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Direct MessagesDate/Time: Fri, 19 Apr 2024 23:31:00 +0000
Questions on Spread Chart and Spread Order Entry
View Count: 1366
| [2019-04-21 08:04:46] |
| Async - Posts: 24 |
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Hi SC support, I created a High Accuracy Spread chart using Difference (Single Line) and Study Overlay - OHLC, and set the overlay to Display As Main Price Graph. It looks great while not perfect. My questions are: 1. What's the difference between Subgraph Subtract and Difference (Single Line)? 2. What is the Difference (Bid and Ask Prices) study? Looks the documentation is missing. 3. The TPO Value Area Lines study looks working on the spread overlay, but TPO Profile Chart does not work. Is the TPO chart supported for spread? 4. How is the spread order price calculated? The main price chart (the overly-OHLC study) of spread is set with 2 different multipliers for Chart 1 and Chart 2. To correctly set entry price, should I calculate the spread price directly as Chart1_Price - Chart2_Price, or Chart1_Price * Multiplier1 - Chart2_Price * Multiplier2? 5. To change the order buy/sell direction or entry price, I have to open study settings window and manually set each leg. It's very inconvenient and slow in this way. What's the quickest way to do this, at least for changing entry price? I guess neither chart trader mode or DOM mode works for spread. Would you provide similar ladder trader as on TT platform in the recent future? Thank you. |
| [2019-04-24 18:03:17] |
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Your Sierra Chart account is expired. You need to log into the support board with Help >> Support Board. 1. There really is no practical difference but they do utilize different Inputs. Refer to the documentation for each of them: Technical Studies Reference 2. The documentation for this will be added today. 3. You cannot use the TPO studies with spreads calculated with studies. You have to calculate the spreads using this functionality: Custom Calculated Symbols 4. We are not understanding this. Only you will know the answer to this. Set the multipliers as needed. 5. Are you trading exchange traded spreads? If so, then you can access the data with the Sierra Chart exchange data feed: Sierra Chart Exchange Data Feed And you will be able to trade the spreads using this new service, once we complete the conformance for spreads: Sierra Chart / Trading Technologies Futures Order Routing Service 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 |
| [2019-04-29 06:34:17] |
| Async - Posts: 24 |
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1. There really is no practical difference but they do utilize different Inputs. 4. We are not understanding this. Only you will know the answer to this. Set the multipliers as needed. 5. Are you trading exchange traded spreads? And you will be able to trade the spreads using this new service, once we complete the conformance for spreads |
| [2019-04-30 03:14:20] |
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1. We cannot answer a question like this. We need to have something much more specific. What Input you have a question about and why? When we are asked what's the difference between two different studies which are already documented, we need to understand the basis of this because we cannot provide more information than the documentation already has. 4. This is controlled through the Leg # Quantity Inputs with the Spread Order Entry study. 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: 2019-04-30 03:15:14
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| [2019-04-30 05:54:36] |
| Async - Posts: 24 |
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1. In post #2 you answered they use different input, so I ask why inputs are different. For example, based on two intraday 1-min charts ES and NQ, I use subgraph multiply and subgraph difference to make a spread, and also use difference (single line) to make a spread chart. Is there any difference in accuracy or other aspects between these two spread charts? I think the question is clear. 4. This is controlled through the Leg # Quantity Inputs with the Spread Order Entry study.
I don't understand how Leg#quantity is used as a multiplier. Multipliers are used to calculate spread dollar value. For example, ES-NQ, if I want to buy 1 ES @2941 sell 1 NQ@7795, I put quantity 1 for each leg, and entry price should be based on dollar value -8850, but spread order entry study shows a price line chart around -485425. How is this value calculated? Will the order be triggered on this calculation?
