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Direct MessagesDate/Time: Thu, 02 May 2024 17:11:16 +0000
[Programming Help] - Using Triggered Limit Order Entry in Spreadsheet System Trading
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| [2016-09-17 18:34:18] |
| Litz - Posts: 131 |
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Is it possible to use the Triggered Limit Order Entry study in Spreadsheet System for trading? Instead of buying on bar close using the normal crossover =AND(CROSSFROMBELOW(AA3:AA5,AC3:AC5) I would like to buy on the pullback on the next bar. I see the Triggered Limit Order Entry allows for manual input and was wondering if there is a way of incorporating this study into Spreadsheet System or modifying the formula to buy on say a 6 tick retrace of the current bar close. |
| [2016-09-18 01:11:47] |
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No this is not possible but you should be able to implement the logic yourself through the spreadsheet formulas. Although generally logic like this is not so simple with Spreadsheets. This section may be helpful: https://www.sierrachart.com/index.php?page=doc/SpreadsheetAdditionalInfo.html#StateLocking 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 |
| [2016-09-18 16:01:43] |
| Litz - Posts: 131 |
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Ok. Reading that section and trying to make sense of it. The fill on bar close seems to be the major cause of drawdowns and stopouts. Is there any documented method of improving fills other than bar close? Charts indicate a retrace is often normal on the next bar after formula condition is met thus the opportunity for a better fill. Setting a limit buy at -4 ticks from E3 would work. This doesn't =AND(CROSSFROMBELOW(AA3:AA5,AC3:AC5),ID0.SG4@4>ID0.SG3@3-4) it just confirms the condition but doesn't set a limit buy. Syntax error =IF(CROSSFROMBELOW(AA3:AA5,AC3:AC5),ID0.SG4@4>ID0.SG3@3-4,IDO.SG4)) Date Time Of Last Edit: 2016-09-18 19:43:09
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| [2016-09-18 20:22:45] |
| Sawtooth - Posts: 3990 |
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If the crossover is the trigger for setting a limit entry at close of bar, then try this: K3: =CROSSFROMBELOW(AA3:AA4,AC3:AC4) J22: =E4-J21*4 J71: L If the limit order is not filled, you may want to cancel it after n bars: Z3: =IF($J$4<0,0,IF(AND(K4=0,K3),1,Z4+1)) this will count the bars since the trigger bar, inclusive. J27: =Z4>=2 this will cancel an unfilled limit order at the close of bar after the trigger bar. |
| [2016-09-19 00:07:58] |
| Litz - Posts: 131 |
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OK Tom Thanks That will give me something to experiment with this week as well as improving my knowledge of SC.
Date Time Of Last Edit: 2016-09-19 00:08:49
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