Support Board
Support Board
Search Board
Control Panel
View My Posts / Threads
Direct MessagesDate/Time: Sat, 20 Apr 2024 08:55:18 +0000
Automated Trading with Spreadsheet
View Count: 1161
| [2013-10-18 00:07:24] |
| moonmist - Posts: 127 |
|
Hi, In the past few days, I have been using the combo: IQ Feed/Interactive Brokers/Spreadsheet for automated trading of crude oil futures. Today, I encountered a problem. When CLX3 dropped to 100.44 around 10:00 AM Eastern Time, the system was supposed to send a BUY market order to NYMEX. What actually happened was: price dived to 100.36; retraced back to 100.67, and nothing was triggered during this period of time. Later, I did a "Trading System Replay Backtest", and a BUY signal was generated at 10:00:30 AM. Is it possible that price was moving too fast for the spreadsheet to handle ? Thanks. Date Time Of Last Edit: 2013-10-18 00:08:26
|
| [2013-10-18 02:34:27] |
| |
|
No. But you will have to debug your own trading system. We do not know how it is programmed. If you are looking for exact prices, that is not entirely reliable. The formulas should use the High and Low values of chart bars.
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: 2013-10-18 02:36:24
|
To post a message in this thread, you need to log in with your Sierra Chart account: