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Date/Time: Tue, 25 Feb 2020 23:58:54 +0000



Trade Execution Issue Upon Upgrade to Version 1983

[2019-09-03 18:11:03]
User279754 - Posts: 18 | Ending Date: 2020-02-28
I upgraded to v1983 last Friday afternoon (8/31). I manage a portfolio of fully automated systems and upon market open Sunday afternoon I began experiencing an issue where every trade entry execution would immediately be closed out within milliseconds, and even without another entry signal, Sierra would attempt to re-open the position every two minutes (I use 2-min charts). I reviewed all of my algo settings and everything was set up appropriately, so I then rolled back the update to v1882 (arbitrarily chosen as I'm not certain which version I was on prior to the update) and the issue was fully resolved and my algos were functioning normally again.

I'm very concerned as I received a message last week that if I don't upgrade to 1983 by September 15th, I will no longer be able to connect to my CQG service. I'm running a live portfolio with a multiple six-figure capital investment and these types of issues and any downtime would be extremely impactful and detrimental. Please advise as to how I can proceed safely.

Thank you in advance for your assistance.
[2019-09-03 19:17:38]
Sierra Chart Engineering - Posts: 81477 | Ending Date: 2020-06-09
even without another entry signal, Sierra would attempt to re-open the position every two minutes (I use 2-min charts).
You mean your automated trading system is doing that. Not Sierra Chart. You can verify that by referring to the following:
https://www.sierrachart.com/index.php?page=doc/TradeActivityLogAnalysis.php#DeterminingOriginOfOrder

Based upon the Order Action Source field, you will see the exact origin of those orders within Sierra Chart which would have to be your automated trading system.

We cannot know what the problem is. We can only refer you to this section here:
https://www.sierrachart.com/index.php?page=doc/AutoTradeManagment.php#TroubleshootingAutoTradingSystemBehavior

We recommend that you install another copy of Sierra Chart on your system for testing:
https://www.sierrachart.com/index.php?page=doc/MultipleServices.html

We can give you more time for testing. Let us know.
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:
https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation

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: 2019-09-03 19:22:00
[2019-09-04 09:18:26]
Sierra Chart Engineering - Posts: 81477 | Ending Date: 2020-06-09
We are delaying the required update until October 5. We will give you enough time to determine what the problem is. You really need to debug the problem on your side, and see what the issue is and let us know. There is not any way we can know what the issue is.
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:
https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation

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.
[2019-09-09 17:16:07]
User279754 - Posts: 18 | Ending Date: 2020-02-28
I appreciate you giving me the additional time.

I checked the Order Action Source and it was unusual. For every order I've ever processed in Sierra the Order Action Source has stated "CQG order update (Fill). Exchange ID: xxxxxx"; however, every order that filled after the update to v1983 stated "CQG fills data (Restored)" in the Order Action Source.

When I stated in my original post that "Sierra would attempt to re-open the position" I genuinely believe that the root of this issue is some type of conflict in the order management system due to the version update. I can tell you for a fact that none of my systems was generating new order signals, so these orders are not emanating from that source.

What is your interpretation of this info from the Trade Activity Log?

Thank you for your help with this critical issue.
Date Time Of Last Edit: 2019-09-09 17:45:23
[2019-09-09 18:25:17]
Sierra Chart Engineering - Posts: 81477 | Ending Date: 2020-06-09
This is not making sense. For example, this cannot possibly be true for any order fill which is received in real time:
however, every order that filled after the update to v1983 stated "CQG fills data (Restored)" in the Order Action Source.

This is simply an order fill that has been received upon connection to the CQG server, which is inserted into the Trade Activity Log.

Any new order submitted from Sierra Chart will have the text "User Order Entry" or "Auto trade" in the Order Action Source of the Trade Activity Log. For complete details, refer to:
https://www.sierrachart.com/index.php?page=doc/TradeActivityLogAnalysis.php#DeterminingOriginOfOrder

You can precisely determine the origin of an order through the Trade Activity Log.
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:
https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation

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: 2019-09-09 18:27:50
[2019-09-09 20:17:09]
User279754 - Posts: 18 | Ending Date: 2020-02-28
These orders generated trades that were all confirmed on my brokerage statements. I've pasted the trade log data that shows the full activity for one of my accounts. I made the version update on 8/31/19 and rolled it back on the evening of 9/1/19. In the log data below you can see what the Order Action Source looked like before the update, after the update, and after the rollback of the update. You can also see the anomalous activity that was occurring on v1983--notice the trades were occurring every two minutes for nearly an hour (until I disconnected from CQG) and the entry and exits were occurring at precisely the same time (i.e. there was no "time in trade", it just instantaneously reversed each entry).

