Support Board
Date/Time: Tue, 22 Apr 2025 23:08:11 +0000
Replay Speed and autotrading problems
View Count: 185
| [2024-12-17 09:18:43] |
| User745789 - Posts: 374 |
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I have a spreadsheet that will place an order when the bar time in cell A3 is = X o'clock. If I replay at Speed = 240, then orders are always placed at the correct time. But it is slow. If I reply at speed = 1920, then orders are often not placed. Is this to be expected for faster replay?
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| [2024-12-19 00:02:28] |
| Sierra_Chart Engineering - Posts: 19305 |
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What is the Replay Mode set to: Replaying Charts: Replay Mode You really need to debug why this is happening. We would not know. Refer to the information here: Automated Trading Management: Troubleshooting Automated Trading System Behavior A lot of the functionality of automated trading is provided by the user and is not within our control. For us to understand what is going on, is a tremendous amount of work and it is not within the scope of our support. We simply do not know what the problem is in your particular case. If you were to test any of the automated trading systems that Sierra Chart provides, you would not be able to reproduce this problem. 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: 2024-12-19 00:02:48
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| [2024-12-19 00:56:32] |
| User745789 - Posts: 374 |
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The problem I believe came from this: One of my conditions to create an order is FRACTIME(MROUND(A3,1/86400))=TIMEVALUE("10:00:00")
The bartime bust be 10:00:00. I use a 15 minute chart and therefore this condition remains true for 15 minutes. And I do not want that, I have to limit the time in which an order can be placed. So another condition to enter is also FRACTIME(MROUND($J$41,1/86400))<TIMEVALUE("10:00:10")
Which means there is a 10 second window in which a trade must occur at the exchange for my order to be entered. When replay is fast, the orders are not created. It seems the second condition fails when it should not. The underlying reality/problem is that SC spreadsheet increments time only when a trade has happened. It does not refer to a normal clock. So I can not rely on entering an order at at exact time. What is the Replay Mode set to:
This was my oversight. It was set to "Standard Replay" When I set to "Accurate Trading System Backtest Mode" I can replay at a higher speed and get all orders created as per the rules. All is correct. However my system limitations do not allow me to replay much faster than 480 in this mode. Any faster and SC just hangs for long periods in Accurate mode. I assume this is a processor limitation in my hardware. Date Time Of Last Edit: 2024-12-19 00:57:58
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