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Direct MessagesDate/Time: Tue, 07 May 2024 08:35:55 +0000
Show order fills on replay scattered
View Count: 2137
| [2018-10-16 20:33:31] |
| User104854 - Posts: 441 |
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I typically will run a backtest for a session. Then I'll go back and review the trades. When I come across one that needs adjusting I will replay that individual trade and when it's over I'll stop the replay and move on to other trades. For some reason when I stop the replay now the order fills are completely out of whack and there are massive lines running across the screen. My original trades are no longer showing. I recently updated the software to 1820, 64 bit. Is there something within this version that might be causing this? I've been doing this for quite a while now and have never encountered this problem. Please let me know what's up. Thanks. |
| [2018-10-16 20:45:52] |
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Refer to: Chart Trading and the Chart DOM: Accurate Entry/Exit State, Fill Matching and Position Quantities 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 |
| [2018-10-17 10:14:07] |
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We think this relates to the Order Fills Start Date-Time Chart Setting and in the next release if that is unset we will load all fills in the case of simulated trading, into the chart.
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 |
| [2018-10-17 12:51:32] |
| User104854 - Posts: 441 |
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Great. It appeared to be something other than the link that you sent so thank you for recognizing that.
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| [2018-10-17 19:00:34] |
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It could not be something other than what is in that link. What we are doing is not necessary because you can do the same thing by just changing the Order Fills Start Date-Time to a date earlier than the trading began at. So you have the ability to resolve this right now. It must be related to what we have described in the documentation. So we have not recognized anything different here. 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: 2018-10-17 19:01:06
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| [2018-10-17 21:29:42] |
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When 1823 comes out today. Please test and let us know if you have any further issue and if not, then it does indicate that the issue is as explained here: Chart Trading and the Chart DOM: Accurate Entry/Exit State, Fill Matching and Position Quantities We would also expect the issue to be resolved if you set Chart >> Chart Settings >> Advanced Settings >> Order Fills Start Date to 1. But we have to say it is really hard for us to understand exactly the particular issue unless we can observe 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 Date Time Of Last Edit: 2018-10-17 21:30:04
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| [2018-10-18 13:41:34] |
| User104854 - Posts: 441 |
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I downloaded 1823 and the first thing I notice is that I have the setting to show currency value and ticks and for all of my trades this morning it shows 0.00C, 0T for all of the fills. Something isn't right.
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| [2018-10-18 14:19:49] |
| User104854 - Posts: 441 |
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The issue with the scattered fills appears to be resolved. Please get back to me on the other issue about the amounts for everything showing 0. Thanks.
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| [2018-10-18 15:26:19] |
| User104854 - Posts: 441 |
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False alarm on the scattering issue. It's still happening. I know it's easy to say that it's something on my end but it's NEVER happened before and now all of a sudden my fills are all over the place after I replay an area that I've previously replayed. I haven't changed or adjusted any settings in that department. I'm about 99% sure that if I roll back to a previous version it will not happen. I'd prefer not to do that. If you like I can send you whatever info might be helpful. Thanks.
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| [2018-10-18 15:37:14] |
| User104854 - Posts: 441 |
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I've attached a couple of screenshots. You'll see on the first one (Fills1) what a handful of typical trades are for me. Rarely do I have trades larger than 10 ticks per contract. After I replay part of it and hit 'stop', you'll see the result in the other image. Lines scattered all over the place AND my original trades from that period are lost. I've been doing this for a couple of years now and have never had this happen........ever. Has to be due to an update. Please review.
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Private File Attachment Deleted. Private File |
| [2018-10-18 17:03:07] |
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t. After I replay part of it and hit 'stop', you'll see the result in the other image. Lines scattered all over the place AND my original trades from that period are lost.
