Support Board
Date/Time: Tue, 26 Nov 2024 01:58:55 +0000
ACSIL: commission mismatch
View Count: 252
| [2024-01-13 19:31:43] |
| BrMa - Posts: 80 |
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Dear ladies and gentlemen, I'm using the Global Round Turn-Commission defined in "Global Settings >> Symbol Settings". Please see the screenshot "Global_Settings-Commission.png" attached - as you can see there, it is set to 5.3. When using the ACSIL function GetTradeListEntry() , the commission returned is different. It starts with 5.3 but is not precisely 5.3 - please see screenshot "VS-GetTradeListEntry.png" showing a screenshot of the debug-view of Visual Studio where you can see the precise value.This naturally affects all calculations where commission is referred to. Can you please fix this, so that the commission set is returned exactly the same in the s_ACSTrade structure and all calculations depending/including the commission are correct? Could you please answer in which version of SierraChart you're planning to fix this? Thanks a lot in advance! Date Time Of Last Edit: 2024-01-13 20:01:40
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 Global_Settings-Commission.png / V - Attached On 2024-01-13 19:30:20 UTC - Size: 5.45 KB - 53 views VS-GetTradeListEntry.png / V - Attached On 2024-01-13 19:30:24 UTC - Size: 20.04 KB - 70 views |
| [2024-01-13 21:05:41] |
| User431178 - Posts: 541 |
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ACSIL Programming Concepts: Floating Point Value Error It is explained clearly in the topic linked above. Date Time Of Last Edit: 2024-01-13 21:06:44
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| [2024-01-14 08:45:59] |
| BrMa - Posts: 80 |
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Thank you very much for your reply! I know about that but I believe this can't be the reason. If you store a floating point you may experience small differences (as it is also explained in the link: the value 1.234 could possibly be stored as 1.233999999) - this can be simply explained by how values are stored in a computer in bits (and therefore representations of 2^x). In my case the difference is much larger and the value provided cannot be explained by this shift - comparing the differences shows the following: example from the documentation: 1E-09 actual value of my application: 3,09944E-07 This difference is 310(!) times larger and is not a difference that can be easily explained with the "bit-representation". In other words: I guess there is some kind of transformation done (maybe multiple conversion between different representations?), leading to this difference and I would like to ask SierraChart-Engineers to take a look because all calculations making use of the commission are calculated in an imprecise way. Thank you! |
| [2024-01-14 09:48:00] |
| Sierra_Chart Engineering - Posts: 17179 |
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The floating-point error, is the result of a series of calculations which occur to arrive at, a profit/loss value, as a currency value. It is not just simply picking up the value from the Symbol Settings window.
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: 2024-01-14 09:48:19
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| [2024-01-14 20:57:34] |
| Sierra_Chart Engineering - Posts: 17179 |
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We made a small change to consistently use 8 byte double precision values consistently everywhere for the commission value. In some places it was 4 bytes. So let's see if this makes a difference.
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 |
| [2024-01-15 05:35:09] |
| BrMa - Posts: 80 |
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Sounds great - thank you! Can you please tell me in which version the change has been incorporated? |
| [2024-01-16 09:56:47] |
| Sierra_Chart Engineering - Posts: 17179 |
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It will be version 2587 which will come out probably this evening.
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 |
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