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Date/Time: Thu, 25 Apr 2024 12:31:46 +0000



[Locked] - LIFO /FIFO fill matching problem in REPLAY

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[2018-10-27 15:01:49]
phaedonk - Posts: 350
Regarding "Last in first out order fill matching is being removed.": It is disappointing that you have decided this. Easier code maintenance is not the goal here, I am assuming. Otherwise, development would have ended at "Hello world".

Removing a feature that customers want and use simply does not make sense. Building a new feature with all that you have on your plate and deciding against it, even if people want it, is understandable. But removing an existing feature? No sense, even if it makes your life easier. I urge you to reconsider.

Regarding the release 1821: After installing it, a new (single) position on a live account is not showing on the chart (FIFO on chart settings 3). The only way to view it is to open chart settings and just click on Apply, nothing else. Then the position line magically appears. If I select "use external service" in chart settings 3, the position shows immediately when it fills.
[2018-10-27 23:36:23]
Sierra Chart Engineering - Posts: 104368
The current version is now 1831. Since the version you are running there have been a few small issues corrected relating to the Trades list and Trade Statistics which should resolve the described problem since we cannot reproduce that. And other improvements as well.

And we also discovered problem with the calculation of the Position Average Price and the Daily Profit/Loss when using Last In First Out fill matching for short positions. It was just zero in this case. This is resolved.

So far we just have one request from you for the Last In First Out matching for historical fills. The only other requests for this are in relation to the current Position Average Price which is supported.

There are also requests for the flat to flat display on the trades list which we are going to add but implemented differently and accurately. And Running PL when there are multiple symbols and trade accounts.

But for the record, it is exceptionally unlikely we would reconsider this anytime soon. That is quite clear at this time when we see the implementation complications of this as we continue to work through the related code. It is just not going to happen. You need to implement a workaround or use another program for this particular analysis (you can export the order fills). This matter is final. You really do not understand our perspective and users never will. You do not understand the tremendous challenges that we face with creating the program, maintaining and answering user questions.
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: 2018-10-30 04:56:21
[2020-03-09 05:33:58]
Sierra Chart Engineering - Posts: 104368
We want to update this thread and indicate that we did add Use Last In First Out Fill Matching for the trades list to accomplish what you want:
Chart Settings: Use Last In First Out Fill Matching (Chart >> Chart Settings >> Trading menu)

It was involved to implement. But it has been released and has been out now for probably 9 months to a year 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
Date Time Of Last Edit: 2020-03-09 05:34:31

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