Everything went back to functioning normally after rolling it back.

ActivityType  DateTime  TradeAccount  Symbol  Quantity  OrderType  BuySell  FillPrice  Price  OrderStatus  OrderActionSource  Price2  InternalOrderID  ServiceOrderID  FilledQuantity  OpenClose  ParentInternalOrderID  PositionQuantity  FillExecutionServiceID  HighDuringPosition  LowDuringPosition  Note  AccountBalance
Fill  2019-08-29 10:37:59.367  801773  F.US.YMU19  2  Market  Sell  26184    Filled  CQG order update (Fill). Exchange ID: 30314513408    4628  1978951798  2  Open    -2  30314513408      NQ_Algo_Trailing_Percent_Stop.twconfig  
Fill  2019-08-29 11:54:01.101  801773  F.US.YMU19  2  Market  Buy  26379    Filled  CQG order update (Fill). Exchange ID: 30318510080    4632  1979110519  2  Close      30318510080  26389  26183  NQ_Algo_Trailing_Percent_Stop.twconfig  
Fill  2019-08-30 11:01:58.129  801773  F.US.YMU19  2  Market  Sell  26423    Filled  CQG order update (Fill). Exchange ID: 30338803456    4655  1979619069  2  Open    -2  30338803456      NQ_Algo_Trailing_Percent_Stop.twconfig  
Fill  2019-09-01 18:15:10.000  801773  F.US.YMU19  1    Buy  26256    Filled  CQG fills data (Restored)      1981200069          30350050304        
Fill  2019-09-01 18:15:10.000  801773  F.US.YMU19  1    Buy  26257    Filled  CQG fills data (Restored)      1981200069          30350050560        
Fill  2019-09-01 18:18:00.000  801773  F.US.ENQU19  1    Sell  7617.00    Filled  CQG fills data (Restored)      1981200088          30350067968        
Fill  2019-09-01 18:18:00.000  801773  F.US.ENQU19  1    Buy  7618.50    Filled  CQG fills data (Restored)      1981155092          30350068736        
Fill  2019-09-01 18:18:01.000  801773  F.US.ENQU19  1    Sell  7616.75    Filled  CQG fills data (Restored)      1981225062          30350069504        
Fill  2019-09-01 18:18:01.000  801773  F.US.ENQU19  1    Buy  7618.25    Filled  CQG fills data (Restored)      1981215066          30350070272        
Fill  2019-09-01 18:20:00.000  801773  F.US.ENQU19  1    Sell  7621.50    Filled  CQG fills data (Restored)      1981155109          30350080512        
Fill  2019-09-01 18:20:00.000  801773  F.US.ENQU19  1    Buy  7621.25    Filled  CQG fills data (Restored)      1981205074          30350081536        
Fill  2019-09-01 18:22:01.000  801773  F.US.ENQU19  1    Sell  7618.75    Filled  CQG fills data (Restored)      1981210082          30350091264        
Fill  2019-09-01 18:22:01.000  801773  F.US.ENQU19  1    Buy  7619.00    Filled  CQG fills data (Restored)      1981225092          30350092032        
Fill  2019-09-01 18:24:39.000  801773  F.US.ENQU19  1    Sell  7619.25    Filled  CQG fills data (Restored)      1981220076          30350105856        
Fill  2019-09-01 18:24:40.000  801773  F.US.ENQU19  1    Buy  7620.50    Filled  CQG fills data (Restored)      1981185115          30350106368        
Fill  2019-09-01 18:26:02.000  801773  F.US.ENQU19  1    Sell  7621.75    Filled  CQG fills data (Restored)      1981215092          30350114048        
Fill  2019-09-01 18:26:03.000  801773  F.US.ENQU19  1    Buy  7622.50    Filled  CQG fills data (Restored)      1981190136          30350114560        
Fill  2019-09-01 18:28:04.000  801773  F.US.ENQU19  1    Sell  7622.25    Filled  CQG fills data (Restored)      1981210091          30350121216        
Fill  2019-09-01 18:28:04.000  801773  F.US.ENQU19  1    Buy  7622.75    Filled  CQG fills data (Restored)      1981205097          30350121984        
Fill  2019-09-01 18:30:01.000  801773  F.US.ENQU19  1    Sell  7621.50    Filled  CQG fills data (Restored)      1981195109          30350136320        
Fill  2019-09-01 18:30:01.000  801773  F.US.ENQU19  1    Buy  7621.75    Filled  CQG fills data (Restored)      1981190151          30350137088        
Fill  2019-09-01 18:32:02.000  801773  F.US.ENQU19  1    Sell  7616.00    Filled  CQG fills data (Restored)      1981220096          30350155520        
Fill  2019-09-01 18:32:02.000  801773  F.US.ENQU19  1    Buy  7616.50    Filled  CQG fills data (Restored)      1981225131          30350156800        
Fill  2019-09-01 18:34:00.000  801773  F.US.ENQU19  1    Sell  7611.25    Filled  CQG fills data (Restored)      1981220111          30350181120        
