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Date/Time: Thu, 27 Jun 2019 05:29:21 +0000



Trade Activity - Trades - Flat to Flat Max Open Loss & Max Open Loss incorrect

Support Request:
[2019-06-08 00:09:14]
User796776 - Posts: 76
Testing with v1932 and seeing incorrect values for the Flat to Flat Max Open Loss & Max Open Loss columns.

Attaching the log.
attachmentTradesList1.txt - Attached On 2019-06-08 00:07:36 UTC - Size: 1.84 KB - 18 views
[2019-06-08 16:47:01]
Sierra Chart Engineering - Posts: 73232
What is the exact problem and tell us exactly how to reproduce.
Sierra Chart Support - Engineering Level

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[2019-06-08 17:15:07]
User796776 - Posts: 76
The values for the Flat to Flat Max Open Loss & Max Open Loss are incorrect.

I attached a screenshot which should make it clearer.

The Max Open Loss for each of the 3 trades should be -2.

The Flat to Flat Max Open Loss should be -6.

Additionally, what would cause the LowDuringPosition to move higher?
Date Time Of Last Edit: 2019-06-08 17:48:37
imageScreen Shot 2019-06-08.png / V - Attached On 2019-06-08 17:13:24 UTC - Size: 137.54 KB - 37 views
[2019-06-10 20:36:59]
User796776 - Posts: 76
The debug output of s_ACSTrade from calls to sc.GetTradeListEntry shows:

    Index  0  int
-    TradeEntry  {OpenDateTime={m_dt=43619.395555868105 } CloseDateTime={m_dt=43619.396780765579 } TradeType=1 ...}  s_ACSTrade
+    OpenDateTime  {m_dt=43619.395555868105 }  SCDateTime
+    CloseDateTime  {m_dt=43619.396780765579 }  SCDateTime
    TradeType  1  int
    EntryQuantity  1.0000000000000000  double
    ExitQuantity  1.0000000000000000  double
    MaxOpenQuantity  3.0000000000000000  double
    AverageEntryPrice  2751.2499385047704  double
    AverageExitPrice  2756.2499383930117  double
    OpenProfitLoss  246.20999470353127  double
    ClosedProfitLoss  246.20999470353127  double
    MaximumOpenPositionLoss  -137562.49692523852  double
    MaximumOpenPositionProfit  262.50307476148009  double
    FlatToFlatMaximumOpenPositionProfit  262.50307476148009  double
    FlatToFlatMaximumOpenPositionLoss  -137562.49692523852  double

    Index  1  int
-    TradeEntry  {OpenDateTime={m_dt=43619.395555960713 } CloseDateTime={m_dt=43619.398125567226 } TradeType=1 ...}  s_ACSTrade
+    OpenDateTime  {m_dt=43619.395555960713 }  SCDateTime
+    CloseDateTime  {m_dt=43619.398125567226 }  SCDateTime
    TradeType  1  int
    EntryQuantity  1.0000000000000000  double
    ExitQuantity  1.0000000000000000  double
    MaxOpenQuantity  3.0000000000000000  double
    AverageEntryPrice  2751.2499385047704  double
    AverageExitPrice  2756.7499383818358  double
    OpenProfitLoss  271.20999414473772  double
    ClosedProfitLoss  271.20999414473772  double
    MaximumOpenPositionLoss  -137562.49692523852  double
    MaximumOpenPositionProfit  275.00307476148009  double
    FlatToFlatMaximumOpenPositionProfit  537.50614952296019  double
    FlatToFlatMaximumOpenPositionLoss  -275124.99385047704  double

