Login Page - Create Account

Support Board


Date/Time: Wed, 24 Apr 2024 06:53:51 +0000



new trade activity log doesn't automatically adjust when account is changed.

View Count: 872

[2019-03-23 05:33:29]
uM8137 - Posts: 180
I'm trying the new v1886 trade activity log functionality. I notice that changing the account (say from Sim1 to Sim2) no longer automatically changes the data displayed. One now has to press the take the additional step of pressing the apply button. In v1865, for example, I do not have to press the apply button.

I prefer the old behavior, since it is easy to forget to press the apply button and thus the displayed account may not match the displayed data below, which can lead to incorrect conclusions about a simulation.
[2019-03-23 05:48:25]
Sierra Chart Engineering - Posts: 104368
You do need to press the Apply button and this has been stated. We are not going to support the old way for efficiency reasons. Any changes to controls, results in a query and they have to be submitted at once after you have set the controls as required.

We will see how to give a visual indication that you need to use the apply button. Maybe we will call it "Apply Changes" and enable the button after you make changes at the top.
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
[2019-03-23 06:13:04]
uM8137 - Posts: 180
Yes. Some kind of visual indication that the Apply is needed would be very helpful.

Also I note on v1886 that sometimes after a simulation the trade activity log "statistics" and "period stats" are just missing all data for trades. What seems to fix it is if I do Trade -> Clear Trade Simulation Orders and Data, and then run the simulation again. But quite irksome to have that first run's data lost.

Update: in retrospect, this could also have been due to lack of pressing Apply.

Update: no, apply doesn't help. The data from the simulation run is just missing sometimes.
Date Time Of Last Edit: 2019-03-23 06:37:38
[2019-03-23 07:10:11]
uM8137 - Posts: 180
Thought about the visual: the best visual indication that "Apply" is needed would be to have a completely blank spreadsheet below the controls (no numbers, no labels, not even zeroes). That way there is no mis-interpreting it when it is stale. As soon as you change a setting above in the control panel, blank out the data below; only print it once the Apply is pressed.

Update: yes. I think what is going on when I'm not getting data is that a query is running in the background, and it is not finished. But the zeros are displayed so I think the query is done. So two things would help: the blank out of the displayed grid of data below the controls, and when a query is in progress, and a spinner or waiting bar displayed.
Date Time Of Last Edit: 2019-03-23 07:22:14
[2019-03-23 08:34:38]
Sierra Chart Engineering - Posts: 104368


Also I note on v1886 that sometimes after a simulation the trade activity log "statistics" and "period stats" are just missing all data for trades. What seems to fix it is if I do Trade -> Clear Trade Simulation Orders and Data, and then run the simulation again. But quite irksome to have that first run's data lost.
We see this as an impossibility. There is some other explanation for it but not sure at the moment if verifying the settings at the top of the Trade Activity Log and pressing Apply does not help. But keep in mind after pressing apply it may take perhaps a few seconds to see the result.

And we do plan to add a visual indication for when there is a query in progress.
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
[2019-03-23 15:13:20]
uM8137 - Posts: 180
> We see this as an impossibility.

repro steps so far, hope this helps. Perhaps it needs testing at a particular large scale of trades? I'm running SC v1886 on a VM with 2.6GB RAM, 2 vCPU, Windows Server 2016:

a) On a first bar simulation, generate 10000-20000 trades into Sim1 account.

b) On a second bar simulation, generate another 10000-20000 trades into Sim2 account.

c) Go to the trade log and try to view the Sim2 account results, summary statistics tab.

On my VM, the summary stats for Sim2 will look like all 0.0 entries. If my hypothesis is correct, if you wait long enough (minutes?), the query will come back and and will eventually correct the stale 0.0 stats to actual stats.

If an actual database query is involved, perhaps an index addition is needed to speed up the query. Just guessing.
Date Time Of Last Edit: 2019-03-23 15:18:14
[2019-03-25 00:24:42]
uM8137 - Posts: 180
I found a way to reliable reproduce the "no-stats and no trades recorded after backtest behavior", although this is a different pathway to the same behavior perhaps fixing this will fix the other more intermittent missing data issue. I see this on both v1865 and on v1886, so it should be unrelated to the new trade log stuff.

Steps:
a) set chart to 10 days in right-click on chart->Chart Settings->Main Settings -> Use Number of Days to Load -> Days To Load = 10; also in Chart Settings -> Advanced Settings -> Continuous Contract = Continuous Futures contract -volume based rollover. Click OK to close Chart Settings.
b) load ACSIL study from DLL
c) do a bar-based backtest into Sim1 account. Review trade log, stats show up, trades show up.
d) go into Chart Settings again. Set Days to Load = 11 now. Press Apply. Press OK.
e) do a bar-based backtest into Sim2 account.
f) Review trade log. No stats, no trades recorded for Sim2 account.

Update: how to work-around: remove the ACSIL study(trading system) from the chart, press apply. Re-add the custom-study to the chart. Then the simulation on the 11 days will record trades.
Date Time Of Last Edit: 2019-03-25 00:32:21
[2019-03-25 00:35:03]
Sierra Chart Engineering - Posts: 104368
We are unable to reproduce this doing exactly as you said. However, we want you to update to the latest prerelease which is now 1889 and see if you still see an issue.

We see the order fills for both simulation 1 and simulation 2 accounts in the Trade Activity Log.
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: 2019-03-25 00:36:14
[2019-03-25 02:04:40]
Sierra Chart Engineering - Posts: 104368
We know there could not be a condition where order fills are just not getting logged. This would not make any sense. However, as we think through this we realize there potentially is a synchronization issue related to order fills around the time a back test is started that we need to think through and resolve.
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: 2019-03-25 02:05:13
[2019-03-25 03:07:35]
Sierra Chart Engineering - Posts: 104368
Actually we do see why what you describe is happening. It is not always going to reliably happen but what is happening is that the trading data is definitely getting recorded, as we knew is the case, but there is a second clear operation which takes place that should not be.
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: 2019-03-25 03:07:52
[2019-03-25 10:20:57]
Sierra Chart Engineering - Posts: 104368
We are going to be releasing version 1890 in about 30 minutes which will resolve this issue. The issue is resolved for bar based back tests. We still need to do more review and consideration in regards to replay back tests. That will be done later today.
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
[2019-03-25 12:48:08]
uM8137 - Posts: 180
Awesome. You guys rock. :)
[2019-03-25 20:24:26]
uM8137 - Posts: 180
I'm very sorry to report: The prelease v1890 is now much more consistent. But not in a good way. Now even the first bar-backtest has its trades cleared after the backtest, and always shows zero trades in the trade report.
Date Time Of Last Edit: 2019-03-25 20:25:00
[2019-03-26 02:21:46]
Sierra Chart Engineering - Posts: 104368
Not sure why there still is a problem but we are still doing further work and we will determine the reason. If we have difficulty, we may need to do a remote assistance session with you to show us this.
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 22:33:00]
uM8137 - Posts: 180
I found some errors on my end that may also have been preventing orders from going through. I will try v1890 again once I've got those sorted.
[2019-03-26 23:01:13]
Sierra Chart Engineering - Posts: 104368
The current version is 1891 and we really would not expect any further problem with bar based back testing.
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

To post a message in this thread, you need to log in with your Sierra Chart account:

Login

Login Page - Create Account