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| [2019-05-01 03:48:34] |
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First your Sierra Chart account is expired. We need you to log into the Support Board with your paid account. Use Help >> Support Board. 1. We really do not like these questions and they are very difficult for us to answer and unnecessarily take our time as we research them. They come across as someone being argumentative with us. We simply do not know precisely what you are doing because we do not have your Chartbook and analyzing that is a chargeable analysis. Is there any difference in accuracy or other aspects between these two spread charts? You tell us. What is it you are observing? We cannot possibly answer this. It is impossible and once we have the necessary data it is very involved for us. This is why we are going to start charging for support. So this is a chargeable analysis. 4. It sounds like you have enabled the option to use a full contract values for the spread calculation. The study has an Input setting for this. But we realize after locating your actual account, this has probably something to do with the un-multiplied data from the data feed since you are using TT for order routing. So we have to make a change to the study to support applying the multiplier in the spread calculation. This will be out in the next release. 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: 2019-05-01 04:04:51
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| [2019-05-01 04:50:36] |
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Actually we are going to prepare documentation on the proper way to do spreads as of the last year or so. Thinking about this more you need to use Add Additional Symbol study and the Arithmetic studies which would include Study Subgraphs- Difference. This is the most efficient way but there is not anything wrong with using the older method either by using the Difference (Single Line) study.
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: 2019-05-03 02:26:47
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| [2019-05-02 06:46:01] |
| Async - Posts: 24 |
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Who would pay for such snippy snappy customer support? So much warnings about "account expired", "paid", "chargeable", "argumentative"... Argumentative. Didn't you realize that people spending time on trying your software and discussing its issues are free resource to you? Spread order study is not correctly designed from scratch, nothing related to which order routing I'm using. Yesterday, the NEW terrific order routing service labelled my filled order as cancelled... and it always shows margin requirement, account value, open position pnl, daily pnl 0.0, 0.0, 0.0, 0.0.. I won't follow up anymore. who cares. Not my software. Date Time Of Last Edit: 2019-05-02 06:47:39
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| [2019-05-03 02:09:36] |
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Who would pay for such snippy snappy customer support? You would be paying for careful analysis of your particular chart and study set up. If you do not want to pay, then this is fine. Yesterday, the NEW terrific order routing service labelled my filled order as cancelled In regards to filled orders, in the list of orders in Trade >>Trade Orders and Positions >> Orders an order that has filled can very well display as canceled if the server is no longer aware of that order which it will not be after about 20 minutes or so. This is not anything new and is a normal condition under certain circumstances like when the fill occurred when Sierra Chart was not connected. You should not be relying on the orders list to look at your filled orders because that is not the definite reference for them. Eventually that order will automatically be cleared from your Sierra Chart order list. It will just take longer.For filled orders you need to look at the Trade Activity Log: Trade Activity Log and it always shows margin requirement, account value, open position pnl, daily pnl 0.0, 0.0, 0.0, 0.0.. The margin data is from TT and very well could be zero and will not update immediately due to how the TT credit utilization data as it is called, works. So ultimately this is a limitation of TT. We have seen inconsistent behavior with the TT credit utilization data where sometimes it does not give the actual margin requirement and is zero. We do not know why that is the case.These other fields you mention are just not supported with this particular service each for different technical reasons. We think the Account Value is really going to be the same as the cash balance if it were available. We do not think that would provide anything else useful. The Open Position Profit/Loss is based on the position average price from the originating service and we do not rely on TT for that average price due to how they calculate that. It will just lead to unnecessary questions. And the daily profit/loss is something that would only work with our futures trading simulation service. 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: 2019-05-03 02:44:44
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| [2019-05-03 02:29:57] |
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Anyway, the Trading: Spread Order Entry study did not have support for when charts use a Real-time Price Multiplier setting other than 1. Sometimes there have been similar issues because the price multiplier is not so commonly used. This is now supported in version 1915.
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: 2019-05-03 02:59:12
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| [2019-05-19 02:00:52] |
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We apologize for the long delay. We are just getting back to this now . Here is the documentation we mentioned: Custom Spread Charts Using Studies We did answer your questions as best as possible in the documentation. There are different ways of doing calculations and there is no performance difference between any of them. We explained the different preferred methods. Also, regarding the particular missing fields you mentioned with the order routing service, this is now fully documented here: https://www.sierrachart.com/index.php?page=doc/SierraChartOrderRoutingServiceWithData.php#UnsupportedPositionAndAccountBalanceFields We work very hard to make this the best possible service there is. We have added triple redundancy in regards to connectivity, and another related feature which is going to come out in a couple of days. But at the same time, in some ways this is only going to be as good as the underlying TT functionality which we rely on. 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: 2019-05-19 02:03:40
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