Login Page - Create Account

Support Board


Date/Time: Wed, 24 Apr 2024 05:49:55 +0000



Trade multiple symbols at once from a single "Spreadsheet System for Trading" strategy

View Count: 1762

[2015-09-15 20:10:12]
User760942 - Posts: 120
Hi SC,

Is it possible to build an automated trading system via your "Spreadsheet System for Trading" tool that can trade multiple symbols at the same time?

For example, can a single automated trading system I build with it buy two separate stocks at the same time?


(Also, Same question, regarding building an automated trading system using your ACSIL tool instead of your spreadsheet tool).

Thanks!
[2015-09-16 05:18:44]
Sierra Chart Engineering - Posts: 104368
No, this kind of capability is something that is not directly supported. Although if you have 2 charts for two different symbols, both of those can have an automated trading system.

If we did support this, it would only be with ACSIL.
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
[2015-09-16 05:55:18]
Sawtooth - Posts: 3976
can a single automated trading system I build with it buy two separate stocks at the same time?
The Spreadsheet System for Trading study can do this by assigning the same-named spreadsheet study to each chart. Using the Formula Source Sheet Number setting, you can even use formulas on one sheet for all other sheets.
[2015-10-05 23:34:09]
User760942 - Posts: 120
Hi SC, one follow up question to this.

Is it possible to have two separate automated trading strategies built in SC communicate with each other?

For instance, can I set strategy “1” to only open a trade if it detects strategy “2” has no open trades?
[2015-10-06 01:00:08]
Sawtooth - Posts: 3976
You can do this with the Spreadsheet System for Trading study by assigning the same-named spreadsheet study to each chart in the same chartbook, and then reference J8 on another Sheet#.
[2015-10-07 00:25:32]
User760942 - Posts: 120
Thanks for the info Tomgilb!
[2015-10-07 18:41:21]
Sierra Chart Engineering - Posts: 104368

Is it possible to have two separate automated trading strategies built in SC communicate with each other?

Yes, this can be done. We recommend using the persistent variable functions :
https://www.sierrachart.com/index.php?page=doc/doc_ACSIL_Members_Functions.html#scGetStudyPersistentIntFromChart
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
[2021-05-09 04:14:24]
Shores2021 - Posts: 26
Hi SC,
In another follow-up to the above thread;

1. Can one set the spreadsheet system to trade the same symbol with the same strategy but on 2 different times frames?

And also;

2. Can one set 2 separate spreadsheet strategies (example sheet1 and sheet2) to feed the signals into sheet3, where Sheet3 calculates the NET position of both strategies (from sheet1 and sheet2) so that Sheet3 sends orders the the trading service as a NET of positions of Sheet & Sheet2?

Example:
Sheet 1 is Long +1
Thus Sheet 3 gets Long +1
And sends it to trading service.
Then:
Sheet 2 gets Short -1
Thus Sheet 3 gets Flat
And sends Sell -1 to trading service?

The idea is to only send NET position of 2 trading spreadsheets instead of trading 2 separate accounts.
It would save on trading commissions and create a cleaner logic for multiple strategies.

Thanks in advance.
[2021-05-09 14:07:31]
Sawtooth - Posts: 3976
1. No, because they would interact. You'd need two separate brokerage accounts to trade the same symbol simultaneously.

2. Yes, this should be possible, assuming Sheets 1,2,3 are from 3 separate charts, and Chart3/Sheet3 is from where all the orders are placed.
Date Time Of Last Edit: 2021-05-09 14:08:36
[2021-05-10 21:57:41]
Shores2021 - Posts: 26
Thank you tomgilb!

To above point:

Q: 1. Can one set the spreadsheet system to trade the same symbol with the same strategy but on 2 different times frames?
A: No, because they would interact. You'd need two separate brokerage accounts to trade the same symbol simultaneously.

So:

I understand that one can't trade same symbol on the same spreadsheet unless each strategy (diff. timeframes / same symbol) would be setup on separate Chart / Sheet#, correct?

For example:
Chart 1/Sheet1 - is trading Instrument 1 on TimeFrameA and it is sending orders to say Rithmic Execution Data via Trading Service with FCM 1
Chart 2/Sheet2 - is trading Instrument 2 on TimeFrameB and it is sending orders to say CQG Execution Data via Trading Service with FCM 2

Q: where can I setup these parameters so each of these systems can send orders to separate trading services/FCMs/Accounts, please?
To my limited knowledge, one can select only 1 trading service to connect from Sierra at the time?

Q2: I also have 2 separate trading accounts, with the same FCM (sub-account)
So how could I setup SC to send orders separately via one trading service, to the same FCM but different accounts?

Many thanks!
[2021-05-10 22:53:35]
Sawtooth - Posts: 3976
where can I setup these parameters so each of these systems can send orders to separate trading services/FCMs/Accounts, please?
I also have 2 separate trading accounts, with the same FCM (sub-account)
Using Multiple Data and Trading Services at the Same Time

This should answer your questions.
[2021-05-11 02:54:31]
Shores2021 - Posts: 26
Thanks again tomgilb!

I was able to install another SC in a separate folder and now running 2 separate instances so
that I can connect to 2 FCMs and trade individually.

Now, I am left with figuring out how to have multiple sheets to talk to each other etc...
Is there a link with more details on using and assigning chartbooks/instruments/accounts to each particular sheet#?

Again, thank you very much.
[2021-05-11 12:39:09]
Sawtooth - Posts: 3976
Now, I am left with figuring out how to have multiple sheets to talk to each other etc...
Working with Spreadsheets: References to Other Sheets within a Spreadsheet

- You can only reference other sheets of the same-named spreadsheet file, and only within the same chartbook.
- Each chart using the same-named spreadsheet file will have its own sheet.
- If each sheet/chart has their own autotrading conditions, set the Formula Source Sheet Number to match the chart #.
- If more than one sheet/chart uses the same autotrading conditions, set them each to the same Formula Source Sheet Number.
Spreadsheet Study Inputs: Formula Source Sheet Number

To post a message in this thread, you need to log in with your Sierra Chart account:

Login

Login Page - Create Account