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Direct MessagesDate/Time: Fri, 26 Apr 2024 09:06:16 +0000
Spreadsheet auto-cancel/flattens, J89 and J29
View Count: 1526
| [2018-11-18 22:19:02] |
| User376341 - Posts: 37 |
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Hi, Showing a 1 in J29, on attached, using the formula suggested here: Spreadsheet Systems, Alerts and Automated Trading: Flatten Position and Cancel Working Orders [J29] =(J41-INT(J41)) > TIMEVALUE("15:55:00") once the time is eclipsed, as expected. Also have tried J89 to do similar (without formula, just the time)... but not seeing flattening during replay, order just rolls into next hour. What else could factor-in here? |
| [2018-11-19 04:11:48] |
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Do you see that cell go from 0 to 1 and back to 0 as expected based upon the last bar Date-Time? We are not observing any problem with this. The formula does work as expected. Also check the Trade >> Trade Service Log for any related error messages. 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 |
| [2018-11-21 04:54:55] |
| User376341 - Posts: 37 |
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Thanks for your response, I've found something else, and will take a look at that later. Randomly, but seldom, seeing attached orders cancelling. I am crossing my fingers that you guys will accept this as an acceptable media to describe the issue: https://www.screencast.com/t/sKvpfoFRQt twconfig attached |
 1plus2.twconfig - Attached On 2018-11-21 04:53:31 UTC - Size: 6.52 KB - 305 views |
| [2018-11-22 01:43:43] |
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Refer to: Automated Trading Management: Troubleshooting Automated Trading System Behavior Trade Activity Log Analysis: Support Assisted Trade Activity Log Analysis 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 |
| [2018-12-03 14:46:12] |
| Sawtooth - Posts: 3976 |
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User376341 has asked me to troubleshoot the anomaly mentioned in post #3. His autotrade system uses 240 min bars with Signal Only On Bar Close set to No, and Signal Only Once Per Bar set to Yes. I have observed the following: Attached working orders are erroneously canceled if the entry signal goes TRUE 5 more times in the same bar after an entry. Attached working orders are not canceled if the entry signal goes TRUE less than 5 more times in the same bar after an entry. The attached test chartbook has no studies except the Spreadsheet System for Trading study. The attached test spreadsheet file has no formulas in any cell except M3, which has this simple formula: =E3<D4 Attached working orders will be canceled at the fifth of these Trade Service Log entries: Sell Entry | Signal ignored because 'Signal Only Once Per Bar' is enabled and a signal was already given from formula column for bar. | Cell: M3 | My observations are repeatable when replaying these bars of the September 2018 New Zealand Dollar futures contract, using the New York time zone: Attached working orders are canceled in these bars when it goes TRUE 5 more times in the same bar after an entry: 2018-08-15 19:00:01 2018-08-09 19:00:01 Attached working orders are not canceled in this bar because it only goes TRUE 4 more times in the same bar after an entry: 2018-08-09 23:00:01 Using v1847. Please advise. Date Time Of Last Edit: 2018-12-03 20:54:24
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| Working orders cancel test.Cht - Attached On 2018-12-03 14:43:00 UTC - Size: 2.8 MB - 303 views Working orders cancel test.scss - Attached On 2018-12-03 14:43:23 UTC - Size: 626.6 KB - 296 views |
| [2018-12-04 17:13:01] |
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We will be reviewing as soon as possible.
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 |
| [2018-12-20 05:25:03] |
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We are looking at this now but that Chartbook contains a massive amount of chart drawings causing very detrimental performance. You have got to delete those drawings through Tools >> Erase All Non-Text Drawings.
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: 2018-12-20 05:37:22
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| [2018-12-20 05:43:25] |
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The reason for cancellation is as we expected now that we started to look at this: ActivityType DateTime Symbol OrderActionSource InternalOrderID ServiceOrderID OrderType Quantity FilledQuantity FillPrice BuySell Price Price2 OrderStatus TradeAccount OpenClose ParentInternalOrderID PositionQuantity FillExecutionServiceID HighDuringPosition LowDuringPosition Note AccountBalance The orders are expired. Refer to:Order 2018-08-14 20:00:02.000 [Sim]N6U18 Order is expired 7602 7602 Limit 1 Buy 0.6559 Pending Cancel Sim1 Close 7601 -1 Order 2018-08-14 20:00:02.001 [Sim]N6U18 Simulated order canceled 7602 7602 Limit 1 Buy 0.6559 Canceled Sim1 Close 7601 -1 Order 2018-08-14 20:00:02.002 [Sim]N6U18 Order is expired 7603 7603 Stop 1 Buy 0.6599 Pending Cancel Sim1 Close 7601 -1 Order 2018-08-14 20:00:02.003 [Sim]N6U18 Simulated order canceled 7603 7603 Stop 1 Buy 0.6599 Canceled Sim1 Close 7601 -1 Attached Orders: Time In Force Orders just do not get canceled for no reason. There is always a reason and it is given in the Trade Activity Log. It is very easy to debug these kinds of things from your side. This is the whole reason we provide the log and this is why we provide this information here: Automated Trading Management: Troubleshooting Automated Trading System Behavior 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: 2018-12-20 05:46:03
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| [2018-12-20 06:51:44] |
| Sawtooth - Posts: 3976 |
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According to this link... Trade Simulation: Time In Force for Trade Simulation Mode ...when the Time In Force is set to Day, sim orders are canceled at the End Time set in the Global Symbol Settings, which is 23:59:59 See attached pic. Why are the orders expired/canceled at 20:00 ? |
 6N Global Symbol Settings.PNG / V - Attached On 2018-12-20 06:50:45 UTC - Size: 37.06 KB - 306 views |
| [2018-12-20 17:15:42] |
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We will look this over. It relates to time zone conversion.
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 |
| [2018-12-25 22:35:51] |
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We did find a problem with this and made a correction. In the next release, according to those session times, the expiration is considered 1 second after 23:59:59 UTC time since there is no time zone specified.
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 |
| [2019-03-26 00:58:22] |
| User376341 - Posts: 37 |
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Hi, Am just getting back to look at this issue, but not seeing it resolved in ver 1882. Just confirming, has the fix has been included? |
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