Fill  2019-09-01 18:34:01.000  801773  F.US.ENQU19  1    Buy  7611.75    Filled  CQG fills data (Restored)      1981155175          30350182144        
Fill  2019-09-01 18:36:01.000  801773  F.US.ENQU19  1    Sell  7615.00    Filled  CQG fills data (Restored)      1981150145          30350204416        
Fill  2019-09-01 18:36:01.000  801773  F.US.ENQU19  1    Buy  7615.75    Filled  CQG fills data (Restored)      1981180161          30350204928        
Fill  2019-09-01 18:38:00.000  801773  F.US.ENQU19  1    Sell  7616.00    Filled  CQG fills data (Restored)      1981210127          30350212608        
Fill  2019-09-01 18:38:01.000  801773  F.US.ENQU19  1    Buy  7616.50    Filled  CQG fills data (Restored)      1981225158          30350213376        
Fill  2019-09-01 18:40:02.000  801773  F.US.ENQU19  1    Sell  7621.75    Filled  CQG fills data (Restored)      1981190198          30350234624        
Fill  2019-09-01 18:40:02.000  801773  F.US.ENQU19  1    Buy  7622.25    Filled  CQG fills data (Restored)      1981215157          30350235392        
Fill  2019-09-01 18:42:01.000  801773  F.US.ENQU19  1    Sell  7624.75    Filled  CQG fills data (Restored)      1981150177          30350254080        
Fill  2019-09-01 18:42:01.000  801773  F.US.ENQU19  1    Buy  7624.75    Filled  CQG fills data (Restored)      1981180191          30350255104        
Fill  2019-09-01 18:44:01.000  801773  F.US.ENQU19  1    Sell  7622.75    Filled  CQG fills data (Restored)      1981180199          30350267136        
Fill  2019-09-01 18:44:01.000  801773  F.US.ENQU19  1    Buy  7623.50    Filled  CQG fills data (Restored)      1981165209          30350267648        
Fill  2019-09-01 18:46:17.000  801773  F.US.ENQU19  1    Sell  7619.75    Filled  CQG fills data (Restored)      1981200224          30350275328        
Fill  2019-09-01 18:46:17.000  801773  F.US.ENQU19  1    Buy  7620.75    Filled  CQG fills data (Restored)      1981220159          30350275840        
Fill  2019-09-01 18:48:07.000  801773  F.US.ENQU19  1    Sell  7618.75    Filled  CQG fills data (Restored)      1981165225          30350281728        
Fill  2019-09-01 18:48:07.000  801773  F.US.ENQU19  1    Buy  7619.50    Filled  CQG fills data (Restored)      1981190224          30350282240        
Fill  2019-09-01 18:50:03.000  801773  F.US.ENQU19  1    Sell  7622.25    Filled  CQG fills data (Restored)      1981155244          30350289920        
Fill  2019-09-01 18:50:04.000  801773  F.US.ENQU19  1    Buy  7622.75    Filled  CQG fills data (Restored)      1981200238          30350290432        
Fill  2019-09-01 18:52:09.000  801773  F.US.ENQU19  1    Sell  7624.50    Filled  CQG fills data (Restored)      1981160251          30350298112        
Fill  2019-09-01 18:52:10.000  801773  F.US.ENQU19  1    Buy  7625.25    Filled  CQG fills data (Restored)      1981170225          30350298624        
Fill  2019-09-01 18:54:01.000  801773  F.US.ENQU19  1    Sell  7625.00    Filled  CQG fills data (Restored)      1981215194          30350302976        
Fill  2019-09-01 18:54:01.000  801773  F.US.ENQU19  1    Buy  7626.00    Filled  CQG fills data (Restored)      1981155255          30350303488        
Fill  2019-09-01 23:32:21.859  801773  F.US.ENQU19  1  Market  Sell  7633.75    Filled  CQG order update (Fill). Exchange ID: 30351614208    4883  1981171143  1  Open    -1  30351614208      NQ_Algo_Trailing_Percent_Stop.twconfig  
Fill  2019-09-02 00:40:01.257  801773  F.US.ENQU19  1  Market  Buy  7640.75    Filled  CQG order update (Fill). Exchange ID: 30351790592    4885  1981161337  1  Close      30351790592  7642.25  7631.50  NQ_Algo_Trailing_Percent_Stop.twconfig  
Fill  2019-09-02 08:31:58.572  801773  F.US.ENQU19  1  Market  Sell  7669.50    Filled  CQG order update (Fill). Exchange ID: 30354254592    4892  1981158449  1  Open    -1  30354254592      NQ_Algo_Trailing_Percent_Stop.twconfig
Attachment Deleted.
Private File
[2019-09-09 20:26:17]
Sierra Chart Engineering - Posts: 81477 | Ending Date: 2020-06-09
At the top of the Trade Activity Log you must select "All Activity". This is the only way you are going to see the origin of the orders.
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:
https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation

