Entries: 0. Current queries: 1 | 2023-02-03 07:02:59.295 TradeActivity files query time: 0.000063 seconds. Entries: 0. Current queries: 1 | 2023-02-03 07:02:59.307 TradeActivity files query time: 0.000059 seconds. Entries: 0. Current queries: 1 | 2023-02-03 07:02:59.315 TradeActivity files query time: 0.000581 seconds. Entries: 0. Current queries: 1 | 2023-02-03 07:02:59.333 TradeActivity files query time: 0.000526 seconds. Entries: 0. Current queries: 1 | 2023-02-03 07:02:59.335 TradeActivity files query time: 0.000574 seconds. Entries: 0. Current queries: 1 | 2023-02-03 07:02:59.339 TradeActivity files query time: 0.000574 seconds. Entries: 0. Current queries: 1 | 2023-02-03 07:02:59.343 TradeActivity files query time: 0.000055 seconds. Entries: 0. Current queries: 1 | 2023-02-03 07:02:59.351 TradeActivity files query time: 0.000620 seconds. Entries: 0. Current queries: 2 | 2023-02-03 07:02:59.370 TradeActivity files query time: 0.000045 seconds. Entries: 0. Current queries: 1 | 2023-02-03 07:02:59.370 TradeActivity files query time: 0.000057 seconds. Entries: 0. Current queries: 1 | 2023-02-03 07:02:59.385 Replay 60X: F.US.CA6H23[M] 5 Min #2 | SendOrdersToTradeService is not consistent with 'Trade >> Trade Simulation Mode On' setting. Order action ignored. | 2023-02-03 07:03:19.131 TradeActivity files query time: 0.000064 seconds. Entries: 0. Current queries: 1 | 2023-02-03 07:04:31.584 So it seems that while the Spreadsheet System For Trading was Live the last entry before K3=1 was: SC Data - All Services | MaxConnectionsForSameDevice = 3, NumCurrentConnectionsForSameDevice = 1 | 2023-02-02 20:17:13.903 And the first entry after K3=1 at 06:33:18 was: Flagging to reload Trades list in charts | Symbol: (unset) | TradeAccount: (unset) | 2023-02-03 07:02:37.453 The odd part is the Trade Service Log entry: Replay 60X: F.US.CA6H23[M] 5 Min #2 | SendOrdersToTradeService is not consistent with 'Trade >> Trade Simulation Mode On' setting. Order action ignored. | 2023-02-03 07:03:19.131 Which tells me that in Simulation Mode, the System tried to send the order when K3=1 but wouldn’t because it was in Simulation Mode and the System is set to “Yes” for “Send Orders To Trade Service”. |
| [2023-02-06 15:52:55] |
| John - SC Support - Posts: 36350 |
|
Which tells me that in Simulation Mode, the System tried to send the order when K3=1 but wouldn’t because it was in Simulation Mode and the System is set to “Yes” for “Send Orders To Trade Service”.
That is the correct interpretation of the above. Therefore the signal did work properly, but your setup did not allow the order to go through. Do you need further help with this, or does this explain the situation? For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2023-02-06 18:43:31] |
| PeaceFrog - Posts: 105 |
|
Hi John, Yeah I still don't understand why the System didn’t send the order when the System was Live given that when the same System is in Simulation Mode, it did send the order. |
| [2023-02-06 22:41:34] |
| John - SC Support - Posts: 36350 |
|
We can not answer that at this time, as we do not have the necessary information. You will have to see if it occurs again and then check the Trade Activity Log and the Trade Service Log to see if the orders were sent and then rejected or something else. It is also possible that the updates to the spreadsheet were slightly different between replay and real-time, thus the conditions may not have been true in the live environment. Again, we do not know enough of the situation to say - we are just speculating on some possibilities. For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2023-02-07 19:58:21] |
| PeaceFrog - Posts: 105 |
|
Hi John, I appreciate the suggestions, they’re helpful in sorting this out. I assure you that I didn’t make any updates to the spreadsheet because keeping the environment exactly the same to Replay the exact same scenario was essential to determine the cause. The only condition I changed was from Live to Simulation Mode. I’ll definitely be keeping an eye out to see if it happens again. What other necessary information can I share with you that you need? |
| [2023-02-07 22:58:27] |
| John - SC Support - Posts: 36350 |
|
There is nothing else we can do at the moment. You will need to keep an eye on what is occurring and see if there is some reason why the condition is not working the way you expect. Most likely there is just some tweak that is needed to ensure that it does what you expect when you expect it. This gets into the area of programming and is not something we can help with.
