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Direct MessagesDate/Time: Sun, 05 May 2024 09:46:27 +0000
problems working w/ AMP trading server (real money activity)
View Count: 1231
| [2017-06-14 19:39:12] |
| jizzary - Posts: 177 |
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Hi while started working directly w/ broker's real server my software was rejected few times SellEntry signal is ignored because working orders exist. and BuyEntry signal is ignored because working orders exist. the feeling is that my robot and teh brokers server are not in sync sometimes only one oof the issues. after searching the support Q/A and saw an answer you gave on same question i have set sc.AllowEntryWithWorkingOrders = true; but issue has not gone ... as you indicate - it may not solve all cases at the very moment my robot quits a position it evaluates moving into a new position (opposite direction) and it is done very verey very short after quiting the prev. position what is causing this issue ? should there be entered a delay beyteen quitting and entering a new position robot's trading configurauion is as follows (may be i'mmissing something ... causing this issue): // init trading system to allow manual trading sc.SendOrdersToTradeService = true; sc.AllowMultipleEntriesInSameDirection = true; sc.AllowOppositeEntryWithOpposingPositionOrOrders = true; sc.CancelAllOrdersOnEntriesAndReversals = false; sc.AllowOnlyOneTradePerBar = false; sc.AllowEntryWithWorkingOrders = true; sc.MaximumPositionAllowed = 2; all my trades are based on a single contract - so i thought sc.MaximumPositionAllowed = 2; may avoid what looks like a conflict this is a real issue ... is there anything i can do here ? should i develop my own logic to test failures and try enter again when failure takes place ? tnx Date Time Of Last Edit: 2017-06-14 19:42:10
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| [2017-06-14 19:46:24] |
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Refer to: http://www.sierrachart.com/index.php?page=doc/AutoTradeManagment.php#DifferencesLiveSimulationAutoTrading 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 |
| [2017-06-14 21:42:26] |
| jizzary - Posts: 177 |
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tnx i carefully read the answer at the link. none of it was new to me and was expected to be the real trading truth however ... none of the stuff answers the question on the table why when closing a position and immediately trying to enter a new position in the opposit dirtection it is rejected is it the trading engine of Sierra rejects it ? after all the robot's setting allows the robot to have full consideration w/o any limitation about managing the trading - so who and why does reject the new position order assuming the positions are 1 contract should i set sc.MaximumPositionAllowed = 3; to accomodate first position entry & exit (2 orders) plus entering the new position (3rd order) ? will it resolve the problem ? the question is whether the Sierra platform trading engine is the one that imposes trading rules that should not be present once i made the required setting to let the robot trade freely at its own consideration pls advise ... tnx Date Time Of Last Edit: 2017-06-14 22:28:20
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| [2017-06-14 22:26:28] |
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Select, Copy and Paste here the complete message from the Trade >> Trade Service Log indicating the rejection.
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: 2017-06-14 22:27:12
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| [2017-06-14 22:32:13] |
| jizzary - Posts: 177 |
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the below reflects th ecase where LONG position closed and a trial made to enter a SHORT position Auto-trade: F.US.CLEN17/F.US.CLEN17 [C] Renko 12t #2 | FUTURES-Fast | Bar start date-time: 2017-06-14 11:06:18.024 | SellEntry signal is ignored because working orders exist. | 2017-06-14 11:27:34 |
| [2017-06-14 22:55:32] |
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We checked the code and this particular order error definitively means that this is currently set as follows: sc.AllowEntryWithWorkingOrders = false; 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: 2017-06-14 22:56:11
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| [2017-06-14 23:30:40] |
| jizzary - Posts: 177 |
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quote from my code pls see the bold line - should stay or swith to false in case u have any other comment pls make it tnx // init trading system to allow manual trading sc.SendOrdersToTradeService = true; sc.AllowMultipleEntriesInSameDirection = true; sc.AllowOppositeEntryWithOpposingPositionOrOrders = true; sc.CancelAllOrdersOnEntriesAndReversals = false; sc.AllowOnlyOneTradePerBar = false; sc.AllowEntryWithWorkingOrders = true; sc.MaximumPositionAllowed = 10; Date Time Of Last Edit: 2017-06-14 23:47:20
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| [2017-06-14 23:32:30] |
| jizzary - Posts: 177 |
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1. how can i cpomletely disable the Sierra's trading engine i don't want any monitoring/control that will limit my robot. possible ? 2. what will be the best from Sierra based robot perspective once xxxxExit() has been called then read position/trade status and only when clode only then call the next xxxxEntry() ??? tnx Date Time Of Last Edit: 2017-06-14 23:50:19
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| [2017-06-15 06:06:52] |
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Your compiled executing code most definitely does not have this set this way: sc.AllowEntryWithWorkingOrders = true; 1. Refer to: Automated Trading Management: Unmanaged Automated Trading 2. once xxxxExit() has been called then read position/trade status and only when close
only then call the next xxxxEntry() ??? Yes of course. This only makes sense. 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 |
| [2017-06-15 08:10:40] |
| jizzary - Posts: 177 |
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tnx. ------------------------------------------------------------------------------- >> Your compiled executing code most definitely does not have this set this way: >> sc.AllowEntryWithWorkingOrders = true; sorry ... may be i'm not following you ... you don't accespt that this is the setting at my code ? should I add a snippet of the code so u can see it ? pls clarify ... my understanding is that the setting is correct so i leave it as it is sc.AllowEntryWithWorkingOrders = true; ------------------------------------------------------------------------------- >>> the reference w/ the link into Sierra's documentation the recommended settings (in the link) are implemented by my code plus the setting of : sc.AllowEntryWithWorkingOrders = true; (which is not mentioned by the page at the link) you could see it easily in code a quote of my software ... u can see it ------------------------------------------------------------------------------- (my comment) once xxxxExit() has been called then read position/trade status and only when close only then call the next xxxxEntry() ??? >>>> Yes of course. This only makes sense. this is the BIG question who cares ? - what mechanism is checking it and preventing the robot's trading steps ? whu Sierra si verifying the exit of a position beforte going into a new position after all the robot is running in Unmanaged Automated Trading can you please answer this question ? The BIG question - what should I do in order to trade FREELY w/o any inspection/intervention of any logic of Sierra ? -------------------------------------------------------------------------------- Please assist me in getting thru this issue ... tnx Date Time Of Last Edit: 2017-06-15 09:09:51
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| [2017-06-15 08:17:32] |
| jizzary - Posts: 177 |
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File attached it is a snippet of code so you can see the settings that sets my robot into Unmanaged Automated Trading Date Time Of Last Edit: 2017-06-15 08:18:44
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Private File |
| [2017-06-15 23:12:31] |
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You really need to exit from Sierra Chart, and delete the DLL file containing the study function, and rebuild it. Clearly it does not contain the code you are showing in post #11.
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 |
| [2017-06-16 02:19:39] |
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the recommended settings (in the link) are implemented by my code
Not sure why this was not already documented but we have added it now because it is an essential setting for unmanaged automated trading.
plus the setting of : sc.AllowEntryWithWorkingOrders = true; (which is not mentioned by the page at the link) 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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