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Date/Time: Sun, 08 Sep 2024 00:03:43 +0000

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Trades Randomly Executing in Simulated Trading

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[2024-07-25 17:32:43] #1 [Go To First Post]
Rich_B - Posts: 31
Hi I have read through the guidance to try to resolve this but I am struggling. I have 2 'Trading System Based On Alert Condition' studies on my chart. They are very basic as follows ... =CROSSFROMBELOW(C, ID5.SG2) =CROSSFROMABOVE(C, ID5.SG3) Multiple random trades that are not even closely related to the studies above are executing during each session. There are no orders sitting in the Trade Orders window. When I check the OrderActionSource column in the Trade Activity Log, there is no reference to which chart number the trade is being executed from ... there is only the following text (as an example) ... Trade simulation fill. Bid: 5461.25 Ask: 5461.50 Last: 5461.50 They are appearing in the Trade Activity Log as though they are being executed manually, but this is definitely not the case. I have removed all keyboard shortcuts for trade executions to be sure, but the trades are still occurring. If anyone can assist me in solving this it would be much appreciated. Thank you

[2024-07-25 17:59:09] #2 [Go To First Post]
John - SC Support - Posts: 34254
You need to look through the "Orders", not the "Fills" for the information on where the order came from. Keep in mind, there is an order to have something done, and then that order is filled, which gives you the position (or takes you out of it). Refer to the following: Trade Activity Log Analysis: Determining the Origin of a New/Modified Order For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing

[2024-07-25 21:32:29] #4 [Go To First Post]
Rich_B - Posts: 31
Hi John Thank you for your response as always. I have now released the filters from the Trade Activity Log and I can see that the trades do originate from chart #1 where I have the auto trades setup as specified in my original post. However, this does not explain the random entries as the place on the chart that the orders are being executed is nowhere near ID5.SG2 or ID5.SG3. I have noticed that the trades that should execute in the correct place are still doing so, but the additional random ones are still unexplained. I'm not sure if the following point is relevant or not, but when I play the same chart on a replay over the same period, the random trades do not appear. They are only occurring during the live session.

[2024-07-26 15:53:44] #5 [Go To First Post]
John - SC Support - Posts: 34254
What does the "OrderActionSource" for the order state? Does it show that the order is coming from the "Trading System Based on Alert Condition" or from something else. If it is from the "Trading System Based on Alert Condition" then there is something in the setup that is causing this and you need to determine what it is. As to why you would see a difference in Replay versus Live, we can not say. There are some differences that occur in replay, so it is possible that you would see a difference. Try using either "Calculate Same as Real Time" or "Calculate at Every Tick/Trade" in the replay and see if you can get it to reproduce in there, as it would be easier to troubleshoot. For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing

[2024-07-26 17:55:07] #6 [Go To First Post]
Rich_B - Posts: 31
Hi John The exact statement for one of the unexplained orders is ... Auto-trade: ESU24_FUT_CME [CBV][M] 2.00 Range #1 \| PREV HIGH ENTRY LONG \| BuyEntry \| Bar start date-time: 2024-07-26 17:37:38.261 \| Last: 5510.75 \| AO=1 The Trading System Based on Alert Condition study formulas are as follows ... =CROSSFROMBELOW(C, ID5.SG2) =CROSSFROMABOVE(C, ID5.SG3) On the chart below, ID5.SG2 is the line where the background colour changes from black to green and ID5.SG3 is where the background colour changes from black to red. You can see on the chart that a cluster of 10 entries have been executed between the 5510 and 5520 price levels which are nowhere near crossing over the SG2 and SG3 levels. This chart is #1 as referenced in the OrderActionSource statement above. https://www.sierrachart.com/image.php?Image=1722015256585.png I have run the replay in the two modes you suggested. It does not reproduce the unexplained trades using these either.


ES_Random Entries.png / V - Attached On 2024-07-26 17:32:48 UTC - Size: 72.54 KB - 20 views

[2024-07-26 18:54:06] #7 [Go To First Post]
John - SC Support - Posts: 34254
Do you have a "Short Name" for a study set to "PREV HIGH ENTRY LONG"? If so, what is the Alert Condition associated with this study? For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing

[2024-07-26 18:59:49] #8 [Go To First Post]
Rich_B - Posts: 31
Yes, that short name is one of the Trading System Based on Alert Condition studies from this chart. The alert condition is ... =CROSSFROMBELOW(C, ID5.SG2) The other Trading System Based on Alert Condition study has the short name PREV LOW ENTRY SHORT. The alert condition for this one is ... =CROSSFROMABOVE(C, ID5.SG3) There are no other Trading System Based on Alert Condition studies or anything associated with auto-trading on the chart.

[2024-07-26 19:18:30] #9 [Go To First Post]
John - SC Support - Posts: 34254
Make sure that your "Trading System Based on Alert Condition" is at the bottom of the list of studies on the "Studies to Graph" area. It sounds like the order in which the studies is calculated may be causing you an issue. Refer to the following: Chart Studies: Study Calculation Precedence And Related Issues For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing

[2024-07-30 17:17:58] #10 [Go To First Post]
Rich_B - Posts: 31
Hi John I have reshuffled the studies as suggested and placed the 'Trading System Based on Alert Condition' studies at the bottom of the list. Unfortunately the problem still persists. Any other ideas? Thank you.

[2024-07-30 17:39:15] #11 [Go To First Post]
John - SC Support - Posts: 34254
What study is ID5? For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing

[2024-07-30 18:22:15] #12 [Go To First Post]
Rich_B - Posts: 31
ID5 is a Study/Price Overlay that is referencing another chart in the chartbook. ID5.SG2 is the high of the previous session. ID5.SG3 is the low of the previous session. My entries are only supposed to trigger when ID5.SG2 is crossed from below or when ID5.SG3 is crossed from above.

[2024-07-30 18:28:08] #13 [Go To First Post]
John - SC Support - Posts: 34254
Please set the option for "Global Settings >> General Settings >> Charts >> Use Controlled Order Chart Updating" to "Yes". Refer to the following: General Settings Window: Use Controlled Order Chart Updating (Global Settings >> General Settings >> Charts >> Charts) For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing

[2024-07-31 21:31:55] #14 [Go To First Post]
Rich_B - Posts: 31
Hi John Having referred to the link you provided above, I realised that I could actually put the study I was referencing from another chart directly onto the main chart where the problem was occurring, thereby negating the need to use the Study/Price Overlay study. Once I did this, the random unwanted orders stopped, even without setting Use Controlled Order Chart Updating" to "Yes". Thanks for you perseverance on this one.

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