For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2023-02-14 16:12:47] |
| PeaceFrog - Posts: 105 |
|
Hi John, I’ve just noticed that the Live System again did not send the Buy Entry Order when K3=1 but when I switch the System to Simulation Mode and changed “Send Orders To Trade Service” from “Yes” to “No” the System does send it. In Simulation Mode, K3 changes from =0 to =1 at 2023-02-14 at 06:50:00, it sends the Buy Entry Order, which is filled right away and also sends the Buy Exit Order. The Buy Entry and Buy Exit are both sent at the prices represented in J22 an J23 respectively. One thing I did notice is that the formula in K3 is supposed to change to “1” when U3=45.12 and in the Simulation Spreadsheet at 06:50:00 U3=45.120000000000005, even though when the condition in U3 is “positive” it’s supposed to return “45.12”. This difference between “45.120000000000005” and “45.12” did not affect the Simulation Mode System's ability to send the order, maybe it does when Live? The Number Format is U3 is set to “Default”. For the Trade Service Log entries, there is nothing at 06:50:00. I changed Sierra Chart to Simulation Mode at 2023-02-14 at 07:20:36.1116, then changed “Send Orders To Trade Service” from “Yes” to “No”, and then started a replay at 06:49:58 and “Jumped” by 1 Unit increments until 06:50:00 when K3=1. Here is the Trade Service Log: CQG WebAPI | Received Order Status with transaction_status_size = 0. | 2023-02-13 19:10:57.645 * Flagging to reload Trades list in charts | Symbol: (unset) | TradeAccount: (unset) | 2023-02-14 07:20:36.116 TradeActivity files query time: 0.002352 seconds. Entries: 0. Current queries: 1 | 2023-02-14 07:20:36.180 TradeActivity files query time: 0.002802 seconds. Entries: 0. Current queries: 1 | 2023-02-14 07:20:36.214 TradeActivity files query time: 0.000641 seconds. Entries: 0. Current queries: 1 | 2023-02-14 07:20:36.427 TradeActivity files query time: 0.000094 seconds. Entries: 0. Current queries: 1 | 2023-02-14 07:20:36.447 TradeActivity files query time: 0.000065 seconds. Entries: 0. Current queries: 1 | 2023-02-14 07:20:36.454 TradeActivity files query time: 0.000620 seconds. Entries: 0. Current queries: 1 | 2023-02-14 07:20:36.502 TradeActivity files query time: 0.000583 seconds. Entries: 1. Current queries: 1 | 2023-02-14 07:20:36.557 TradeActivity files query time: 0.000591 seconds. Entries: 0. Current queries: 1 | 2023-02-14 07:20:36.570 TradeActivity files query time: 0.000598 seconds. Entries: 1. Current queries: 1 | 2023-02-14 07:20:36.590 TradeActivity files query time: 0.000581 seconds. Entries: 1. Current queries: 1 | 2023-02-14 07:20:36.595 TradeActivity files query time: 0.000588 seconds. Entries: 0. Current queries: 1 | 2023-02-14 07:20:36.668 TradeActivity files query time: 0.000581 seconds. Entries: 1. Current queries: 1 | 2023-02-14 07:20:36.692 TradeActivity files query time: 0.000577 seconds. Entries: 0. Current queries: 1 | 2023-02-14 07:20:36.882 TradeActivity files query time: 0.000581 seconds. Entries: 1. Current queries: 1 | 2023-02-14 07:20:37.111 TradeActivity files query time: 0.000597 seconds. Entries: 1. Current queries: 1 | 2023-02-14 07:20:37.161 TradeActivity files query time: 0.000648 seconds. Entries: 0. Current queries: 1 | 2023-02-14 07:20:37.213 TradeActivity files query time: 0.000580 seconds. Entries: 0. Current queries: 1 | 2023-02-14 07:20:37.452 TradeActivity files query time: 0.000581 seconds. Entries: 0. Current queries: 1 | 2023-02-14 