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: 2019-09-09 20:26:38
[2019-09-09 20:38:09]
User279754 - Posts: 18 | Ending Date: 2020-02-28
Here's what it looks like showing All Activity--this snapshot covers the entire period that I had v1983 running live.

ActivityType  DateTime  TradeAccount  Symbol  Quantity  OrderType  BuySell  FillPrice  Price  OrderStatus  OrderActionSource  Price2  InternalOrderID  ServiceOrderID  FilledQuantity  OpenClose  ParentInternalOrderID  PositionQuantity  FillExecutionServiceID  HighDuringPosition  LowDuringPosition  Note  AccountBalance
Fill  2019-09-01 18:22:01.000  801773  F.US.ENQU19  1    Sell  7618.75    Filled  CQG fills data (Restored)      1981210082          30350091264        
Fill  2019-09-01 18:22:01.000  801773  F.US.ENQU19  1    Buy  7619.00    Filled  CQG fills data (Restored)      1981225092          30350092032        
Fill  2019-09-01 18:24:39.000  801773  F.US.ENQU19  1    Sell  7619.25    Filled  CQG fills data (Restored)      1981220076          30350105856        
Fill  2019-09-01 18:24:40.000  801773  F.US.ENQU19  1    Buy  7620.50    Filled  CQG fills data (Restored)      1981185115          30350106368        
Fill  2019-09-01 18:26:02.000  801773  F.US.ENQU19  1    Sell  7621.75    Filled  CQG fills data (Restored)      1981215092          30350114048        
Fill  2019-09-01 18:26:03.000  801773  F.US.ENQU19  1    Buy  7622.50    Filled  CQG fills data (Restored)      1981190136          30350114560        
Fill  2019-09-01 18:28:04.000  801773  F.US.ENQU19  1    Sell  7622.25    Filled  CQG fills data (Restored)      1981210091          30350121216        
Fill  2019-09-01 18:28:04.000  801773  F.US.ENQU19  1    Buy  7622.75    Filled  CQG fills data (Restored)      1981205097          30350121984        
Fill  2019-09-01 18:30:01.000  801773  F.US.ENQU19  1    Sell  7621.50    Filled  CQG fills data (Restored)      1981195109          30350136320        
Fill  2019-09-01 18:30:01.000  801773  F.US.ENQU19  1    Buy  7621.75    Filled  CQG fills data (Restored)      1981190151          30350137088        
Fill  2019-09-01 18:32:02.000  801773  F.US.ENQU19  1    Sell  7616.00    Filled  CQG fills data (Restored)      1981220096          30350155520        
Fill  2019-09-01 18:32:02.000  801773  F.US.ENQU19  1    Buy  7616.50    Filled  CQG fills data (Restored)      1981225131          30350156800        
Fill  2019-09-01 18:34:00.000  801773  F.US.ENQU19  1    Sell  7611.25    Filled  CQG fills data (Restored)      1981220111          30350181120        
Fill  2019-09-01 18:34:01.000  801773  F.US.ENQU19  1    Buy  7611.75    Filled  CQG fills data (Restored)      1981155175          30350182144        
Fill  2019-09-01 18:36:01.000  801773  F.US.ENQU19  1    Sell  7615.00    Filled  CQG fills data (Restored)      1981150145          30350204416        
Fill  2019-09-01 18:36:01.000  801773  F.US.ENQU19  1    Buy  7615.75    Filled  CQG fills data (Restored)      1981180161          30350204928        
Fill  2019-09-01 18:38:00.000  801773  F.US.ENQU19  1    Sell  7616.00    Filled  CQG fills data (Restored)      1981210127          30350212608        
Fill  2019-09-01 18:38:01.000  801773  F.US.ENQU19  1    Buy  7616.50    Filled  CQG fills data (Restored)      1981225158          30350213376        
Fill  2019-09-01 18:40:02.000  801773  F.US.ENQU19  1    Sell  7621.75    Filled  CQG fills data (Restored)      1981190198          30350234624        
Fill  2019-09-01 18:40:02.000  801773  F.US.ENQU19  1    Buy  7622.25    Filled  CQG fills data (Restored)      1981215157          30350235392        
Fill  2019-09-01 18:42:01.000  801773  F.US.ENQU19  1    Sell  7624.75    Filled  CQG fills data (Restored)      1981150177          30350254080        
Fill  2019-09-01 18:42:01.000  801773  F.US.ENQU19  1    Buy  7624.75    Filled  CQG fills data (Restored)      1981180191          30350255104        
Fill  2019-09-01 18:44:01.000  801773  F.US.ENQU19  1    Sell  7622.75    Filled  CQG fills data (Restored)      1981180199          30350267136        
Fill  2019-09-01 18:44:01.000  801773  F.US.ENQU19  1    Buy  7623.50    Filled  CQG fills data (Restored)      1981165209          30350267648        
