Support Board
Date/Time: Mon, 16 Jun 2025 01:20:56 +0000
[Programming Help] - ACSIL - Reliable Trade Comparison in Real-Time to Prevent Skipped Price
View Count: 472
| [2025-05-13 11:48:24] |
| Dennzisme - Posts: 26 |
|
Dear Sierra Chart Community, I am currently using sc.LastTradePrice to store and compare trade prices within my study. Upon each update, I compare the current value with the previously stored price. However, when operating in real-time, I’ve noticed that due to the study's minimum update interval, some trades are being skipped. This inconsistency is causing issues with my automated trading algorithm. (I have already lowered the minimum update interval, that did not fix the issue) To mitigate this, I’m looking for a solution that allows the study to reliably detect and compare all trade prices between updates—ensuring no trades are missed during real-time execution. Could someone please advise on the best approach or alternative method to achieve this? Your support is greatly appreciated. Best regards, Dennz |
| [2025-05-13 12:55:40] |
| User431178 - Posts: 712 |
|
Checking the time and sales data on each study update would be one way of doing it. ACSIL Interface Members - Functions: sc.GetTimeAndSales() |
| [2025-05-15 16:45:07] |
| Dennzisme - Posts: 26 |
|
Please see the five attached images. The chart shows a price spike to 21,434.50, yet this level does not appear in either the Time & Sales feed or the debug logs. Could this discrepancy be contributing to the issue we noted earlier, or is there another factor I may have missed? (In replay mode the Time and Sales are being displayed properly) I have the option: -Combine Trades into Original Summary Trade (Data Feed and Exchange Specific) toggled to "No" -Intraday Data Storage Time Unit (List) is set to "1 Tick" Best regards, Dennz Date Time Of Last Edit: 2025-05-15 17:08:27
|
 real-time chart.png / V - Attached On 2025-05-15 16:43:37 UTC - Size: 7.91 KB - 92 views Time and Sales Real-time.png / V - Attached On 2025-05-15 16:43:44 UTC - Size: 284.81 KB - 90 views T&S settings.png / V - Attached On 2025-05-15 16:43:56 UTC - Size: 16.48 KB - 88 views |
| [2025-05-15 16:45:52] |
| Dennzisme - Posts: 26 |
|
The 2 additional replay attachments.
|
| replay-chart.png / V - Attached On 2025-05-15 16:45:38 UTC - Size: 10.38 KB - 89 views Time and Sales Replay.png / V - Attached On 2025-05-15 16:45:46 UTC - Size: 334 KB - 89 views |
To post a message in this thread, you need to log in with your Sierra Chart account: