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Date/Time: Thu, 28 Mar 2024 12:19:17 +0000



[Programming Help] - Trading: Closed Profit/Loss Study

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[2019-01-23 08:17:08]
ILIM KIRGIZ - Posts: 187
I set Trade Activity Log to show all activity under the trade activity tab. I set the correct account. and all symbols option. I also set correct from to date range.
Then I added Trading: Closed Profit/Loss Study to a chart.
I would like to view values for all my trades, not for a single pair. (I trade FX).
The study shows only data for the pair the chart includes. How can I see the stats for all pairs I traded with this study?
My question also applies to other trading statics studies.
Thanks.
[2019-01-29 18:49:33]
ILIM KIRGIZ - Posts: 187
Hi support, may I have your suggestion on this?
Thanks.
[2019-01-30 01:47:58]
Sierra Chart Engineering - Posts: 104368
There is this ACSIL function available sc.GetTotalNetProfitLossForAllSymbols

It is the same total that is displayed on the Trade Stats for Charts tab:
Trade Activity Log: Trade Statistics for Charts (Chart Stats) Tab
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: 2019-01-30 01:49:45
[2019-01-30 10:08:20]
ILIM KIRGIZ - Posts: 187
As far as I understand Trading: Closed Profit/Loss Study can only show values of the symbol which is placed the same chart not entire account so I'll need a minor development to modify it with the function you've indicated above? Am I right?
Thanks.
[2019-01-30 10:31:23]
Sierra Chart Engineering - Posts: 104368
At this point we need to start charging your account additional for support.
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: 2019-01-30 10:31:35
[2019-01-31 17:41:19]
ILIM KIRGIZ - Posts: 187
As far as I understand that aforementioned trading studies support only the symbol which the chart laid. If this is the case, It is only for traders who trade a single symbol which does not make sense.

I'm trying to figure out If,
-I need to modify these studies with extra development to include all pairs I trade.
-or If I need to add all the symbols I trade into the same chart to achieve this.
-or another efficient approach you might suggest.

On top of that, You've already asked for that to support reading of order types from Trade Window and I added credit for this purpose to my account as I desperately need this feature to make my workflow work.
I'm trying to make use of Sierra by implementing best trading practices. The reason I use Sierra Chart is the flexibility. I read almost all user manuals and I always try to search support board before asking a question. Please let me know your current support policy which forces you to ask for extra payment (what is included in the current pice) and what is your offer for extra payment.
I spent almost 3 months to make the environment suitable for my workflow so far.

Thanks for your understanding.
Date Time Of Last Edit: 2019-01-31 18:08:57
[2019-02-01 02:54:08]
Sierra Chart Engineering - Posts: 104368
As far as I understand Trading: Closed Profit/Loss Study can only show values of the symbol which is placed the same chart not entire account so I'll need a minor development to modify it with the function you've indicated above? Am I right?
Yes but is not necessarily that simple. You need to understand the data from sc.GetTotalNetProfitLossForAllSymbolsis the same total which is displayed on the Trade Stats for Charts tab:
Trade Activity Log: Trade Statistics for Charts (Chart Stats) Tab

It is not necessarily the entire account. It depends upon what charts are open and are used for trading. And for that to work properly it is necessary to be using the latest version. There was a problem with it in earlier versions. It is a new function.

As you can see here there is only very limited support included:
Sierra Chart Purchase and License Information: Support Services

In general we give the support out for free but only up to a certain limit. We are going to be creating a better structure to track this and do billing in coming months for certain categories of support requests. And part of the reason for the additional cost to get the order type in a chart using ACSIL was to cover the additional support that has previously been given. But also that is more involved of a function implement.
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: 2019-02-01 02:55:06
[2019-02-01 08:28:00]
ILIM KIRGIZ - Posts: 187
Thank you for the clarification.
What I'm trying to achieve is creating a statistical dashboard to be able to view my trading stats at a glance.
I need to monitor below metrics for all pairs I trade.

-total profit/loss: (Sierra study is Trading: Closed Profit/Loss study), also in the trade activity log.
-daily profit loss: (Sierra study is Trading: Daily Profit/Loss study), also in the trade activity log
-Profit Factor: exists in the trade activity log
-Pessimistic Return Ratio: N/A in Sierra.
-Average R-Multiple (Expectancy): N/A in Sierra.
-Return/Drawdown Ratio: N/A in Sierra.
-Modified Sharpe Ratio: N/A in Sierra.
-Risk of Ruin: N/A in Sierra.
-Average Drawdown (%): N/A in Sierra.
-Worst-case Drawdown (%): N/A in Sierra.
-Percent of Equity of longest drawdown: N/A in Sierra.
-SQN (equity curve's linearity): N/A in Sierra.