When you post an image of a chart, only use this method and we must see the timescale in both cases. We do not see the timescale in the other chart. Please provide screenshots again following these instructions:https://www.sierrachart.com/index.php?page=doc/PostingInformation.php#Image 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: 2018-10-18 18:09:57
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| [2018-10-18 18:13:16] |
| User104854 - Posts: 441 |
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It's very true. Have you tried it on the new version? Run a series of trades and then stop the replay. Then go back and replay a trade for 5 min or whatever and stop again. On this newer version I'm sure you'll have the same thing happen. You don't need the time on the chart to see what's happening but I can send a clearer version. So if I go back and use a previous version of Sierra Chart and it works perfectly like it always has..................and then I go to 1823 and get this scattering issue...........would it still be impossible to believe? |
| [2018-10-18 22:22:03] |
| User104854 - Posts: 441 |
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Ok I tested this out and here are my results. I ran a backtest and have provided a before image. Then I went back and replayed the chart for 5 minutes and hit stop. Once that was complete the fills are scattered as shown in the after image. It appears that the entry and exit points are the same but the connecting lines are not connecting to the correct places and this is why the lines are scattered. I did this on version 1820 as I wanted my fill totals to show up which they weren't on 1823. The same issue happened on 1823. I do not believe there is anything on my end that will make the lines connect to the right entry and exit points so please investigate and fix. Let me know if you need any additional info. Thank you. |
Private File Private File |
| [2018-10-19 02:47:20] |
| User104854 - Posts: 441 |
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I'm sure you're tired of hearing from me on this but there's one more thing I just noticed. I finished a backtest and had all of my fills displayed. Then I simply went to Chart Trade Settings and unchecked Display Fill Text and unchecked Display Trade P/L. Once I did this the fills lined up scattered like the previous example I sent. What it looks like is it's connecting exit to next entry instead of current entry to current exit. Hope this helps. |
| [2018-10-19 03:54:11] |
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We did reword post 11 because when we thought you said Stop we were interpreting it as a pause and we knew nothing could change with a pause but then we later realized you meant an actual stop which causes a reload of the chart data and would rebuild the Trades list. We have have now had a chance to look this over and cannot reproduce the issue. Nor does it make technical sense so long as this is unchecked: Chart Settings: Load Order Fills for Current Day Only (Chart >> Chart Settings >> Trading menu) So long as this Order Fills Date Time is set to 0: Chart Settings: Order Fills Start Date-Time (Chart >> Chart Settings >> Trading menu) But even those two settings will function according to how they are documented. But based on what you want to do, they should be set as we said. Then go back and replay a trade for 5 min or whatever and stop again. The test we ran is we performed some manual trading during a replay which effectively is the same as automated trading, stopped the replay and the order fills were identical. Now when we did a replay again, it is not possible for us to see the prior trading activity because that is not capable of being replayed. This has never been the case. You are describing somehow the capability to replay order fills but there is no such capability. This has never existed in Sierra Chart.It appears that the entry and exit points are the same but the connecting lines are not connecting to the correct places and this is why the lines are scattered.
Make sure that when you are running another back test, that you click Yes to clear the existing trade data. Otherwise, you are going to have a confusing result with more order fills. At this point with version 1823, effectively nothing has changed. The functionality in question remains the same. now all of a sudden my fills are all over the place after I replay an area that I've previously replayed. Also for the record, this makes no sense. It is not even technically possible. An order fill that is already in existence, is going to have a very specific Date-Time and map to a specific chart bar containing that time. You are making it sound as though something is seriously wrong and this is just not the case at all. The functionality works perfect and is rocksolid and has been confirmed to be the case. There simply cannot be anything wrong here whatsoever so long as you follow our instructions in regards to those two particular Chart Settings described above.At this point, further technical help will require a paid remote assistance session. That is the only way we are willing to proceed. 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: 2018-10-19 04:38:26
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| [2018-10-19 05:19:54] |
| User104854 - Posts: 441 |
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Thanks for the extended reply but you're not understanding what I'm saying. I'll make this very clear. You're assuming I want to replay an order fill but I don't even know what that means. All I was explaining was to run a replay, stop it, go back and run it again for a short time without clearing it, STOP IT AGAIN, and then review the fills, AND NOT JUST THE FILLS BUT THE CONNECTING LINES FROM ENTRY TO EXIT. This is where the problem lies! I didn't even have to run a replay to trigger it as in another reply to you I said that this triggered simply by changing a couple of settings in the chart trade menu. I get that the fills have a timestamp and it appears that they're in the right place. It's the CONNECTING LINES THAT ARE INACCURATE. THE LINES ARE NOT CONNECTING AND MEASURING FROM THE CORRECT ENTRY TO THE CORRECT EXIT SO THE DATA FOR P&L PER TRADE IS MASSIVELY INACCURATE!!!! It actually looks like they're connecting from exit points to entry points. Did you review my screenshots? This has absolutely nothing to do with clearing the data before a backtest. This has absolutely nothing to do with the settings on the chart settings tab. The fills are probably rock solid but the measurements of ticks per trade are definitely not. I'm not trying to be difficult. I enjoy the platform and there are many other things that I'd rather spend my time on than this but it's an important part of my business to be able to review my trades and that the P&L info is accurate. Does this make sense now? ....and please don't assume anything that you may not understand. Just ask. I know you guys are busy and I do everything that I can to stay out of your way unless totally necessary. Thank you. |
| [2018-10-19 10:28:17] |
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All I was explaining was to run a replay, stop it, go back and run it again for a short time without clearing it, STOP IT AGAIN, and then review the fills, AND NOT JUST THE FILLS BUT THE CONNECTING LINES FROM ENTRY TO EXIT. The problem here is that this inherently is not going to work properly. It has been well understood that going back in time and replaying again without clearing trading data and doing additional trading is going to lead to order fill matching problems. Even if you do not do additional trading whether automated or manual, you are not able to replay trades. That functionality does not exist.And then when you reload the chart or invoke a full recalculation like you have described, you will then see additional order fills loaded which occurred during the additional time added to the chart during the replay and also a change in matching due to this. The reason for the difference in behavior is because the concept of the "unmatched fill" has been removed. But still what you were doing, is considered disorderly and was never supported. When the concept of the unmatched fill has been removed, this can alter the behavior of how orders are matched and how they are matched is explained here: Trade Activity Log: Open Quantity Field Calculation Method This is the current behavior and what you are doing is like throwing a wrench into the works of order fill matching. It is just not supported and never has been. Whether it had the appearance of working properly or not, was just due to circumstance. 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: 2018-10-19 22:45:48
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| [2018-10-19 18:33:46] |
| User104854 - Posts: 441 |
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All I can tell you is that I've been doing exactly what I described for quite awhile now and have never encountered this problem until I started using the 1800+ versions. At this point I appreciate your attention to the matter and I'm moving on. Thanks.
