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Date/Time: Thu, 28 Mar 2024 19:42:38 +0000



Automated Trading - Missed Signals

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[2019-07-15 21:13:54]
jayn1321 - Posts: 4
I am trying to implement an indicator of mine into your automated trading platform. I have tried both the Spreadsheet System for Trading and the Trading System Based on Alert Condition studies. Both have yielded missed entries despite proper signals.

I have tried every iteration of the study settings with no luck. I read through your documentation, specifically the missed signals section and troubleshooting, but it has not helped. Debugging has not either.

I have tried to simplify the system to something very basic and I get the same results. Is this something many users experience? I would try to code the program into ACSIL, but it would take me some time and I fear I may get the same results.

Any help would be appreciated.
[2019-07-15 23:35:24]
Sierra Chart Engineering - Posts: 104368
Are the missing signals occurring during a chart replay or with live data?
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
[2019-07-16 01:11:53]
jayn1321 - Posts: 4
It's happening with both. The improved Trade Log is actually quite good as it filters much better. The current error I am getting is "Trade Order Error: The order quantity for the Parent is 4 and this is less than the total quantity of 5 for the attached orders. Adjust the order quantities so the parent is greater or equal to the attached orders." I noticed that during a bar based backtest, the attached order window "top bar" changes from "green" where the target/stops match, to "red" for some reason. I followed the documentation at this link because my system uses targets through the attached orders, but also exits based on the dynamic system rules.
Automated Trading Management: SupportAttachedOrdersForTrading

The next line in the log says "General order error. Refer to 'Trade >> Trade service log' for specific message for this trading action error". That line is basically just referencing itself, correct? The comment is showing up in the Trade Service Log which is where it is referencing to find the error...

Thank you!
[2019-07-16 03:52:23]
Sierra Chart Engineering - Posts: 104368
That line is basically just referencing itself, correct?
It is referencing the line which would be above or below.

Are you varying the Quantity of the order? It really would need to be 5 based on the error. If you are varying the Quantity of the order and you want to use multiple targets and/or stops at different price levels, it is necessary to use ACSIL, and not Spreadsheets or the Trading System Based on Alert Condition 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: 2019-07-16 03:53:12
[2019-07-16 11:53:25]
jayn1321 - Posts: 4
I am keeping the entry the same at 5 and then scaling out using attached orders at certain targets, but also with the system exits when those are not reached. The Attached Order window is currently set at 5 with 5 targets and I am using the Trading System Based on Alert Condition (so far that has worked better). The max position is set at 20 in the study. Is there somewhere else the order quantity is set where it is different from the attached order?

I'll try resetting the attached orders window. It worked properly with no attached orders.
[2019-07-18 02:49:27]
Sierra Chart Engineering - Posts: 104368
So long as the order quantity is not changing from order to order if there is no corresponding change with the Attached Order quantities, then there should not be a problem.

Trading System Based on Alert Condition will not change the order quantity. It uses the quantity on the Trade Window for the chart itself.

So if you are temporarily changing the order quantity on the Trade Window, be sure to set it back to 5.
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: 2019-07-18 02:49:49

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