Support Board
Date/Time: Mon, 25 Nov 2024 23:23:15 +0000
Trade Activity Log - Currency Futures with wrong price recording
View Count: 325
| [2024-01-22 14:22:18] |
| Fabio - Posts: 115 |
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Hello support! I have an issue with trading currency futures. When a position is initiated or closed, the "fill price" in the trade activity log is off, recording a transaction at a price that is wrong. For example, if I got short Eur at 1.091250, the trade activity log registers this transaction happened at 10912.50. Essentially the decimal point is just a notch wrong. This issue happens in currencies only. PS; This happens is SIM trading, not real. However, it's a big issue when analyzing data for back testing. Can I have a little help with this issue, please? |
Attachment Deleted. Private File |
| [2024-01-22 16:51:24] |
| John - SC Support - Posts: 36286 |
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If you are using a "Trade and Current Quote Symbol" then refer to the following: Sierra Chart Teton Futures Order Routing: Using Trade Symbol Otherwise, it could be the following that you are seeing: Trade Activity Log: Solving Trade Activity Incorrect Price Formatting and P/L Values For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2024-01-22 17:23:27] |
| Fabio - Posts: 115 |
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Hi John, Thanks for your help. I did try the suggested method. In my case is because I have "Trade and Current Quote Symbol" set to different assets (precisely being 6E with M6E and 6B with M6B). I followed the procedure explained in the link and it doesn't work. Let me explain; Once the settings have been applied, when I either buy or sell, the order gets filled but at the same time the position immediately gets closed automatically. When I then look at the trade activity, I see the entry order being at the right price (i.e. 1.2354), while the automatic order is still at the wrong price (i.e. 12.354) I attached 2 pictures, one showing the settings as per the explanation in your link (I double check it and it seems I changed it properly) and the other one with the trade activity showing the problem. Did I miss something? Thanks for your help! |
Private File Private File Attachment Deleted. |
| [2024-01-23 00:08:27] |
| Sierra_Chart Engineering - Posts: 17178 |
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We are looking this issue over. We are able to reproduce it in simulation.
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: 2024-01-23 00:09:44
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| [2024-01-23 00:17:02] |
| Sierra_Chart Engineering - Posts: 17178 |
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This is inherently a very difficult problem to solve. The basic answer is that you cannot use a Trade Symbol configuration like this during a replay. We may have a solution for it though. 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: 2024-01-23 00:18:17
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| [2024-01-23 01:19:53] |
| Sierra_Chart Engineering - Posts: 17178 |
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This is a very difficult problem to solve and we do not have a solution. So the only thing you can do is during a chart replay, is to remove the Trade and Current Quote Symbol. We will update the documentation. There is no practical solution to the problem that we can think of. 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 |
| [2024-01-23 08:24:27] |
| Fabio - Posts: 115 |
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Hello SC support and thanks for the time put in trying to solve this issue. One thing I'd like to discuss further relative to it, is the fact that you mentioned that this issue presents itself during chart replay, and this is because I may have mentioned the word "back-testing" in one of my previous posts. However, I erroneously used that word and what I really meant with back-testing was forward-testing, such as interacting with the market in real time but having the SIM mode on. This issue happens in real-time, at the hard right edge, so to speak. I saw you updated the documentation mentioning the chart replay issue but this happens in real time as well. PS: I have the same issue also with 6B w/ M6B despite the tick size are exactly the same for both markets. It seems something related just to currencies then because if the tick size of the 2 markets are exactly the same, I should have the same issue across the board (including ES/MES, CL/MCL, etc) but I don't have this issue, luckily. Am I missing something, or it's just an unsolvable mystery of technology, regardless chart replay or real time market conditions? Thanks for your help! PPS: Another issue I am having (which may not be related but I think it is in someway and it might be useful to solve the issue) is that when I edit (manually) the trade activity log by setting the price to the correct value (i.e. from 10.254 to 1.0254) the fills on the chart showing entries and exits remain, BUT, if you switch the "show order fills" off and then back on, the fills just won't show up anymore as the trades never happened. Date Time Of Last Edit: 2024-01-23 08:32:59
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| [2024-01-23 15:04:15] |
| Sierra_Chart Engineering - Posts: 17178 |
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If you are still having the problem in Trade Simulation mode but with Real-time data and not a replay then it would relate to Use as Trade Only Symbol being set to Yes. In this case the solution is the same, remove the Trade and Current Quote Symbol. 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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