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| [2018-10-19 22:41:23] |
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Yes make sense. It is due to the fact that there is no longer the concept of the "unmatched fill" which was preventing the duplicate fills or near duplicate fills from being included in the calculations and being displayed.
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: 2018-10-19 22:42:22
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| [2018-10-25 03:07:42] |
| User104854 - Posts: 441 |
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Well after going through this further the unmatched fill change appears to be a bad one. Not sure what the purpose is but there is no reason that a professional platform such as this should not know how to match up entries and exits on a replay. I will replay a session and go through the trades, then the slightest adjustment will all of sudden go from matching entries to exits, to matching exits to entries. Let's think about that for a second............ It matches exits to entries and calculates the P&L per trade from that. One more time................. It matches exits to entries. Exits to entries. How is anyone supposed to run data with this setup? You've already acknowledged that you're aware that it does this and you're ok with it????? Whatever this unmatched fill feature is that you added must solve a lot of problems because it's created a very big one. If you're unwilling to fix your unmatched fill feature then how about making it possible to adjust where the fills start so that the data is correct. This worked perfectly before and now you have made it extremely difficult to analyse backtesting data. It's like driving a car from the backseat. Do something please that is similar to how it was before so that your users can go back to having their entries match up with their exits and not the other way around. Thank you. |
| [2018-10-25 03:18:18] |
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Not sure what the purpose is but there is no reason that a professional platform such as this should not know how to match up entries and exits on a replay. It does, but what you have been doing was never supported. You cannot add new fills interspersed with existing order fills and expect everything to work. This inherently does not make sense and why this worked before was just a matter of circumstance. But still the order fill matching does occur in a logical order according to as is explained in the link we have below.Probably the better solution is just that we should never allowed a replay to be started and keeping existing order fills. They really have to be cleared if the intent is to trade. So our recommendation is to either clear them or choose a different Trade Account before starting the replay again for reviewing a portion of the trading. This really is the proper solution now that we think about it. If you're unwilling to fix your unmatched fill feature then how about making it possible to adjust where the fills start so that the data is correct. This can be controlled and is thoroughly explained here:Trade Activity Log: Open Quantity Field Calculation Method 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: 2018-10-25 03:24:11
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| [2018-10-25 03:23:08] |
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We updated our prior response and gave a solution. It matches exits to entries. Exits to entries. Do something please that is similar to how it was before so that your users can go back to having their entries match up with their exits and not the other way around. Thank you. If what you are saying is true, then simply look at the Trades tab of the Trade Activity Log, set to the same symbol and trade account that the chart is set to and has the same Date-Time as the first fill loaded into the chart. You can see the matching is totally correct. 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: 2018-10-25 03:32:10
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| [2018-10-25 03:28:42] |
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Ultimately the only result of all of these posts, is we realize we have to remove the option that prompts to clear the trading data upon a replay because it must always be done or we do not allow a replay. Since answering this kind of stuff is just not worth our time, but far more importantly, we must avoid the confusion to begin with and that is what is most important. It is important that we prevent something that inherently was never supported from even being allowed to happen to begin with. 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: 2018-10-25 03:51:55
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| [2018-10-25 05:37:25] |
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To let you know we do think about what you are doing and how the problem can be solved and we think the best way, at least the best way we can think of for now, is to select a different Trade Account on the Trade Window before going back in time and restarting the replay. Or perhaps we could perhaps give an option to delete order fills since the new start date-time of the replay. 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: 2018-10-26 20:01:55
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| [2018-10-25 14:03:53] |
| User104854 - Posts: 441 |
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Thank you for looking into it. I'll try that. Anything along those lines would be great. Appreciate it.
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