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Date/Time: Thu, 28 Mar 2024 16:26:21 +0000



Order Quantity errors in Spreadsheet Automated System

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[2013-07-08 10:19:48]
JordiE - Posts: 38
Dear Support Team, good morning first...

I have a Spreadsheet Automated System which normally reverses the positions and the Order Quantity is calculated as a value (1000 for EURUSD) if existing position is none, or double of current existing position when reversing it.
Either when Replay/Backtesting (speed x30) or when Real Time trading, the Order Quantities are not consistent and/or not always corresponding to those spreadsheet calculated values should be as described above.

See the attached file how the Entry and Exit quantities are not consistent.

Current Settings:
Order Size: 1000
Charts in Chartbook: 10
Signal Only Once Per Bar (read-only): TRUE
Allow Multiple Entries in Same Direction (read-only): FALSE
Maximum Position Allowed (read-only: 5000
Support Reversals (read-only): TRUE
Allow Opposite Entry with Opposing Position or Orders (read-only): TRUE
Intraday Data Storage time Unit: 1 second
Chart Update interval: 900 ms

I'll very much appreciate your comments and help
With my best regards
Jordi
attachmentEURUSD_Ago_Ene.xlsx - Attached On 2013-07-08 10:07:40 UTC - Size: 53.5 KB - 495 views
[2013-07-13 00:12:16]
Sierra Chart Engineering - Posts: 104368
We did not look at the Excel file as that is outside the scope of our support for this type of question.

If you have set Support Reversals to Yes, then the order quantity will be increased automatically for the order which reverses the position. You do not need to double it yourself through the Order Quantity cell. This is going to create an even larger quantity.
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:
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Date Time Of Last Edit: 2013-07-13 00:12:56
[2013-07-18 09:01:33]
JordiE - Posts: 38
Hi Support Team,
Thanks so much for your answer.

I've chequed your sugestion and found that a couple of the Spreadsheet pages were set at "Support Reversals to Yes" while the others were set at "Support Reversals to No".
Now when Replay/Backtest it seems the operation is fine, while in real trading, I'm still testing it.

Thanks again for your help
Have a nice day !
Jordi

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