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Direct MessagesDate/Time: Fri, 26 Apr 2024 03:55:22 +0000
How do I pull indicator values when a trade is made?
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| [2018-11-12 15:26:37] |
| User944558 - Posts: 7 |
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I have a few personal indicators I made on the spreadsheet study along with other indicators like RSI and VWAP. I then proceed to backtest based on other indicators. How do I pull the values that I have on the spreadsheet study when the trade is opened and closed? For example, in a backtest, I make a long trade when RSI is at 30 and simultaneously short when RSI is at 70. I would like to know what are the respective ATR values, standard deviation away from vwap and other values on my spreadsheet study. I need to match them up for a structure to run my random forest on the trades to maximise profits based on the conditions of my entry and exit. Right now what I have are the trades on the activity log and because my charts are in volume bars, I cannot make use of the date and time to match the trades with my market conditions on the spreadsheet study. |
| [2018-11-12 19:07:03] |
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As we understand this you just need to add the particular studies you want to the chart and reference the data from them by referencing the cells: http://www.sierrachart.com/index.php?page=doc/WorkingWithSpreadsheets.php#ReferencesStudySubgraphColumnsSpreadsheetStudy If you are looking for something else, then whatever it is, it is not likely supported. 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: 2018-11-12 19:07:51
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| [2018-11-12 20:42:45] |
| User944558 - Posts: 7 |
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Just to clarify, is it possible to label when trades are taken on the spreadsheets and their respective PnL when closed. This is so that I can match the entry and the market variables then. For example, on the spreadsheet study I have ECI VWAP and RSI as variables, and on the leftmost column, there's a label when the trade is made, and on the leftmost column, a label on the profit when is closed. https://imgur.com/MRQaGy5 Ultimately, I need to have it in this format https://imgur.com/4fyPp6E |
| [2018-11-13 18:47:57] |
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You can set a Text Tag on the Trade Window: Basic Trading and the Trade Window: Set >> Text Tag We will see if we can add a spreadsheet cell the set this as well. 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 |
| [2018-11-13 21:06:51] |
| User944558 - Posts: 7 |
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Text Tag is useful when you either manually forward test a strategy but will not be useful to achieve what I need when doing a backtest right?
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| [2018-11-13 21:37:01] |
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But we are going to add a new cell to the Sheet used by the Spreadsheet System for Trading study so that you can set this programmatically. And you could also set that during a back test. We will try to get that out in a couple of days. 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: 2018-11-13 21:37:16
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| [2018-11-19 18:57:19] |
| User944558 - Posts: 7 |
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Thank you, it'll be really helpful!
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