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Date/Time: Sat, 04 May 2024 08:56:00 +0000



Questions on automation prospects

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[2017-04-14 16:31:37]
Jmac - Posts: 1
Hello, I'm currently in the trial period for SC, and have a few questions about automation capabilities:

1) One of my strategies involves market making on STIR futures spreads, and as such there is a relatively-high amount of data input needed as well as frequent order sending/mod/cancel requests. The functions/rules of this strategy wouldn't be done from a chart study, but would adapt to a spreadsheet interface, I suppose.
Is this type of strategy something with SierraChart would actually be suited for?

2) Is there a basic IDE for writing ASCIL at the low-level instead of trying to automate from a chart or spreadsheet?

3) If I want to generate custom reports for portfolio weights & performance, as well as more advanced statistical methods for backtesting (e.g. machine learning), would such be possible using the spreadsheet, or would I need to export CSVs from SC and then go into my language of choice for generation of such reports?


Thanks in advance :)
[2017-04-18 00:21:45]
Sierra Chart Engineering - Posts: 104368
1. Yes it sounds like the Spreadsheet System for Trading study would work for this:
Spreadsheet Systems, Alerts and Automated Trading

2. Refer to:
Advanced Custom Study Interface and Language (ACSIL): Step-By-Step Instructions to Create an Advanced Custom Study Function

And
https://www.sierrachart.com/index.php?page=doc/UsingVisualCPlusPlus.php

3. This does not sound like anything that Sierra Chart has. What Sierra Chart offers for trade reporting is documented here:
Trade Activity Log
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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