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Direct MessagesDate/Time: Sat, 18 May 2024 12:03:48 +0000
Trading System Based on Alert Condition Executing Incorrectly
View Count: 100
| [2024-05-03 05:21:57] |
| UserUser7933 - Posts: 3 |
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I noticed that the alert condition was executing randomly despite the condition being false. So I created a new chartbook and dumbed down the logic to use hard-coded values and the trade is still executing unexpectedly (when the alert condition is still false). I've attached the chartbook showing this behavior. Testing Using: - ESM4.CME[M] Data - Replay: Single Chart - Replay Mode: Calculate At Every Tick/Trade - Use Start Date-Time -> 2024-05-01 | 08:30:00 Trading System Alert Logic: C >= ID11.SG1 Trading Activity Log: Fills 2024-05-01 08:40:00.007004 2024-05-01 08:40:00.007000 [Sim]ESM4.CME Trade simulation fill. Bid: 5058.00 Ask: 5058.25 Last: 5058.25 195048 195048 Market 1 Buy Filled 5058.25 1 Sim1 Open 1 195048.1 0.00 Day Alert Log: Study Long Entry =5058.25 >= 5068 | No alert sound/email. Trading Order Event Buy fill for [Sim]ESM4.CME. Account: Sim1. Fill Price: 5058.25. Filled Quantity: 1. Internal Order ID: 195048. Open. | Alert: AlertSound (3) |
 bug.Cht - Attached On 2024-05-03 05:19:53 UTC - Size: 4.42 KB - 30 views |
| [2024-05-03 14:34:01] |
| John - SC Support - Posts: 31704 |
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We do see the order opening at 08:40:00, which is when your auto-trading is set to start. But we do not know exactly why. Give us some time to look into this.
For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2024-05-08 19:50:00] |
| Sierra_Chart Engineering - Posts: 14423 |
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You need to look at what the source of the order is. Refer to: Trade Activity Log Analysis: Determining the Origin of a New/Modified Order If a true formula is being detected, then it is definitely going true. For more information: Automated Trading Management: Troubleshooting Automated Trading System Behavior 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: 2024-05-08 19:50:06
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| [2024-05-09 20:42:35] |
| UserUser7933 - Posts: 3 |
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Orders 2024-05-01 08:40:00.007000 2024-05-01 08:40:00.007000 [Sim]ESM4.CME Auto-trade: Replay 1.00X: ESM4.CME[M] 5 Min #1 | Long Entry | BuyEntry | Bar start date-time: 2024-05-01 08:40:00.000 | Last: 5058.25 | AO=1. Attached Order 201424 Stop Sell 5054.25 Pending Child-Client Sim1 Close 201423 0.00 Day The source is definitely the Trading System Based on Alert Condition "Long Entry". The alert's formula is definitely false when it's executed. Things like calculation order in the studies didn't make a difference either. Interestingly, I have found a workaround using color bar based on alert condition. If I use same logic as the original alert in the color bar study, but now change the trading system to execute when it detects a color bar. It works correctly. There's likely a bug here, but it's no longer affecting me. Feel free to close this thread. |
| [2024-05-10 12:48:10] |
| Sierra_Chart Engineering - Posts: 14423 |
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No this cannot be true: The alert's formula is definitely false when it's executed.
There cannot be an order signal, without the formula being true even if it is just momentarily and you do not see it. There cannot be a bug here. That is not possible.
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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