    Index  2  int
-    TradeEntry  {OpenDateTime={m_dt=43619.395556053321 } CloseDateTime={m_dt=43619.407812800979 } TradeType=1 ...}  s_ACSTrade
+    OpenDateTime  {m_dt=43619.395556053321 }  SCDateTime
+    CloseDateTime  {m_dt=43619.407812800979 }  SCDateTime
    TradeType  1  int
    EntryQuantity  1.0000000000000000  double
    ExitQuantity  1.0000000000000000  double
    MaxOpenQuantity  3.0000000000000000  double
    AverageEntryPrice  2751.2499385047704  double
    AverageExitPrice  2751.2499385047704  double
    OpenProfitLoss  -3.7899997085332870  double
    ClosedProfitLoss  -3.7899997085332870  double
    MaximumOpenPositionLoss  -24.996925238519907  double
    MaximumOpenPositionProfit  425.00307476148009  double
    FlatToFlatMaximumOpenPositionProfit  962.50922428444028  double
    FlatToFlatMaximumOpenPositionLoss  -275149.99077571556  double
[2019-06-12 15:26:59]
Sierra Chart Engineering - Posts: 73232
We are not able to duplicate this. Here is the trades from some test trading we did:
Symbol  Trade Type  Entry Price  Exit Price  Entry DateTime  Exit DateTime  Trade Quantity  Max Open Quantity  Max Closed Quantity  Commission (C)  Profit/Loss (C)  Cumulative Profit/Loss (C)  FlatToFlat Profit/Loss (C)  FlatToFlat Max Open Profit (C)  FlatToFlat Max Open Loss (C)  Max Open Profit (C)  Max Open Loss (C)  Entry Efficiency  Exit Efficiency  Total Efficiency  High Price While Open  Low Price While Open  Note  Open Position Quantity  Close Position Quantity
[Sim]MESM19_FUT_CME (Sim1)  Short  2887.25  2886.75  2019-06-11 15:55:55.001 BP  2019-06-11 18:56:26.001 EP  4  4  4  0.00  10.00  10.00  10.00 F  55.00  -15.00  55.00  -15.00  100.0%  35.7%  14.3%  2888.00  2884.50    4  0
[Sim]MESM19_FUT_CME  Long  2887.00  2884.50  2019-06-11 19:07:59.001 BP  2019-06-11 20:00:18.001  4  8  4  0.00  -50.00  -40.00  -50.00  35.00  -50.00  35.00  -50.00  0.0%  0.0%  -58.8%  2888.75  2884.50    4  4
[Sim]MESM19_FUT_CME  Long  2888.00  2888.50  2019-06-11 19:43:20.001  2019-06-11 20:35:40.001 EP  4  8  8  0.00  10.00  -30.00  -40.00 F  95.00  -120.00  60.00  -70.00  0.0%  60.5%  4.7%  2891.00  2884.50    8  0
                    Total: -30.00                            

Sierra Chart Support - Engineering Level

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If your question/request has been answered and you do not have anything further, then it is easiest for us if you do not reply again to say thank you.
Date Time Of Last Edit: 2019-06-12 15:28:04
[2019-06-12 16:51:29]
User796776 - Posts: 76
Thank you for the update.

I replayed your test scenario and achieved the same results.

Would you retest using the attached configuration file?

1. Set the replay start at 2019-06-10 09:29:30.
2. Execute a limit buy Qty:3 with Use Attached Orders checked at 2890.75.
3. The first target should fill at 2894.75 around 09:38:52.

At that point my Max Open Loss goes from 0 to the incorrect value and the Low Price While Open gets set to 0 as seen in the screen shot.

My chart symbol is ESM19_FUT_CME, trade and current quote symbol MESM19_FUT_CME, use as trade only symbol checked.
Date Time Of Last Edit: 2019-06-12 17:29:13
attachment3TargetsWithBEStop2ndOCO.twconfig - Attached On 2019-06-12 16:40:20 UTC - Size: 6.52 KB - 12 views
imageScreen Shot 2019-06-12.png / V - Attached On 2019-06-12 17:20:48 UTC - Size: 25.7 KB - 20 views
[2019-06-14 18:22:07]
User796776 - Posts: 76
Has anyone been able to test/repro this configuration?
[2019-06-15 14:02:50]
Sierra Chart Engineering - Posts: 73232
We will be going over this, this weekend.
Sierra Chart Support - Engineering Level

Your definitive source for support. Other responses are from users. If possible please keep your questions brief and to the point. Please be aware of support policy:
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If your question/request has been answered and you do not have anything further, then it is easiest for us if you do not reply again to say thank you.
[2019-06-16 04:17:48]
Sierra Chart Engineering - Posts: 73232
This is fixed in version 1935.
Sierra Chart Support - Engineering Level

Your definitive source for support. Other responses are from users. If possible please keep your questions brief and to the point. Please be aware of support policy:
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If your question/request has been answered and you do not have anything further, then it is easiest for us if you do not reply again to say thank you.
Date Time Of Last Edit: 2019-06-17 03:44:44
[2019-06-17 21:21:56]
User796776 - Posts: 76
The Flat to Flat Max Open Loss & Max Open Loss are correct.

Shouldn't the the LowDuringPosition on the Trade Activity tab match the Low Price While Open on the Trades tab?
imageScreen Shot 2019-06-17.png / V - Attached On 2019-06-17 21:21:21 UTC - Size: 159.76 KB - 7 views
[2019-06-17 22:16:31]
Sierra Chart Engineering - Posts: 73232

Shouldn't the the LowDuringPosition on the Trade Activity tab match the Low Price While Open on the Trades tab?
No. You need to refer to the documentation for those fields here:
https://www.sierrachart.com/index.php?page=doc/TradeActivityLog.php#TradeActivityFields
Sierra Chart Support - Engineering Level

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If your question/request has been answered and you do not have anything further, then it is easiest for us if you do not reply again to say thank you.

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