Fill  2019-09-01 18:46:17.000  801773  F.US.ENQU19  1    Sell  7619.75    Filled  CQG fills data (Restored)      1981200224          30350275328        
Fill  2019-09-01 18:46:17.000  801773  F.US.ENQU19  1    Buy  7620.75    Filled  CQG fills data (Restored)      1981220159          30350275840        
Fill  2019-09-01 18:48:07.000  801773  F.US.ENQU19  1    Sell  7618.75    Filled  CQG fills data (Restored)      1981165225          30350281728        
Fill  2019-09-01 18:48:07.000  801773  F.US.ENQU19  1    Buy  7619.50    Filled  CQG fills data (Restored)      1981190224          30350282240        
Fill  2019-09-01 18:50:03.000  801773  F.US.ENQU19  1    Sell  7622.25    Filled  CQG fills data (Restored)      1981155244          30350289920        
Fill  2019-09-01 18:50:04.000  801773  F.US.ENQU19  1    Buy  7622.75    Filled  CQG fills data (Restored)      1981200238          30350290432        
Fill  2019-09-01 18:52:09.000  801773  F.US.ENQU19  1    Sell  7624.50    Filled  CQG fills data (Restored)      1981160251          30350298112        
Fill  2019-09-01 18:52:10.000  801773  F.US.ENQU19  1    Buy  7625.25    Filled  CQG fills data (Restored)      1981170225          30350298624        
Fill  2019-09-01 18:54:01.000  801773  F.US.ENQU19  1    Sell  7625.00    Filled  CQG fills data (Restored)      1981215194          30350302976        
Fill  2019-09-01 18:54:01.000  801773  F.US.ENQU19  1    Buy  7626.00    Filled  CQG fills data (Restored)      1981155255          30350303488        
Order  2019-09-01 23:26:17.665  None              Unspecified  Connected to server                        
Order  2019-09-01 23:26:55.501  None              Unspecified  Flagging orders waiting for service update. Account: No account specified                        
Order  2019-09-01 23:26:55.502  None              Unspecified  Requested Open orders from trading service                        
Position  2019-09-01 23:27:00.586  801773  F.US.ENQU19            Unspecified  Updated Service Position Quantity to -1                        
Position  2019-09-01 23:27:00.589  801773  F.US.ENQU19            Unspecified  Updated Service Position Quantity to 0                        
Position  2019-09-01 23:27:00.592  801773  F.US.ENQU19            Unspecified  Updated Service Position Quantity to -1                        
Position  2019-09-01 23:27:00.594  801773  F.US.ENQU19            Unspecified  Updated Service Position Quantity to 0                        
Position  2019-09-01 23:27:00.598  801773  F.US.ENQU19            Unspecified  Updated Service Position Quantity to -1                        
Position  2019-09-01 23:27:00.602  801773  F.US.ENQU19            Unspecified  Updated Service Position Quantity to 0                        
Position  2019-09-01 23:27:00.605  801773  F.US.ENQU19            Unspecified  Updated Service Position Quantity to -1                        
Position  2019-09-01 23:27:00.608  801773  F.US.ENQU19            Unspecified  Updated Service Position Quantity to 0                        
Position  2019-09-01 23:27:00.612  801773  F.US.ENQU19            Unspecified  Updated Service Position Quantity to -1                        
Position  2019-09-01 23:27:00.614  801773  F.US.ENQU19            Unspecified  Updated Service Position Quantity to 0                        
Position  2019-09-01 23:27:00.619  801773  F.US.ENQU19            Unspecified  Updated Service Position Quantity to -1                        
Position  2019-09-01 23:27:00.621  801773  F.US.ENQU19            Unspecified  Updated Service Position Quantity to 0                        
Position  2019-09-01 23:27:00.625  801773  F.US.ENQU19            Unspecified  Updated Service Position Quantity to -1                        
Position  2019-09-01 23:27:00.627  801773  F.US.ENQU19            Unspecified  Updated Service Position Quantity to 0                        
Position  2019-09-01 23:27:00.630  801773  F.US.ENQU19            Unspecified  Updated Service Position Quantity to -1                        
Position  2019-09-01 23:27:00.633  801773  F.US.ENQU19            Unspecified  Updated Service Position Quantity to 0                        
