Support Board
Date/Time: Tue, 13 May 2025 04:55:38 +0000
Building a spreadsheet trading system
View Count: 1353
| [2017-04-05 00:55:21] |
| Goldsea - Posts: 13 |
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Hi! I have build a spreadsheet trading system in excel, I would like to do this within the spreadsheet in Sierra Charts with the objective of forward testing and eventually have it executed by my trading service. The backtest result looks promising so I like to simulate it real-time. Based on the open, high, low and close 1 minute data, my strategy will run some calculations to output some binary buy/sell orders. To do this, I would need the data to be coming in real-time to the spreadsheet and constantly adding as the time passes. I was wondering how I could achieve this with the Sierra Chart spreadsheet. |
| [2017-04-05 01:32:04] |
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When using the Sierra Chart Spreadsheet System for Trading study, the data outputted to the selected sheet within the Spreadsheet is in real-time. Refer to: Overview of Spreadsheet Studies You can control the Chart Update Interval: Chart Settings: Chart Update Interval in Milliseconds (Chart >> Chart Settings >> Display >> Chart Update Interval menu) 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, *change* to the Teton service: Sierra Chart Teton Futures Order Routing |
| [2017-04-05 13:36:07] |
| Goldsea - Posts: 13 |
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This is not that easy to use, the spreadsheet does not work like excel at all. Can you send me a sample file of a simple model please? ie. If price goes above the EMA, put a market order to buy and if it goes below the EMA, put a limit/market order to sell. I think I will be able to understand the logic a bit better after seeing a sample file. |
| [2017-04-05 17:00:26] |
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Refer to the step-by-step instructions on this page: http://www.sierrachart.com/index.php?page=doc/SpreadsheetSystemsAlertsAndAutomatedTrading.php In the spreadsheet formula you will want to use the CROSS* functions: http://www.sierrachart.com/index.php?page=doc/SpreadsheetFunctions.html#CROSSFROMABOVE_Function http://www.sierrachart.com/index.php?page=doc/SpreadsheetFunctions.html#CROSSFROMBELOW_Function 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, *change* to the Teton service: Sierra Chart Teton Futures Order Routing |
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