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Direct MessagesDate/Time: Tue, 21 May 2024 10:55:21 +0000
Post From: Draw up and Draw down are incorrect
| [2017-02-01 05:05:38] |
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This is what we got for a manual trade across the specified time: ActivityType Symbol DateTime OrderActionSource InternalOrderID ServiceOrderID OrderType PositionQuantity Quantity BuySell Price Price2 OrderStatus FillPrice FilledQuantity TradeAccount OpenClose ParentInternalOrderID FillExecutionServiceID HighDuringPosition LowDuringPosition
Fill [Sim]CLM16 2016-01-26 23:17:10.003 Trade simulation fill. Bid: 30.65 Ask: 30.66 Last: 30.65 755208 755208 Market 1 1 Buy Filled 30.66 1 Sim1 Open 755208.3 30.66 30.66 Fill [Sim]CLM16 2016-02-02 12:03:55.003 Trade simulation fill. Bid: 30.30 Ask: 30.31 Last: 30.30 755209 755209 Market 1 Sell Filled 30.30 1 Sim1 Close 755209.4 34.82 29.81 Symbol Trade Type Entry DateTime Exit DateTime Avg Entry Price Avg Exit Price Entry Quantity Exit Quantity Profit/Loss (P) Max Open Quantity Running P/L (P) Runup (P) Drawdown (P) Max Open Profit (P) Max Open Loss (P) Entry Efficiency Exit Efficiency Total Efficiency Commission (P) High Price While Open (P) Low Price While Open (P)
[Sim]CLM16 Long 2016-01-26 23:17:10.003 2016-02-02 12:03:55.003 30.66 30.30 1 1 -0.36 1 -0.36 4.16 -0.85 4.16 -0.85 83.03% 9.78% -7.19% 0.00 34.82 29.81 The times are not exact. We just did our best across a long span of data. Here you are showing negative numbers so we are not sure how that is even possible: High Price While Open-53.89 Low Price While Open -29.81 Were these actually negative numbers? Are you able to consistently reproduce the problem by just simply performing manual trading during a replay? We had the Replay Mode set to "Standard Replay". Another issue that could be causing a problem is that you may have an existing Position at the time of the first fill which is creating the problem based upon its High/Low During Position values. Clear all existing data with Trade >> Clear Trade Simulation Orders and Data before running the test. However, be aware this is going to clear all of that data. 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 Date Time Of Last Edit: 2017-02-01 05:13:40
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