I see that Sierra Trade Activity Log can export Trade Activity, Trade Statistics, Trades, Period Trade Stats, Trade Statistics for Charts data. It is a manual method. I will talk to my programmer to develop a study by using sc.GetTradePositionForSymbolAndAccount() function of ACSIL to collect these data and write back into a file to share with Market System Analyzer and/or Performance Analyzer.
The second option of mine would be to create Sierra studies to collect/draw these metrics.

Currently, I can't even define the balance of my account in Sierra as LMAX does not share this data over FIX.

I'm planning to use this tool http://www.adaptrade.com/MSA/index.htm and/or this for https://profsoftware.com/tsadd/perfana/ position sizing optimization and performance metrics tracking. (The ones I needed are enumerated above)
If you suggest a different supplier which is integrated already with Sierra, please let me know.

I use TradeStation for backtesting, walk forward optimization, Monte Carlo simulation to test my candidate strategies before trading them. As I trade via Sierra Chart (As it is one of the best charting and trading platform available in the market per my experience and research, I have tested TradeStation, MultiCharts, NinjaTrader, MetaTrader, AmiBroker) I need my trade stats to evaluate my ongoing performance. I believe trading/charting and performance evaluation are different specialties.

I would be happy to see you offering different support levels as I'm planning to be a loyal customer of yours.
Thanks again.
Date Time Of Last Edit: 2019-02-01 12:13:51
[2019-02-11 11:29:34]
ARDAN - Posts: 66
I'm also interested in using an external solution for position sizing optimization such as MSA.
I just need to know;
1. What are my options to automate exporting/saving trade activity log file(trades tab)/or upcoming trading journal file in the file system to be read by external application periodically?
2. How can I grab the amount risked in USD/or stop loss level with each position (flat to flat)? It is not possible to measure expectancy without knowing the risked amount per trade. I could not find it here Trade Activity Log: Trade Statistics for Charts (Chart Stats) Tab that's why I'm asking how to do it.

I can also work on developing a spreadsheet study/study for this purpose If you suggest to do so and share a simple explanation to do so.
Thank you.
Date Time Of Last Edit: 2019-02-13 07:23:48
[2019-02-13 07:16:33]
ARDAN - Posts: 66
Is this (#9) being reviewed?
Thanks.
[2019-02-14 19:02:44]
ARDAN - Posts: 66
,If It is possible to write in "text tag" field under Set submenu of Trade Window via ACSIL study, I can handle the rest.
Please help me with this.
Thanks.
Date Time Of Last Edit: 2019-02-14 19:03:30
[2019-02-15 18:22:21]
Sierra Chart Engineering - Posts: 104368
We can do that but do you know that you can already set a text tag on an order submitted from ACSIL? Let us know if you still need a way to set the text tag separately on the Trade Window.
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: 2019-02-15 18:22:59
[2019-02-16 10:11:57]
ILIM KIRGIZ - Posts: 187
Thx.
I will use [Type: SCString] s_SCNewOrder:: TextTag for this purpose as my position sizing study already knows the risked amount and stop loss level.
So I will see it at the Note column of Trade Activity Log>Trades Tab.
If you can suggest me an automated way to export this list(trades tab in trade activity tab) to a file (via ACSIL study or spreadsheet or any other viable method) It would be great.
Thanks again.
Date Time Of Last Edit: 2019-02-16 10:12:30
[2019-02-19 12:17:42]
ARDAN - Posts: 66
Dear support
we can work on developing a custom study to be able to export data in "trades tab" of the trade activity log (in flat to flat display mode). Please suggest a way to do so.
Thank you.
[2019-02-22 12:25:17]
ARDAN - Posts: 66
Hi again,
I need to be able to export/retrieve this data automatically. Please suggest a way to do so, I can work on developing a study or software to do so.
Please help me with this.
[2019-02-24 06:52:15]
Sierra Chart Engineering - Posts: 104368
You can access this programmatically for the symbol and trade account of the chart. Refer to:
Automated Trading From an Advanced Custom Study: sc.GetTradeListEntry()

On the Trade Activity Log window menu we have also added shortcut key support so you can use an external program to send keyboard keys to it to control it and save data to a file which is supported through the File menu. And you can also select the Trades tab as well through a keyboard shortcut.
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

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