07:20:37.507 TradeActivity files query time: 0.000577 seconds. Entries: 0. Current queries: 1 | 2023-02-14 07:20:37.562 TradeActivity files query time: 0.000577 seconds. Entries: 0. Current queries: 1 | 2023-02-14 07:20:37.636 TradeActivity files query time: 0.000574 seconds. Entries: 0. Current queries: 1 | 2023-02-14 07:20:37.690 TradeActivity files query time: 0.000066 seconds. Entries: 0. Current queries: 1 | 2023-02-14 07:20:37.720 TradeActivity files query time: 0.000063 seconds. Entries: 0. Current queries: 1 | 2023-02-14 07:20:37.787 Cleared global profit/loss management data for Sim1. | 2023-02-14 07:21:11.319 Cleared trade data | Symbol: [Sim]F.US.CA6H23 | TradeAccount: Sim1 | 2023-02-14 07:21:11.319 TradeActivity files query time: 0.000895 seconds. Entries: 0. Current queries: 1 | 2023-02-14 07:21:11.320 Flagging to reload Trades list in charts | Symbol: [Sim]F.US.CA6H23 | TradeAccount: Sim1 | 2023-02-14 07:21:11.333 TradeActivity files query time: 0.216971 seconds. Entries: 0. Current queries: 1 | 2023-02-14 07:21:11.550 TradeActivity files query time: 0.001474 seconds. Entries: 0. Current queries: 1 | 2023-02-14 07:21:11.592 TradeActivity files query time: 0.000070 seconds. Entries: 0. Current queries: 1 | 2023-02-14 07:21:11.626 TradeActivity files query time: 0.000059 seconds. Entries: 0. Current queries: 1 | 2023-02-14 07:21:11.652 TradeActivity files query time: 0.002242 seconds. Entries: 1. Current queries: 2 | 2023-02-14 07:21:11.669 TradeActivity files query time: 0.000728 seconds. Entries: 1. Current queries: 1 | 2023-02-14 07:21:11.669 TradeActivity files query time: 0.000747 seconds. Entries: 1. Current queries: 1 | 2023-02-14 07:21:11.672 TradeActivity files query time: 0.000838 seconds. Entries: 1. Current queries: 1 | 2023-02-14 07:21:11.677 TradeActivity files query time: 0.000888 seconds. Entries: 1. Current queries: 1 | 2023-02-14 07:21:11.698 TradeActivity files query time: 0.000062 seconds. Entries: 0. Current queries: 1 | 2023-02-14 07:21:11.703 TradeActivity files query time: 0.000918 seconds. Entries: 1. Current queries: 1 | 2023-02-14 07:21:11.890 TradeActivity files query time: 0.000097 seconds. Entries: 0. Current queries: 1 | 2023-02-14 07:21:11.913 Here is the Message Log: 6CM18-CME 45 Min #12 | Reloading chart. | 2023-02-13 17:37:31.281 F.US.CA6H23[M] 10 Min #2 | StartDateTimeForLoadingOrderFills: 208-12-31 13:50:00 | 2023-02-14 07:20:36.178 F.US.CA6U15[M] 45 Min #4 | StartDateTimeForLoadingOrderFills: 00:00:00 | 2023-02-14 07:20:36.211 F.US.CA6Z21[M] 10 Min #11 | StartDateTimeForLoadingOrderFills: 00:00:00 | 2023-02-14 07:20:36.426 F.US.CA6H23[M] 60 Min #2 | StartDateTimeForLoadingOrderFills: 209-01-01 10:10:00 | 2023-02-14 07:20:36.447 F.US.CA6H23[M] 20 Min #2 | StartDateTimeForLoadingOrderFills: 208-12-30 10:10:00 | 2023-02-14 07:20:36.454 F.US.CA6Z22[M] 60 Min #8 | StartDateTimeForLoadingOrderFills: 00:00:00 | 2023-02-14 07:20:36.501 F.US.CA6H23[M] 60 Min #18 | StartDateTimeForLoadingOrderFills: 00:00:00 | 2023-02-14 07:20:36.556 F.US.CA6M20[M] 5 Min #6 | StartDateTimeForLoadingOrderFills: 00:00:00 | 2023-02-14 07:20:36.570 F.US.CA6H23[M] 60 Min #25 | StartDateTimeForLoadingOrderFills: 00:00:00 | 2023-02-14 07:20:36.589 F.US.CA6H23[M] 135 Min #24 | StartDateTimeForLoadingOrderFills: 00:00:00 | 2023-02-14 07:20:36.594 6CZ19-CME 5 Min #3 | StartDateTimeForLoadingOrderFills: 00:00:00 | 2023-02-14 07:20:36.667 F.US.CA6H23[M] 45 Min #23 | StartDateTimeForLoadingOrderFills: 00:00:00 | 2023-02-14 