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Unusual behavior of exit quantity in spreadsheet system

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[2015-08-16 13:17:39] #1 [Go To First Post]
User911705 - Posts: 89
Hello, I have a spreadsheet system that operates correctly when a numerical value is placed in the cell in column J for Quantity. The system uses both attached orders as well as Buy/Sell Exit column logic for exits. I recently replaced the fixed numerical values with a formula for the Quantity. Since doing that, the entry quantity appears correct. However for any quantity greater than '1', odd things happen. First - in the trade activity log, the quantity for the attached orders shown is blank, not 1, not 0 or something else, but blank Second - the Buy or Sell Exit column, when that column signals an exit, does so with a quantity of 1 and not the quantity at which the position originally entered.

[2015-08-16 21:24:28] #2 [Go To First Post]
User911705 - Posts: 89
Upon closer examination, what I label "First" in the above post is not an issue. The problem I'm having appears to be strictly on exits using the Buy or Sell Exit columns. I am making an assumption that the Buy/Sell Exit column is supposed to exit the entire position and would not make any reference to a calculated quantity from the Quantity cell in column J. If I am assuming incorrectly, then what setting can I use to insure I close the full position?

[2015-08-16 21:36:55] #3 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
I am making an assumption that the Buy/Sell Exit column is supposed to exit the entire position and would not make any reference to a calculated quantity from the Quantity cell in column J. If I am assuming incorrectly, then what setting can I use to insure I close the full position? In this case you need to use a Quantity of 0. This is documented here: http://www.sierrachart.com/index.php?page=doc/doc_AutoTradeManagment.php#BuyExit 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

[2015-08-16 21:59:47] #4 [Go To First Post]
User911705 - Posts: 89
That won't work, because I already have a formula for determining the quantity at time of entry. It's a dynamic value that is constantly changing. Is there no way to have a formula set the entry quantity and use an exit formula, but exits the whole position?

[2015-08-16 22:18:57] #5 [Go To First Post]
Sawtooth - Posts: 3976
If you want to exit the whole position, you could use J29 instead of L3/N3. It would basically be an OR of L3,N3 formulas with maybe a modification, but use the L4,N4 formulas if the exit is at close of bar. Date Time Of Last Edit: 2015-08-16 22:20:10

[2015-08-17 07:18:52] #6 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
We will add an Exit Order Quantity cell. 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: 2015-08-17 07:19:02

[2015-08-17 14:16:38] #7 [Go To First Post]
User911705 - Posts: 89
Thank you Sierra. That is an ideal solution and one that I think will help many others. Do you have any sort of time frame for implementation.... I would just like to provide my client with a general idea about when this might be available.

[2015-08-17 17:39:18] #8 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
Not totally sure how soon we can get to it. We will try to have it done within two weeks. 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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