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Date/Time: Thu, 26 Apr 2018 09:28:13 +0000



Real trade and replay trade large difference

Support Request:
[2017-12-08 02:47:35]
Sierra Chart Engineering - Posts: 59446
This is still pending review. We are going to create a set of information to ensure a back test matches real-time updating as much as possible.

We already do have this, but we will be thinking through it again and making sure it is as up-to-date and complete as possible.
Sierra Chart Support - Engineering Level

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[2017-12-08 06:13:22]
seven0907 - Posts: 29
Hi, SC
Yesterday same issue, real(demo) trade entered, and 2nd day backtest no signal.I have some suspicion:
1. I only do day trade, so the signal stop at 1st day end and continue to update on 2nd day start.
2. SC market statistics calculate 24hrs a day.
3. Can I force the calculation period base on my trading chart setting?

if this is a real problem, could you let the NISS-NYSE continue to calculate even my main chart stop(day trade only)? any other solution for it? This is only my suspicion, hope can help you.
[2017-12-08 13:24:34]
seven0907 - Posts: 29
And 1 more thing, I use EMA study to calculate NISS, I found after 1 day close, the study result shift about 30mins to left, is this due to the calculation? Or this is the reason the chart signal shift?
I tried the open all day result, the calculation signal changed, so we can say the historical data calculation based on the chart.
The other possible reason is the new trading day start, the calculation reset, after 1 day finished, the data add into the historical which calculated based on previoud EMA data, pls help to verify it, thanks.
[2017-12-08 14:07:05]
seven0907 - Posts: 29
Even I changed to simple moving average, the result same, highly suspect once the chart stop, the new day start value was not added in the previous days calculation, only added in historical chart.
[2017-12-08 16:18:02]
seven0907 - Posts: 29
partial solution need to be verify.
1 min before trading, open evening session, then all calculation already based on 24hrs, then close evening session, the signal looks like already changed to historical which I found mismatch, could you verify it? if it is true, can we have a study for this? thank you very much!
[2017-12-08 17:43:00]
seven0907 - Posts: 29
partial solution is not working, once the new bar coming, I need reload and re-calculated the chart to match the my each instance data, once the enough bar for study using, the data can final match.
[2017-12-09 12:09:48]
Sierra Chart Engineering - Posts: 59446
Post #3 through #7 are outside the scope of our support. Refer to:
https://www.sierrachart.com/index.php?page=doc/AutoTradeManagment.php#TroubleshootingAutoTradingSystemBehavior

Post #1 is still pending.
Sierra Chart Support - Engineering Level

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[2017-12-09 16:13:24]
seven0907 - Posts: 29
Thx for replay, may I know the study calculation is reset on the beginning of the session, is it?
but for study on the historical calculation based on the beginning of the chart roll to now, right?
If yes, for MACD study, can we have a option to turn off the reset? thanks.
[2017-12-11 06:57:23]
Sierra Chart Engineering - Posts: 59446
Thx for replay, may I know the study calculation is reset on the beginning of the session, is it?
What particular study calculation are you referring to?



but for study on the historical calculation based on the beginning of the chart roll to now, right?
We do not know what you are referring to.

The MACD study does not reset.

Here is the relevant documentation in response to post #1:

https://www.sierrachart.com/index.php?page=doc/Backtesting.php#DifferencesBackTestRealTime
Sierra Chart Support - Engineering Level

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[2017-12-16 15:32:54]
seven0907 - Posts: 29
Hi, sc
I found the problem, my signal is based on link chart study, even I followed all the instruction on documentation.
The detail problem is:
1. When I use linked chart replay speed 30, the result looks like ok.
2. When use the speed higher than 120, the study signal always earlier than actual,
looks like the replay speed is the key on my problem, could you explain it? Do not want to do every replay test on the speed lower than 30, if I replay 10 years, the time is very long.

