Support Board
Date/Time: Thu, 20 Feb 2025 19:12:04 +0000
Trade exits based on alert conditions - inconsistency
View Count: 149
| [2025-01-13 13:52:27] |
| User795248 - Posts: 6 |
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Good afternoon, I am working with a friend/trading partner on an auto trading strategy which uses the trading system based on alert conditions studies. In our latest version of this, I added some buy exit and sell exit studies to the study collection, for the first time. These exits works perfectly for me. However, for my friend, the trades aren't exiting as they should, as if these exit studies don't exist. He has exactly the same study collection as I do (I sent him the files from my data folder), he uses the same charts, same market, same volume candles, same trade windows etc as me, so I'm at a loss as to why this might be. All the trade exit studies are enabled as "Yes" at his end. We are both in SIM mode. Note that the trade entries work fine for both of us. Can you think of any reason why there is this inconsistency between me and him? If it helps, the exit studies are very simple, based on a Linear Regression Slope study, eg =AND(ID12.SG1<-0.050, ID12.SG1[-1]>=-0.050) Many thanks, Shaun |
| [2025-01-13 18:03:20] |
| John - SC Support - Posts: 38084 |
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We can not say why this would be the case. You need to look at the situation on their computer at the time that there is an issue and see what is occurring. You may want to run in replay mode and step trade-by-trade at the point where you should see something occurring and look at each item to ensure it is set the way you expect. Also, check the Trade Service Log to see if it is some issue with the way he has his trade options setup, such that there is an error in generating the exit (as opposed to an issue with the code generating the exit). For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2025-01-13 18:14:08] |
| Sawtooth - Posts: 4173 |
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I have seen this issue when one user doesn't have 1 tick data, even if both are using time based bars. Check the 'Intraday Data Storage Time Unit' setting. If you change to 1 tick data, you'll need to 'Delete All Data And Download'. Date Time Of Last Edit: 2025-01-13 18:17:59
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| [2025-01-14 12:57:22] |
| User795248 - Posts: 6 |
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Hi John, Thanks for your reply. I can confirm that the exit signal is detected as it should, as shown in the attached screenshot (little dot circled by correct bar) and also in the associated log. However, the signal is not being actioned, but the trade played out until the stop loss (from trade window) was hit. Here is the log message: 2025-01-14 09:36:36.680 | TradeActivity files query time: 0.000770 seconds. Entries: 0. Current queries: 1 2025-01-14 09:37:30.127 | Chart: Replay 5.00X: ESH5.CME [CBV] 1250 Volume #6 | Study: LONG EXIT - BAL | Buy Exit signal ignored. Long position does not exist. 2025-01-14 09:38:16.031 | Auto-trade: Replay 5.00X: ESH5.CME [CBV] 1250 Volume #6 | SHORT EXIT - IMB down | SellExit | Bar start date-time: 2024-05-14 08:33:46.302 | SellExit signal is ignored. Short position quantity does not exist or there are already working exit orders that will flatten the position. Current Position with working exit orders: 0. Current Position: -2. Current Position with exit market orders: -2 2025-01-14 09:38:16.032 | Chart: Replay 5.00X: ESH5.CME [CBV] 1250 Volume #6 | Study: SHORT EXIT - IMB down | General order error. Refer to 'Trade >> Trade Service Log' for specific message for this trading action error 2025-01-14 09:52:12.971 | TradeActivity files query time: 0.367965 seconds. Entries: 0. Current queries: 2 2025-01-14 09:52:12.971 | TradeActivity files query time: 0.000107 seconds. Entries: 0. Current queries: 2 (edited) ---- He cleared the log and tried again, here is the log as follows: 2025-01-14 10:07:09.861 | Auto-trade: Replay 1.00X: ESH5.CME [CBV] 1250 Volume #6 | SHORT EXIT - IMB down | SellExit | Bar start date-time: 2024-05-14 08:33:46.302 | SellExit signal is ignored. Short position quantity does not exist or there are already working exit orders that will flatten the position. Current Position with working exit orders: 0. Current Position: -2. Current Position with exit market orders: -2 2025-01-14 10:07:09.861 | Chart: Replay 1.00X: ESH5.CME [CBV] 1250 Volume #6 | Study: SHORT EXIT - IMB down | General order error. Refer to 'Trade >> Trade Service Log' for specific message for this trading action error --- It keeps saying to refer to the Trade Service Log, but apparently this comes directly from there! I hope this helps to narrow down the issue. Best regards Shaun |
 Example1.png / V - Attached On 2025-01-14 12:56:00 UTC - Size: 287.1 KB - 21 views |
| [2025-01-14 12:58:49] |
| User795248 - Posts: 6 |
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Hi Sawtooth, I can confirm that he does indeed have 1 tick data, but I appreciate your response. Shaun |
| [2025-01-14 17:16:44] |
| John - SC Support - Posts: 38084 |
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Make sure the Input for "Cancel All Working Orders on Exit" is set to "Yes" in the "Trading System Based on Alert Condition" that is setup for the Sell Exit (and the same if there is a separate study for a Buy Exit).
For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2025-01-15 12:17:19] |
| User795248 - Posts: 6 |
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Excellent - that seems to have resolved the issue. Thanks very much for your help.
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