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Direct MessagesDate/Time: Mon, 29 Apr 2024 11:19:32 +0000
[User Discussion] - Spreadsheet
View Count: 1638
| [2015-01-23 14:17:48] |
| User43824 - Posts: 9 |
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Hi SC support team, I am trying to find out how your spreadsheet works but I have difficulties. According your manual (http://www.sierrachart.com/index.php?page=doc/doc_SystemsAlerts.php ) I put =AND(CROSSFROMBELOW(E3:E4,AA3:AA4),$J$8=0) in cell K3. I received some TRUE results. Super. But when I put a simple formula =OR(AND($J$8>0,E3<=$J$9-1),AND($J$8>0,E3>=$J$9+2)) in cell L3 I did not receive any TRUE results, only FALSE. Settings: Order Quantity (read/write) – cell J26: 1 Can you let me know where the problem is? Thank you. |
| [2015-01-23 17:25:45] |
| Sawtooth - Posts: 3982 |
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Your L3 formula will not show any TRUEs if you are flat.
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| [2015-01-23 20:04:13] |
| User43824 - Posts: 9 |
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Hi Tom, thank you for your response. Unfortunately I do not know exactly what you mean. The position was open for a couple of times (in collumn K – opened a long position). According to a graf there should be signal for close the position (according to formula in collumn - =OR(AND($J$8>0,E3<=$J$9-0.5),AND($J$8>0,E3>=$J$9+1)) - now is a little bit different. I attached screens of the graf and a spreadsheet. I have also cleared trade simulation orders and data. I would appreciate the help. Thanks. |
 sc.docx - Attached On 2015-01-23 19:58:29 UTC - Size: 519.04 KB - 333 views |
| [2015-01-23 23:27:31] |
| Sawtooth - Posts: 3982 |
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Your L3 formula can only go TRUE when you have an open position, so you won't see any exit arrows when flat. You L3 formula looks valid. With this formula on NQ, your stoploss is 1/2 point (2 ticks) and your target is 1 point (4 ticks). I would expect it to work. |
| [2015-01-24 11:40:02] |
| User43824 - Posts: 9 |
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Hi Tom, I have put formulas only in collumns K and L, so I think that entry singnal is, when there is written TRUE in collumn K (this is simultaneously displayed by green arrows on the chart). This was displayed several times and I think that condition for exit (formula in collumn L) was also fulfiled. It can be seen on attached chart (for example after the entry signal at 16:15). So I still do not know where the problem is…. Can you explain it to me, please? Thank you. |
| [2015-01-24 15:02:33] |
| Sawtooth - Posts: 3982 |
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The attached pic in post #3 shows only entry arrows, not exit arrows. I just tested your formulas and they work for me. I don't see a problem. Please explain it again. |
| [2015-01-24 16:50:47] |
| User43824 - Posts: 9 |
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That is the problem. There are not seen arrows for exit signals, because in the Spreadsheet, in column L, are not seen TRUE results. Attached pics also show my setting. Can you, please, check it, if it is correct? As I wrote. I just put formula in cell K3, then I recalculate the chart, in order to see results in all cells collumn K. Then I put formula in cell L3 and let recalculate the chart again. But, in collumn L are just FALSE results. What else can I do? |
| [2015-01-24 17:17:59] |
| Sawtooth - Posts: 3982 |
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To see exit arrows when you are flat, you need a different formula in L3 that does not reference J8 or J9. There really is no accurate solution to this because the spreadsheet does not retain the Position Average Price in the array. If you are both entering and exiting at close of bar, there is a possible workaround, but it would require that the exit formula calculate an assumed exit price based on the closed price of the entry signal bar. And this would only work if you do not scale-in/scale-out. And it would not be accurate if there was any slippage at entry or exit. |
| [2015-01-24 19:40:49] |
| Sawtooth - Posts: 3982 |
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Do you have Trade >> Show Order Fills checked? Maybe this would be a way to see the exits when flat.
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| [2015-01-25 19:27:21] |
| User43824 - Posts: 9 |
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Hi Tom, thanks very much for your advices. I will try it and let you know. Thanks again. |
| [2015-01-27 16:14:02] |
| User43824 - Posts: 9 |
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Hi Tom,unfortunately, check Trade >> Show Order Fills did not helped. I have tried a formula without using sell J9. The formulas were in collumns K and M. There were TRUE results in both collumns. The problem was, that I could see this situation: One arrow for long position and then two arrows in same direction for short position or two long positions in a row. In cell J26 I set only 1 position. In cells in collumns K and M was $J$8=0. When in cells in collumn M, as a part of formula, was $J$8<0, the result was FALSE. The same result (False) was if there was $J$8>0 in collumn M (as a part of formula). I need to have only one position. Can you also please write me, how to set stop loss? I used sell J9 in formulas but you have written that Position Average Price is not retained. I also would need to solve problem with showing two same positions in a row in one direction. I need only one open position. Maybe its a stupid question, but what exactly mean „to be flat“? I thought that means to have closed position (to have no open position). Second step will be to add formulas in collumns L and N. But first I would like to resolve mentioned problems (I have already tried put formulas in collumn L, but with FALSE results). I used formulas set on price movement. I attached pics with setting the Spreadsheet. Could you please check it? Could you please answer my questions? Thanks a lot. |
| sc1.pdf - Attached On 2015-01-27 16:13:41 UTC - Size: 769.23 KB - 334 views |
| [2015-01-27 20:49:05] |
| Sawtooth - Posts: 3982 |
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Flat is to have no open position. If you have no open position, there will be no exit arrows if the L3/N3 formulas reference J9. J26 sets the quantity of each entry. It has no control where arrows appear. Do not include J8 in your entry formulas in K3/M3. If you are using only opposite-direction crossovers as entry signals in K3 and M3, it is not possible to get consecutive arrows in the same direction. Use Attached Orders for target and stop loss. It's easier than using spreadsheet formulas. |
| [2015-01-28 14:44:34] |
| User43824 - Posts: 9 |
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Hi Tom, thanks for your explanation. I have really seen consecutive arrows in the same direction. Today I saw it again. Setting is still the same as attached above. I do not use any of technical indicators, only price movement(price action). This is the main problem which I need to resolve. Would you know how to solve it? Thank you. |
| [2015-01-28 15:14:28] |
| Sawtooth - Posts: 3982 |
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I don't use the CROSSOVER functions. Try this formula instead: K3: =AND(E4<AA4,E3>AA3) reverse the operators for M3. Also, try setting Signal Only On Bar Close (K,M) to Yes. |
| [2015-01-28 16:53:40] |
| User43824 - Posts: 9 |
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But I do not use any data from collumn AA in formulas. I use only data from collumns B,C,D,E (price data).
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| [2015-01-28 20:37:41] |
| Sawtooth - Posts: 3982 |
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Obviously I need more information in order to help you. Send your chartbook (.cht) and spreadsheet (.scss) to tom@sawtoothtrade.com and I'll take a look. |
| [2015-01-29 14:09:30] |
| User43824 - Posts: 9 |
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Hi Tom, I have sent you Spreadsheet and Chartbook. Thanks |
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