thanks.
[2017-12-18 05:37:14]
seven0907 - Posts: 29
I tried another way, output two chart study data to same spreadsheet name and different sheets name, but still the result same once replay speed higher than 30 even I choose calculate at every tick.
Looks like either the spreadsheet output is not fast enough or higher replay speed will lost a lot of detail, could you have any solution for it?
Cos the replay result always give the signal too earlier that means I always use the 'future' value to predict current price, that is totally wrong, thanks.
[2017-12-18 05:39:44]
seven0907 - Posts: 29
BTW, both 2 chart have same session time, same bar period but different symbols, one symbol give signal, the other signal execute to buy/sel.
[2017-12-18 05:45:27]
seven0907 - Posts: 29
one more thing, the study/price overlay during replay only can show the static manner, that's why the buy/sell signal always show earlier, it's always show full bar signal even the main price/time not reach.
[2017-12-18 06:46:59]
seven0907 - Posts: 29
Is there any way both display tick data in spreadsheet(number of trade set 1) and signal only on 15min or 30min once?
Or just set 15min bar on chart but spreadsheet display every trade?
[2017-12-18 14:35:41]
seven0907 - Posts: 29
looks like once we use link chart replay, signal symbol calculation is much less than real trade symbol, so that's why everytime the signal finish first and always give wrong result, could you let both chart calculation match time as much as possible? I already change system time to atomic server.
[2017-12-18 16:09:55]
seven0907 - Posts: 29
Hi, SC
I can't find any documentation for the study named " add additional symbol", it's looks like a solution, but chart hang after added, only can display once click the reload and recalculate chart.
[2017-12-19 08:30:22]
Sierra Chart Engineering - Posts: 59446
I can't find any documentation for the study named " add additional symbol", it's looks like a solution, but chart hang after added, only can display once click the reload and recalculate chart.
We are still working on this study. It should be ready before the end of the week. You need to wait until then.

In regards to the other questions, really it is hard for us to answer those. It is hard for us to us explain why the speed is making a difference. From our perspective we just do not know because we do not know exactly what you are doing.

You will want to replay all of the charts that make up the trading system as explained in the documentation we linked to previously, but it sounds like you might already be doing that.
Sierra Chart Support - Engineering Level

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Date Time Of Last Edit: 2017-12-19 08:31:41
[2017-12-22 14:20:38]
seven0907 - Posts: 29
Hi, SC
The new method 'Add additional symbol' fail during chart replay(i choose single chart replay)
all data lost and study calculation base on added symbol all not work during replay and calculation is not based on tick data.
[2017-12-22 14:52:45]
seven0907 - Posts: 29
BTW, I updated latest SC version which is 1674.
add additional symbol data and study not work at real time.
[2017-12-22 18:55:52]
Sierra Chart Engineering - Posts: 59446
Yes, these issues are because the Add Additional Symbol study is not yet finished. It will be done later today.

Look for version 1675. It should be complete in that version.
Sierra Chart Support - Engineering Level

Your definitive source for support. Other responses are from users. If possible please keep your questions brief and to the point. Please be aware of support policy:
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If your question/request has been answered and you do not have anything further, then it is easiest for us if you do not reply again to say thank you.
Date Time Of Last Edit: 2017-12-22 19:08:38
[2017-12-24 04:00:27]
Sierra Chart Engineering - Posts: 59446
Version 1675 is now out. The study Add Additional Symbol is now complete.

There is some minor additional work we will be doing related to it supporting its own price multiplier and preventing the historical data from being cleared when modifying Study Settings directly through the chart for that particular study.
Sierra Chart Support - Engineering Level

Your definitive source for support. Other responses are from users. If possible please keep your questions brief and to the point. Please be aware of support policy:
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If your question/request has been answered and you do not have anything further, then it is easiest for us if you do not reply again to say thank you.
Date Time Of Last Edit: 2017-12-24 11:51:12
[2017-12-26 15:29:30]
seven0907 - Posts: 29
Hi, SC
My trading signal based on add additional symbol, so the study added on it on the single chart now, once the replay, the chart looks like working fine, but after you choose reload and recalculate, chart study calculation changed.
It's may due to replay speed still too high, I choose 1000x or 7000x, some period show zero value based on my MACD calculation, may 'jump' or 'miss' the data.

so the conclusion is the replay still unreliable, hold you can fix it.

BEST Regards.
[2017-12-27 22:41:32]
Sierra Chart Engineering - Posts: 59446
We have done some additional work on the Add Additional Symbol study. We want you to use "Prerelease" version 1677.:
https://www.sierrachart.com/index.php?page=doc/SoftwareDownload.php#FastUpdate


In your particular case we are not sure it is going to make any difference though. There may be something else going on which you are doing which we are not aware of.

, chart study calculation changed.
What is changing exactly? Are you referring to the Add Additional Study bars themselves? We would not expect those bars to change, but if they are, that is something we can definitely resolve.

Possibly the problem is related to study calculation precedence. Refer to this section here about this:
https://www.sierrachart.com/index.php?page=doc/ChartStudies.html#StudyCalculationPrecedence
Sierra Chart Support - Engineering Level

Your definitive source for support. Other responses are from users. If possible please keep your questions brief and to the point. Please be aware of support policy:
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If your question/request has been answered and you do not have anything further, then it is easiest for us if you do not reply again to say thank you.
Date Time Of Last Edit: 2017-12-27 23:20:04
[2017-12-28 12:08:42]
seven0907 - Posts: 29
Hi, SC
I attached the file to explain my questions.
1. replay chart: My calculation chart, main chart use ES, add symbol make the signal, MACD calculation on add additional signal, pls look the detail chart shape.
2. actually: same chart as replay, just click reload and recalculate, the signal on region 2 shape already changed.
3. Single chart: use new chartbook, single chart on the add additional symbol, study MACD on it at region 2, looks like shape also change, that's why I asked is there any calculation update.

Pls help to fix it, thanks.

BTW: replay speed I tried from 1980x to max, looks like higher speed cause different result or even not calculated.
Private File
Private File
imagereplay.PNG / V - Attached On 2017-12-28 12:01:00 UTC - Size: 39.84 KB - 87 views
Attachment Deleted.
[2017-12-28 12:12:27]
seven0907 - Posts: 29
I tried 1677.
happy new year!
[2017-12-28 16:21:39]
seven0907 - Posts: 29
on top of the previous issues, new version sierra chart always no responding, my system is WIN10.
[2017-12-28 19:28:43]
Sierra Chart Engineering - Posts: 59446
In regards to post #25 we can only help you if you notice a change with the chart bars with the Add Additional Symbol study.

Otherwise, refer to this section here and see if this is relevant:
https://www.sierrachart.com/index.php?page=doc/ChartStudies.html#StudyCalculationPrecedence


on top of the previous issues, new version sierra chart always no responding, my system is WIN10.
This is too vague. We need more details as to under what conditions this happens.

Refer to help topic 30:
http://www.sierrachart.com/index.php?page=doc/helpdetails30.html
Sierra Chart Support - Engineering Level

Your definitive source for support. Other responses are from users. If possible please keep your questions brief and to the point. Please be aware of support policy:
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Date Time Of Last Edit: 2017-12-28 19:32:34
[2017-12-29 14:15:29]
seven0907 - Posts: 29
The post#25 problem is the study not working during high speed replay and whole study looks like calculation different compare the pure single chart with 'add additional symbol' symbol.

I found is long time not touch the sierre chart, like more than 6 hrs, the chart become no response and must force close, below is the pic and it's happened everyday now.
imageNo response.PNG / V - Attached On 2017-12-29 14:15:22 UTC - Size: 18.98 KB - 83 views
[2017-12-29 20:06:22]
Sierra Chart Engineering - Posts: 59446
The post#25 problem is the study not working during high speed replay and whole study looks like calculation different compare the pure single chart with 'add additional symbol' symbol.
This is not really directly explaining the problem, but we do see a problem with the bar data for the Add Additional Symbol study during a fast replay where it is just simply incomplete. This will also be the same issue during real-time updating of the chart. We are solving this now.