Position  2019-09-01 23:27:00.636  801773  F.US.ENQU19            Unspecified  Updated Service Position Quantity to -1                        
Position  2019-09-01 23:27:00.640  801773  F.US.ENQU19            Unspecified  Updated Service Position Quantity to 0                        
Position  2019-09-01 23:27:00.643  801773  F.US.ENQU19            Unspecified  Updated Service Position Quantity to -1                        
Position  2019-09-01 23:27:00.647  801773  F.US.ENQU19            Unspecified  Updated Service Position Quantity to 0                        
Position  2019-09-01 23:27:00.652  801773  F.US.ENQU19            Unspecified  Updated Service Position Quantity to -1                        
Position  2019-09-01 23:27:00.654  801773  F.US.ENQU19            Unspecified  Updated Service Position Quantity to 0                        
Position  2019-09-01 23:27:00.657  801773  F.US.ENQU19            Unspecified  Updated Service Position Quantity to -1                        
Position  2019-09-01 23:27:00.660  801773  F.US.ENQU19            Unspecified  Updated Service Position Quantity to 0                        
Position  2019-09-01 23:27:00.663  801773  F.US.ENQU19            Unspecified  Updated Service Position Quantity to -1                        
Position  2019-09-01 23:27:00.666  801773  F.US.ENQU19            Unspecified  Updated Service Position Quantity to 0                        
Position  2019-09-01 23:27:00.669  801773  F.US.ENQU19            Unspecified  Updated Service Position Quantity to -1                        
Position  2019-09-01 23:27:00.673  801773  F.US.ENQU19            Unspecified  Updated Service Position Quantity to 0                        
Position  2019-09-01 23:27:00.675  801773  F.US.ENQU19            Unspecified  Updated Service Position Quantity to -1                        
Position  2019-09-01 23:27:00.677  801773  F.US.ENQU19            Unspecified  Updated Service Position Quantity to 0                        
Position  2019-09-01 23:27:00.679  801773  F.US.ENQU19            Unspecified  Updated Service Position Quantity to -1                        
Position  2019-09-01 23:27:00.681  801773  F.US.ENQU19            Unspecified  Updated Service Position Quantity to 0                        
Position  2019-09-01 23:27:00.683  801773  F.US.ENQU19            Unspecified  Updated Service Position Quantity to -1                        
Position  2019-09-01 23:27:00.685  801773  F.US.ENQU19            Unspecified  Updated Service Position Quantity to 0                        
Position  2019-09-01 23:27:01.032  801773  F.US.ENQU19            Unspecified  Updated Service Position Quantity to -1                        
Position  2019-09-01 23:27:01.034  801773  F.US.ENQU19            Unspecified  Updated Service Position Quantity to 0                        
Position  2019-09-01 23:27:01.036  801773  F.US.ENQU19            Unspecified  Updated Service Position Quantity to -1                        
Position  2019-09-01 23:27:01.039  801773  F.US.ENQU19            Unspecified  Updated Service Position Quantity to 0                        
Position  2019-09-01 23:27:01.041  801773  F.US.ENQU19            Unspecified  Updated Service Position Quantity to -1                        
Position  2019-09-01 23:27:01.043  801773  F.US.ENQU19            Unspecified  Updated Service Position Quantity to 0                        
Position  2019-09-01 23:27:01.050  801773  F.US.ENQU19            Unspecified  Removing Position with quantity of 0                        
Order  2019-09-01 23:27:01.056  801773  F.US.ENQU19            Unspecified  Flagging to reload Trades list in charts                        
Order  2019-09-01 23:32:21.495  801773  F.US.ENQU19    Limit  Buy    7404.75  Pending Child-Client  F.US.ENQU19 [CB] 2 Min #1 | User order entry | Last: 7633.5. Attached Order    4884      Close  4883
[2019-09-09 20:48:37]
Sierra Chart Engineering - Posts: 81477 | Ending Date: 2020-06-09
This log simply does not indicate any order other than one at the bottom that came from that copy of Sierra Chart. This is 1000% certain. Unless order activity was deleted by you. The trading may have occurred in another instance of Sierra Chart.

