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Direct MessagesDate/Time: Thu, 25 Apr 2024 12:50:42 +0000
Spread Sheets (Pendinng orders price)
View Count: 980
| [2018-07-29 03:02:02] |
| User852086 - Posts: 41 |
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Hi there, What is the best way to reference the pending limit order price? I'd like to use this as a reference to cancel the order if the price moved x amount and it wasn't filled. Not able to find the cell corresponding to the pending order price in the ss trading sheet. |
| [2018-07-30 03:55:24] |
| User852086 - Posts: 41 |
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any suggestions on how to reference working order limit price in the spreadsheet?
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| [2018-07-30 16:46:47] |
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This is not supported with the Spreadsheet System for Trading study. Really for more advanced automated trading you need to use ACSIL: Automated Trading From an Advanced Custom Study 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: 2018-07-30 16:47:28
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| [2018-07-30 18:00:18] |
| Sawtooth - Posts: 3976 |
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The time a pending order was placed is output to J90 (but only when autotrading, not manually) However, using it can problematic because it doesn't reset like its counterparts in J42/J43 for filled orders. Without an output of the price of a pending order, you would need to calculate where it would be and create a persistent variable of that price. This can work but does not account for slippage. Here are some examples of persistent variable formulas: Spreadsheet Example Formulas and Usage: Persistent and Incrementing Variables SC: It would be nice if the enter and exit times could be separated, and that the enter and exit prices were also output in other column J cells, like J42/J43 and J48/J49 for filled orders. And that they could be reset like like J42/J43 and J48/J49. |
| [2018-07-31 02:58:52] |
| User852086 - Posts: 41 |
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Thanks for pointing me out to the alternative solution. I will look into it. It would be good if SC team added this value to one of a SS cells at some point. It would make life so much easier. On the side note, is there a simple way to convert the SS logic into ACSIL? Than I can just expand on it, by customizing some of the required fields? |
| [2018-07-31 03:47:33] |
| Sawtooth - Posts: 3976 |
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is there a simple way to convert the SS logic into ACSIL
The short answer is 'no'. |
| [2018-08-25 11:46:46] |
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SC: It would be nice if the enter and exit times could be separated,
and that the enter and exit prices were also output in other column J cells, like J42/J43 and J48/J49 for filled orders. And that they could be reset like like J42/J43 and J48/J49. Provide full descriptive names of what new cells you require and will look into adding them soon. 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: 2018-08-25 11:47:02
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| [2018-08-25 14:15:55] |
| Sawtooth - Posts: 3976 |
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Provide full descriptive names of what new cells you require and will look into adding them soon.
Proposal:J92 Last Entry Order Date-Time J93 Last Exit Order Date-TIme J94 Last Entry Order Price J95 Last Exit Order Price The proposed entry J92 Date-Time and J94 Price would be those working orders generated by cells J22/J71 and J24/J73, when J71/J73 are not 'M'. The proposed exit J93 Date-Time and J95 Price would be those working orders generated by cells J23/J72 and J25/J74, when J72/J74 are not 'M'. The values in cells J92-J95 would update and reset in the same way as J42/J43 and J48/J49. Note: J90 currently combines the proposed J92/J93 but does not update with manually entered orders, and does not reset at Trade >> Clear Simulation Orders and Data. |
| [2018-08-26 01:18:57] |
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Okay we will work on these but the way they have to be implemented is not entirely efficient but should not be too inefficient. But we have to think about how to do this. It is not really that simple as it may seem.
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: 2018-08-26 01:19:44
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| [2018-08-26 01:29:04] |
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For the record, what is requested in post #8 is a difficult implementation. We are not sure if we can do it anytime soon.
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 |
| [2018-08-26 02:37:58] |
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We thought about how to do it so we should be able to get it done in about two weeks.
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 |
| [2018-10-03 21:11:26] |
| Sawtooth - Posts: 3976 |
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Thank you for this. Two issues: 1. Cells J93, J95 output UTC DateTime, not the chart's DateTime. Cells J42, J43 output the chart's DateTime. 2. Cells J93-J96 revert to 0 when the order is filled or cancelled. For these cells to be the most useful in formulas, they should retain the most recent value, and only reset to 0 when J42, J43, J48, J49 reset to 0. Date Time Of Last Edit: 2018-10-04 14:23:15
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| [2018-10-04 02:11:49] |
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1. We will solve this now. 2. This is what was requested: The proposed entry J92 Date-Time and J94 Price would be those working orders generated by cells J22/J71 and J24/J73, when J71/J73 are not 'M'. The proposed exit J93 Date-Time and J95 Price would be those working orders generated by cells J23/J72 and J25/J74, when J72/J74 are not 'M'. You said "working". We can certainly change this but this was coded to specifications. 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 |
| [2018-10-04 03:49:06] |
| Sawtooth - Posts: 3976 |
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1. Thank you. 2. The cells do return correct values when pending unfilled working orders are placed, so that part is correct. I'm only now requesting that the most recent values be retained, and not be reset to zero when filled or cancelled. And that they only be reset to zero in the same manner as J42, J43, J48, J49 are reset. Date Time Of Last Edit: 2018-10-04 19:56:23
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