In regards to the other freezing condition, we do not not know what that is from. Probably some kind of Windows 10 issue. The first thing we want you to do is to enable Global Settings >> General Settings >> General 2 >> Save Message Log to File. When it happens again we will ask for the log file.
Sierra Chart Support - Engineering Level

Your definitive source for support. Other responses are from users. If possible please keep your questions brief and to the point. Please be aware of support policy:
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Date Time Of Last Edit: 2017-12-29 23:56:09
[2017-12-29 23:56:23]
Sierra Chart Engineering - Posts: 59446
This is now solved in version 1678:
we do see a problem with the bar data for the Add Additional Symbol study during a fast replay where it is just simply incomplete. This will also be the same issue during real-time updating of the chart. We are solving this now.

Sierra Chart Support - Engineering Level

Your definitive source for support. Other responses are from users. If possible please keep your questions brief and to the point. Please be aware of support policy:
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Date Time Of Last Edit: 2017-12-29 23:56:33
[2017-12-30 08:25:17]
Sierra Chart Engineering - Posts: 59446
Let us know if version 1678 solves the issues you are having.

It should.
Sierra Chart Support - Engineering Level

Your definitive source for support. Other responses are from users. If possible please keep your questions brief and to the point. Please be aware of support policy:
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If your question/request has been answered and you do not have anything further, then it is easiest for us if you do not reply again to say thank you.
[2017-12-30 10:34:53]
seven0907 - Posts: 29
Hi, SC
Looks like working during my first time test, but system no response appear again at win2006 server, pls look for attachment.
The serve SC chart only open 1 instance and I do not touch it during Asia day time.
imageNo response1.PNG / V - Attached On 2017-12-30 10:34:50 UTC - Size: 12.15 KB - 85 views
[2017-12-30 11:11:50]
Sierra Chart Engineering - Posts: 59446
The screenshot you attached clearly shows Sierra Chart 1677. You are not even using version 1678. You need to use prerelease version 1678.

And what is Windows 2006? We have not heard of that.
Sierra Chart Support - Engineering Level

Your definitive source for support. Other responses are from users. If possible please keep your questions brief and to the point. Please be aware of support policy:
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If your question/request has been answered and you do not have anything further, then it is easiest for us if you do not reply again to say thank you.
Date Time Of Last Edit: 2017-12-30 11:12:50
[2017-12-30 11:21:22]
seven0907 - Posts: 29
I mean the server cloud side I used 1677/1676/1675 cause the no response is long time not touch it, my local computer tested 1678, working find, compare to pure single chart, the calculation result show a little different even I choose some bar period, same loading period.My local system use win 10.
The server side use microsoft server 2012, previous typo, thanks.
[2018-01-04 20:22:12]
Sierra Chart Engineering - Posts: 59446
In regards to the Add Additional Symbol study , there were some problems with it which have been resolved in the latest prerelease which is 1682. So if you have been using the study you do need to update.

Some of these issues, have later arisen due to changes/improvements being made to the study, and later discovered and corrected.


If you notice any freezing problems in Sierra Chart when using the study, will need to get the Chartbook you are using so we can try to reproduce the problem. Here are the instructions to attach it:

https://www.sierrachart.com/index.php?page=doc/PostingInformation.php#ProvidingChartbookSingleChart
Sierra Chart Support - Engineering Level

Your definitive source for support. Other responses are from users. If possible please keep your questions brief and to the point. Please be aware of support policy:
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If your question/request has been answered and you do not have anything further, then it is easiest for us if you do not reply again to say thank you.
[2018-01-07 23:46:56]
Sierra Chart Engineering - Posts: 59446
The problem with Sierra Chart freezing and not responding when using the Add Additional Symbol Study has been reproduced and we know the cause of this. We will have a new release out later today.
Sierra Chart Support - Engineering Level

Your definitive source for support. Other responses are from users. If possible please keep your questions brief and to the point. Please be aware of support policy:
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If your question/request has been answered and you do not have anything further, then it is easiest for us if you do not reply again to say thank you.
[2018-01-11 04:49:55]
seven0907 - Posts: 29
Thx, freeze issue looks like fixed.
[2018-01-11 05:24:46]
Sierra Chart Engineering - Posts: 59446
Yes. We did promptly take care of that once we were aware of what the cause was.
Sierra Chart Support - Engineering Level

Your definitive source for support. Other responses are from users. If possible please keep your questions brief and to the point. Please be aware of support policy:
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