It actually is overwhelmingly clear to us, that that particular instance of Sierra Chart you are showing the log from, did not generate those trades. When you see "restored" with the order fill, that was a fill which was downloaded from the trading server sometime after it occurred, upon the initial connection to the CQG server.
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: 2019-09-10 10:52:06
[2019-09-09 20:52:49]
Sierra Chart Engineering - Posts: 81477 | Ending Date: 2020-06-09
Even this line is missing the parent order line:
Order 2019-09-01 23:32:21.495 801773 F.US.ENQU19 Limit Buy 7404.75 Pending Child-Client F.US.ENQU19 [CB] 2 Min #1 | User order entry | Last: 7633.5. Attached Order 4884 Close 4883


And the idea that somehow Sierra Chart is just submitting orders for no reason, and not your automated trading system is 0%.
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: 2019-09-09 20:53:11
[2019-09-09 21:27:24]
User279754 - Posts: 18 | Ending Date: 2020-02-28
As I mentioned, I had to rollback the update, so the trades in question occurred on v1983, while I'm now running 1882. 100% of the trading occurs (and has always occurred) in a single instance of Sierra Chart. When that instance was disconnected from CQG on the evening of 9/1/19, the anomalous activity immediately ceased. I have never edited any of the activity in the trade log since the point I began utilizing Sierra Chart last year.

To be clear, I'm not insinuating that Sierra Chart is "submitting" orders for no reason--rather, it appears to me that somehow in the course of the version update something in order system didn't migrate/transition properly and there are a series of trades that appear to be "in limbo" for lack of a better term, where they are trying to continually create an open position that is continually reversed. I don't believe there are any new orders coming from my systems or from Sierra--I believe there are a set of historical orders that aren't being fulfilled properly via the trade management system.
[2019-09-10 10:54:58]
Sierra Chart Engineering - Posts: 81477 | Ending Date: 2020-06-09
We want you to attach the Trade Activity Log for that particular day so we can look at it. Here are instructions:

https://www.sierrachart.com/index.php?page=doc/TradeActivityLog.php#TradeActivityLogFileToSupport

And tell us what you have the time zone in Sierra Chart set to.
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:
https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation

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: 2019-09-10 10:55:23
[2019-09-10 18:01:11]
User279754 - Posts: 18 | Ending Date: 2020-02-28
I have attached the Trade Activity Log for 9/1/19. I have Sierra Chart set to US EST.
Private File
Attachment Deleted.
[2019-09-10 22:40:32]
Sierra Chart Engineering - Posts: 81477 | Ending Date: 2020-06-09
We understand the reason for the logging issue. Newer versions of Sierra Chart have a completely new file structure for trade activity logging. When you went back to the older version, you are no longer looking at the trade activity log that occurred in the updated version when you had the problem.

To actually see the actual details you need to go back to the newer version. For example this is what we see during the time you had a problem:

Order  2019-09-01 18:46:17.278  F.US.ENQU19  Auto-trade: F.US.ENQU19 [CB] 2 Min #1 | Short Entry Master | SellEntry | Bar start date-time: 2019-09-01 18:46:00.000 | Last: 7620.25. Attached Order  4844  Buy    Limit  Pending Child-Client        7391.00    836269  Close  4843          NQ_Algo_Trailing_Percent_Stop.twconfig  

So as you can see your automated trading system is submitting the orders. Why that is the case we do not know. What has changed which is causing a problem we do not know. This is something that you need to look into, and if something does not seem right with the information you are getting from ACSIL, let us know what that is.
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:
https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation

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: 2019-09-10 22:41:58
[2019-09-11 00:03:54]
Sierra Chart Engineering - Posts: 81477 | Ending Date: 2020-06-09
To look at the updated Trade Activity Logs, just install the current version of Sierra Chart on your system into a different folder and copy over the TradeActivityLogs folder from the original installation, to this new installation.
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:
https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation

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.
[2019-09-11 03:22:39]
User279754 - Posts: 18 | Ending Date: 2020-02-28
I've done several version updates in the past and never had even the slightest issue with my automated systems. It seems likely that the issue I'm experiencing on this new version is related to the new trade activity file structure. I should mention I had open positions at the time I did the software upgrade. Given what you know of the new file structure, does it seem reasonable that could be the root of the issue? For example, if Sierra Chart received an exit signal from one of my automated systems after I upgraded to 1983 and it wasn't able to properly reference the data reflecting that there was an open position to be closed from the prior version...would it make sense to you that this type of scenario could cause the behavior I experienced? If so, is there some way of patching or modifying certain data in the activity log in order to get all the positions to reconcile?

