Support Board
Date/Time: Thu, 08 Oct 2026 16:37:46 +0000
Volume based candle alert evaluation
View Count: 24
| [2026-10-08 12:40:26] |
| User201944 - Posts: 2 |
|
I am using a chart and volume candles along with some indicators to generate a simple crossover trading strategy. This seems to work ok using the color bar based on alert study. However, when using this same alert in the spreadsheet trading study some odd things have occurred as described below: Subject: Spreadsheet System for Trading — SellEntry firing despite formula/chart data showing conditions not met My Spreadsheet System for Trading study fired a SellEntry at bar start date-time 2026-10-07 09:23:24.738 (confirmed via Trade Service Log: "Auto-trade: GCZ6.COMEX[M] 150 Volume #9 | DefaultSpreadsheetSystemForTradingStudy | SellEntry | Formula: Sell Entry at Row 3 is true."). My K3 (Buy Entry) / M3 (Sell Entry) formulas require a price/50 SMA crossunder combined with a Bid/Ask Volume Difference subgraph reading ≤ -25 (for Sell) or ≥ 25 (for Buy). At that bar's final closed values: E (Close) = 4125.2, AA (50 SMA) = 4123.14, AF (Difference) = -18. Price is above the SMA (not a sell crossunder), and AF does not clear the -25 threshold. So the formula's conditions do not appear to have been met at the bar's close. My spreadsheet study has "Evaluate/Signal only at bar close" enabled. Additionally, this same study plots a Buy/Sell arrow on the chart when K3/M3 evaluate true. No arrow was plotted on this bar, and when I checked K3/M3 afterward, both showed 0/FALSE. So the study's own order-submission logic and its own on-chart signal/arrow display appear to disagree with each other for the same bar. Question: Why would the Sell Entry formula have triggered an actual order submission if the final closed bar values don't satisfy the formula's conditions, and the study's own arrow/marker never appeared? Could this be a recalculation-order or intrabar-caching issue specific to volume-based (non-time-based) bars? This is not an isolated incident — a similar unexpected entry occurred on a different bar the day before, with the same pattern: order placed, formula conditions not met at close, no arrow plotted. |
| [2026-10-08 14:54:09] |
| John - SC Support - Posts: 48155 |
|
"Evaluate/Signal only at bar close" means that the system is really looking at the value in row 4 and not row 3. So you need to look at the values in that row in this situation to see what is actually occurring at the bar close.
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