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Date/Time: Fri, 26 Apr 2024 11:45:39 +0000



Post From: Spreadsheet System J8

[2013-06-14 05:08:38]
CMG - Posts: 179


1. I had a position on a live account. I could see the position in the Trade Activity Log > Trades. Also, in Trades Orders and Positions > Positions, and of course, in the Transact Platform, but J8 showed as 0. When this happened Sierra was NOT on Trade Simulation.

The position (3 contracts) was opened using the spreadsheet for trading on wednesday 6-12-13 during the day session. Two contracts were closed using the Transact platform on wednesday also during the day session. The remaining one contract was held overnight and on thursday morning before the position was closed J8 showed as "0" when it should have showed as "1". Sierra remained opened (was not closed or restated) at all times. I also tried Trade>Refresh Trade Data but J8 still showed as "0"

I do not have the open position any longer, but I will monitor future open positions and the corresponding value in J8 to see if I see this situation again so that I can confirm what I reported earlier.

2. J7 has changed in respect that it used to be an an empty cell (which I happened to use for proprietary calculations) now it shows the Prior Position Quantity. (I just make this comment for future reference for other users)

3. Is there any relation between J26 Order Quantity and J65 Default Trade Order Quantity?

4. (FYI) As per the Log of Changes (What's New), when J26 is empty or set to "0" the order size should be controlled by what is set in the Trade Window. However, when backtesting/replay with J26 empty or set to "0" and order size set to 2 or greater on the Trade Window, SC will unexpectedly change the order size to 1. SC will not do the backtesting with the intended size unless J26 is set to such size. In sintesis, J26 empty or set to "0" will not surrender the order size setting to what is set in the Trade Window (at least in backtesting)

5. In regards to the documentation for changes in the spreadsheet system, I am aware that with every release of SC there are updates to the changes each new version of SC has, but I was referring (hoping) to documentation with a compilation of the changes to the spreadsheet system specifically as these changes are very sensible as they involve possible modifications to actual automated live trading.

Thanks