Trade Activity Log
Viewing Historical Trade Activity and Trade Statistics
To view the Trade Activity Log select Trade >> Trade Activity Log on the menu.
The Trade Activity Log logs order activity. Whenever there is a new order or a change in status (Order Status field in the Trade Orders Window) of an existing order, there is a new line added to the Trade Activity Log. There is also a new line added whenever an order fills or partially fills. There will be a separate line for each individual fill.
To view a list of your fills and trade statistics, select Trade >> Trade Activity Log. Select the Fill Activity tab. See the Available Fields section for description of the fields.
Controls
Copy Selection: This button copies the selected lines in the Trade Activity Log tab to the system clipboard. Once you have copied these lines, you can paste them into any other document. To select a series of lines, click on the first line, hold down the Shift key on your keyboard, and then click on the last line. To select multiple lines, select the first line, then hold down the Control key on your keyboard while clicking on additional lines. To select all of the lines, press the Ctrl+A keys. Press the Copy Selection button to copy the lines.
Saving
To set the number of days saved in the Trade Activity Log between Sierra_Chart sessions, select Global Settings >> Trade Settings on the menu and set Number of Days to Save in Trade Activity Log to what you require. This should not be a large number. Under 30 is best and ideally this should be about 7. If it's too large of a number, Sierra_Chart will take longer to start and exit. Also, if the log is too large, it will overall slow the functions which interact with the Trade Activity Log.
The lines of data in the Trade Activity Log can be saved to a file. In the file the fields along a line are separated by tab characters. Saving it to a file is useful to view it in a spreadsheet program for a more advanced view and special processing. To do this, first select the tab that you wish to save to a file. Next, select File >> Save Log As... to save all of the lines of the selected tab to a file.
Available Fields
- ActivityType: This can either be Order (all order details logged when there is a change with order Status) or Fill (all order details and trade statistics logged when there is a fill).
- Date Time: The Last Action Date Time of the order.
- Symbol: The symbol of the order.
- Order Action Source: The source of the last action for the order.
- Internal Order ID: The internal order ID.
- Order Type: The order type.
- Quantity: The order quantity. When Activity Type is Fill the Quantity is the quantity of the individual fill for the order. Otherwise, this is the total quantity of the order.
- BuySell: The side. This can be either Buy or Sell.
- Price: The first price of the order, if it applies.
- Price2: The second price of the order, if it applies.
- Previous Order Status: The status of the order before it changed.
- New Order Status: The current status of the order at the time the order details were logged here.
- Average Fill Price: The average fill price of the order, if there has been a fill.
- Session Position Quantity: This only applies to Fills. This indicates the Session Position Quantity for the same symbol that exists after the fill has been processed.
- Trade Pofit/Loss: This only applies to Fills. This is the profit or loss for the fill.
- Cumulative Pofit/Loss: This is the cumulative profit/loss for the symbol since the Session Position data was last reset.
- Winning Trades: The total number of winning trades since the Session Position data was last reset.
- Losing Trades: The total number of losing trades since the Session Position data was last reset.
- Total Trades:
- Maximum Open Position Loss: This is what was the maximum loss that the position had before the trade closed. Also, known as Maximum Adverse Excursion.
- Maximum Open Position Profit: This is what was the maximum profit that the position had before the trade closed. Also, known as Maximum Favorable Excursion.
- Total Quantity Filled:
- Account Info: For simulated trades this will say "Simulation". For trades that are sent your trading service, this typically is the account number of the account the order is in.