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Date/Time: Thu, 09 May 2024 16:38:31 +0000



Replay with Spreadsheet System for Trading

View Count: 820

[2018-03-04 18:49:24]
User48838 - Posts: 112
I had a (rare) instance where the replay of a trading system showed a trade in the Trading Activity Log (and drew an arrow on the chart) but the Trading:Position Quantity did not register the trade on that bar, until i Recalculate All Cells manually a bar or two later.

Is it possible the trade happened so close the the bar close that the Replay system didn't have time to 'finish' accounting for the trade properly in Trading:Position Quantity?

Any other issues I may not be accounting for?

TY
[2018-03-04 19:12:23]
Sawtooth - Posts: 3993
It could be a calculation precedence issue.
Chart Studies: Study Calculation Precedence And Related Issues
[2018-03-04 21:54:27]
Sierra Chart Engineering - Posts: 104368
We assume you are referring to the Trading: Position study.

No it would not be related to study calculation precedence. It must be some sort of timestamp issue.

Unless it is consistently repeatable, we really do not know how to help with it though.
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: 2018-03-04 21:56:02
[2018-03-05 00:26:36]
User48838 - Posts: 112
Dear Support,

It is definitely reproducible. How would you like me to demonstrate the action? It happens at 10:19.49 EST on my replay of last Friday's chart of an ESH8 2.75 Range chart at 2650.50 Limit, I start the chart at 9:30.

TY
Date Time Of Last Edit: 2018-03-05 00:29:05
[2018-03-05 17:52:24]
Sierra Chart Engineering - Posts: 104368
Could you provide us that chart following these instructions here:
Support Board Posting Information: Providing Chartbook with Only a Single Chart

And then we will try to reproduce this.
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: 2018-03-05 17:52:43
[2018-03-05 21:09:36]
User48838 - Posts: 112
The issue occurs with Replay at 10:19.490 eastern time on Friday March 2, 2018

TY
Private File
Attachment Deleted.
[2018-03-06 09:18:41]
Sierra Chart Engineering - Posts: 104368
Unable to reproduce when submitting an order near the end of that bar.

We saw the position immediately from the study:
http://www.sierrachart.com/image.php?Image=1520327870182.png

There must be some other explanation for what you are seeing.
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
[2018-03-07 14:41:56]
Sierra Chart Engineering - Posts: 104368
We are now able to reproduce this and we are looking into it. At first we did not run the test exactly as you had described in post #4. We think this is just a small millisecond comparison issue.
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: 2018-03-07 14:47:04
[2018-03-07 15:05:22]
User48838 - Posts: 112
i tend to agree with you, thank you for reconsidering.
[2018-03-07 15:15:53]
Sierra Chart Engineering - Posts: 104368
Yes this is all it was. A small millisecond comparison issue. Problem now resolved.
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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