07:20:36.692 F.US.CA6M20[M] 5 Min #3 | StartDateTimeForLoadingOrderFills: 00:00:00 | 2023-02-14 07:20:36.882 F.US.CA6H23[M] 20 Min #3 | StartDateTimeForLoadingOrderFills: 00:00:00 | 2023-02-14 07:20:37.110 F.US.CA6H23[M] 60 Min #8 | StartDateTimeForLoadingOrderFills: 00:00:00 | 2023-02-14 07:20:37.161 6CM19-CME 5 Min #3 | StartDateTimeForLoadingOrderFills: 00:00:00 | 2023-02-14 07:20:37.212 F.US.CA6M20[M] 15 Min #5 | StartDateTimeForLoadingOrderFills: 00:00:00 | 2023-02-14 07:20:37.451 F.US.CA6U15[M] 15 Min #3 | StartDateTimeForLoadingOrderFills: 00:00:00 | 2023-02-14 07:20:37.507 6CU20-CME 5 Min #3 | StartDateTimeForLoadingOrderFills: 00:00:00 | 2023-02-14 07:20:37.561 F.US.CA6U15[M] 10 Min #11 | StartDateTimeForLoadingOrderFills: 00:00:00 | 2023-02-14 07:20:37.636 6CU16-CME 10 Min #11 | StartDateTimeForLoadingOrderFills: 00:00:00 | 2023-02-14 07:20:37.689 F.US.CA6H23[M] 5 Min #2 | StartDateTimeForLoadingOrderFills: 209-01-01 10:10:00 | 2023-02-14 07:20:37.720 F.US.CA6H23[M] 15 Min #2 | StartDateTimeForLoadingOrderFills: 208-12-28 10:10:00 | 2023-02-14 07:20:37.787 Paused 60X: F.US.CA6H23[M] 5 Min #2 | Reloading chart. | 2023-02-14 07:21:11.322 F.US.CA6H23[M] 10 Min #2 | StartDateTimeForLoadingOrderFills: 208-12-31 13:50:00 | 2023-02-14 07:21:11.591 F.US.CA6H23[M] 60 Min #2 | StartDateTimeForLoadingOrderFills: 209-01-01 10:10:00 | 2023-02-14 07:21:11.626 F.US.CA6H23[M] 20 Min #2 | StartDateTimeForLoadingOrderFills: 208-12-30 10:10:00 | 2023-02-14 07:21:11.652 F.US.CA6H23[M] 60 Min #18 | StartDateTimeForLoadingOrderFills: 00:00:00 | 2023-02-14 07:21:11.666 F.US.CA6H23[M] 60 Min #25 | StartDateTimeForLoadingOrderFills: 00:00:00 | 2023-02-14 07:21:11.668 F.US.CA6H23[M] 135 Min #24 | StartDateTimeForLoadingOrderFills: 00:00:00 | 2023-02-14 07:21:11.672 F.US.CA6H23[M] 45 Min #23 | StartDateTimeForLoadingOrderFills: 00:00:00 | 2023-02-14 07:21:11.676 F.US.CA6H23[M] 20 Min #3 | StartDateTimeForLoadingOrderFills: 00:00:00 | 2023-02-14 07:21:11.697 Paused 60X: F.US.CA6H23[M] 5 Min #2 | StartDateTimeForLoadingOrderFills: 209-01-01 10:10:00 | 2023-02-14 07:21:11.703 F.US.CA6H23[M] 60 Min #8 | StartDateTimeForLoadingOrderFills: 00:00:00 | 2023-02-14 07:21:11.889 F.US.CA6H23[M] 15 Min #2 | StartDateTimeForLoadingOrderFills: 208-12-28 10:10:00 | 2023-02-14 07:21:11.913 Here is the Trade Activity Log in Simulation Mode: Orders [Sim]F.US.CA6H23 2023-02-12 17:35:23.580687 Flagging to reload Trades list in charts Unspecified Sim1 0.00 Day Orders [Sim]F.US.CA6H23 2023-02-14 06:50:00.415000 Auto-trade: Replay 60X: F.US.CA6H23[M] 5 Min #2 | CA6 - H11-Z22 - 515ADX | BuyEntry | Formula: Buy Entry at row 3 is TRUE. | Bar start date-time: 2023-02-14 06:50:00.000 | Last: 0.74885 | AO=0 Order Sent Buy Limit 1 0.74890 Open 122223 Sim1 0.00 Day Orders [Sim]F.US.CA6H23 2023-02-14 06:50:00.415001 Simulated order accepted Open Buy Limit 1 0.74890 Open 122223 122223 Sim1 0.00 Day Orders [Sim]F.US.CA6H23 2023-02-14 06:50:00.415002 Trade simulation fill. Bid: 0.74880 Ask: 0.74885 Last: 0.74885 Filled Buy Limit 1 0.74890 Open 0.74885 1 122223 122223 Sim1 0.00 Day Fills [Sim]F.US.CA6H23 2023-02-14 06:50:00.415003 Trade simulation fill. Bid: 0.74880 Ask: 0.74885 Last: 0.74885 Filled Buy Limit 1 0.74890 Open 0.74885 1 122223 122223 Sim1 1 122223.1 0.00 Day Orders [Sim]F.US.CA6H23 2023-02-14 06:50:00.415004 Auto-trade: Paused 60X: F.US.CA6H23[M] 5 Min #2 | CA6 - H11-Z22 - 515ADX | BuyExit | Formula: Buy Exit (Sell) at row 3 is TRUE. | Bar start date-time: 2023-02-14 