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Direct MessagesDate/Time: Sun, 05 May 2024 19:07:18 +0000
[Urgent] Spreadsheet System for Trading - Cell J29 Can't Flatten During Backtest
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| [2018-06-06 17:26:22] |
| MichaelPPTF - Posts: 57 |
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Hello, As I am developing a new spreadsheet system for trading, and specified a formula in cell J29 to flatten and cancel, but strangely, when this cell turns "1", nothing occured in the back testing - Position is still on, resting orders, too. I am using an attached order for target and no stop is used (cell J29 is basically my stop). Nothing exists in L and N column for exits. Wonder what could contribute to this problem? I read the technical document, seems that J29 take precedence of all other forms of order management, so it should trigger when it turns non-zero or true, regardless what everything else is doing or trying to do. I am on version 1738, 32bit version of Sierra. Please shed me some light, thanks in advance. |
| [2018-06-06 18:13:04] |
| MichaelPPTF - Posts: 57 |
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I just did more digging, here's what I've found. 1. If the flatten condition occurs at the same day the parent order was filled/generated, J29 will flatten everything just fine. 2. If the flatten condition occurs at the next day, then it won't do anything. Here's a screenshot. The last bar on chart is where the flatten condition is being met, and J29 evaluates 1, but parent fill is still there. |
Private File Attachment Deleted. |
| [2018-06-07 10:41:12] |
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We are testing this now.
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 |
| [2018-06-07 11:07:18] |
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We cannot reproduce the problem and also this does not make any technical sense knowing how everything works: 2. If the flatten condition occurs at the next day, then it won't do anything.
When you notice the issue we recommend checking the Trade >> Trade Service Log for any message indicating why the order action was ignored. Perhaps the order was just getting canceled because it was considered expired and for some reason did not fill. See if the order actually was submitted by checking the Trade >> 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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