06:50:00.000 | Last: 0.74885 | AO=0 Order Sent Sell Limit 1 0.74930 Close 122224 Sim1 1 0.00 Day Orders [Sim]F.US.CA6H23 2023-02-14 06:50:00.415005 Simulated order accepted Open Sell Limit 1 0.74930 Close 122224 122224 Sim1 1 0.00 Day Orders [Sim]F.US.CA6H23 2023-02-14 07:21:11.319511 Cleared trade data Unspecified Sim1 0.00 Day Orders [Sim]F.US.CA6H23 2023-02-14 07:21:11.333873 Flagging to reload Trades list in charts Unspecified Sim1 0.00 Day And here is the Trade Activity Log in Live Mode: Positions F.US.CA6H23 2023-02-12 22:32:26.091072 Removing Position with quantity of 0 Unspecified 91648 0.00 Orders 2023-02-14 07:20:36.070567 Trade Simulation Mode has been enabled. Toggled by user Unspecified None 0.00 Day Orders 2023-02-14 07:20:36.116126 Flagging to reload Trades list in charts Unspecified None 0.00 Day Can you tell me why the Live System didn’t send the Buy Entry Order (and subsequently Buy Exit Order) and why the Simulation System did? Thank you very much. |
| [2023-02-14 16:45:05] |
| John - SC Support - Posts: 36350 |
|
We simply do not have the information to be able to state why it is working in Simulation Mode and not in Live mode. But, since you state that you are seeing issues with Floating Point numbers, then this is most likely the reason for your issue. Refer to the following: Working with Spreadsheets: Floating-Point Values and Comparisons When Using the Spreadsheet Study You will probably have to change your formula a bit to make sure you allow a range, or just use a Greater Than, or whatever it is you need to do to be able to handle the floating point values properly. For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2023-02-14 18:05:55] |
| PeaceFrog - Posts: 105 |
|
Hi John, Thanks for replying and thanks for the lead. So, if I understand the Floating Point Values link correctly, if I change, for example, "45.12" to "4512", I will remove any risk associated with Floating Point Values because there is no longer a decimal. Is that right? |
| [2023-02-14 23:14:42] |
| John - SC Support - Posts: 36350 |
|
No, that will not do it, as there is not a way to force the spreadsheet to actually have the number as an integer. Not having the decimal point is not enough, it is in the actual underlying code. Therefore, you need to give yourself a "delta" range to test. In other words, you would need to have something like the following: AND(AJ3 > 45.19005 and AJ3 < 45.12005) This is a "delta" of .00005 which is then added/subtracted from the value you want. You need to determine the largest "delta" you can use that will not affect your overall strategy. For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2023-02-15 01:05:15] |
| PeaceFrog - Posts: 105 |
|
Hi John, I’m glad I asked that question. Thanks for your explanation. It’s clearer now. So, because the System returned a value of “45.120000000000005”, in the Delta formula, do I need to go to as many (15) decimal points? Say for example I use a Delta of 0.1, would this work: AND(AJ3 > 45.110000000000000 and AJ3 < 45.130000000000000) Even though the largest decimal place in Number Formats is 9? Would this be equivalent (and more efficient): AND(AJ3 > 45.11 and AJ3 < 45.13) |
| [2023-02-15 15:10:43] |
| John - SC Support - Posts: 36350 |
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You do not need to specify all the decimal places. So "AND(AJ3 > 45.11 and AJ3 < 45.13)" is equivalent and will work fine.
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