Related, do you have a supported version available that doesn't utilize the new file structure? If so, I think a helpful next step in diagnosing this would be for me to upgrade to that version and narrow down the which new software features may be at the root of the issue. If you have a supported version without the new file structure and everything works smoothly, that would offer some strong evidence that the change in file structure is involved in the causing the issue.
[2019-09-11 06:27:55]
Sierra Chart Engineering - Posts: 81477 | Ending Date: 2020-06-09
No it could not be related to the Trade Activity Log file structure because positions are not held in there. That is a separate file. And you can clearly see those upon an update anyway through the Trade >> Trade Positions Window. The Trade Activity Log stores no state information related to Positions or Orders. It could not be the issue.

What we want you to do is to use this service for testing:
https://www.sierrachart.com/index.php?page=doc/SimulatedFuturesTradingService.php

You just need to contact us and request a simulated futures trading account be assigned to your Sierra Chart account. And let us know what account balance you want.

And then perform step-by-step debugging as explained here to identify what the problem is:
https://www.sierrachart.com/index.php?page=doc/StepByStepACSILDebugging.php
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:
https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation

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.
[2019-09-13 16:48:51]
User279754 - Posts: 18 | Ending Date: 2020-02-28
To provide an update, I'm working on getting a second CQG feed established so I can connect a simulated Sierra Chart account without affecting my main accounts. If you'd be so kind, can you point me to where I should submit the request for the simulated Sierra Chart account?

I'm quite nervous about the timing involved with the required upgrade. If I'm unable to diagnose the root cause and resolve it prior to 10/5, do we have the ability to further extend the deadline if need be? I genuinely can't afford my entire business to come to a standstill indefinitely.
[2019-09-13 17:51:48]
Sierra Chart Engineering - Posts: 81477 | Ending Date: 2020-06-09
In regards to a simulated futures trading account, make the request here:
https://www.sierrachart.com/UserControlPanel.php?page=SupportTickets

You will not need to use CQG in this case. This service is fully independent of CQG.

do we have the ability to further extend the deadline if need be?
Yes of course. We will always be accommodating. You can rely on that. We will not lock out older versions unless we are sure there is not going to be an impact. At this point we are just going to hold off indefinitely.
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:
https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation

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: 2019-09-13 17:52:53
[2019-09-13 19:38:36]
User279754 - Posts: 18 | Ending Date: 2020-02-28
I gained an insight today that may prove helpful--I back-tested one of my automated systems on v1983 and got the same odd behavior that I saw with my live account on 9/1/19. I then rolled back to v1978, which I understand is going to be a supported version by Sierra Chart, and the same automated system performed normally. So some aspect of the code changed between v1978 and v1983 that affects the behavior of my systems. I obviously have no idea what that is at this juncture, but at least this a) narrows down the issue to whatever code changes occurred between those two versions and b) should allow me to upgrade to a supported version (v1978) while still working through the issues with v1983. Do you have any thoughts/perspective on these findings?
[2019-09-13 19:58:51]
User279754 - Posts: 18 | Ending Date: 2020-02-28
To add to my last post, I have back-tested several more versions of Sierra Chart and here's what I found:

v1978: functions normally
v1980: functions normally
v1981: functions normally
v1982: same malfunction as what I observed live on 9/1
v1983: same malfunction as what I observed live on 9/1
[2019-09-16 08:24:15]
Sierra Chart Engineering - Posts: 81477 | Ending Date: 2020-06-09
It is a very involved and time-consuming effort for us to come up with some potential ideas about the problem. It is not something we would do being we do not see any problem with our own automated trading systems. And we already did verify that the Trade Positions are reported properly to the ACSIL automated trading system study.

And in the end we are not able to tell precisely what the problem is. Only you can determine that.
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:
https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation

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: 2019-09-16 12:41:28
[2019-09-16 16:08:44]
User279754 - Posts: 18 | Ending Date: 2020-02-28
Can you please share any release notes you have for v1982 (the more detailed the better)? Since I've narrowed it down to those specific code changes affecting my systems, knowing the nature of the v1982 enhancements may help me narrow my focus to a more specific aspect of my automated systems.
[2019-09-16 16:55:32]
Sierra Chart Engineering - Posts: 81477 | Ending Date: 2020-06-09
There is nothing more we can provide other than what is documented here:
https://www.sierrachart.com/index.php?page=doc/Whats_New.php

This is a massive request for us.

You should have no trouble debugging your own trading system. This is not hard. Why is your system doing what it is? You should not have to rely upon us for that answer. If there is a problem we need to resolve we will certainly promptly take care of it but we do not know what that is.
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: 2019-09-16 19:06:37
[2019-09-16 17:03:14]
Sierra Chart Engineering - Posts: 81477 | Ending Date: 2020-06-09
There are 77 revisions is that have to be examined and a huge amount of development. You do not even understand, the hard reality of what you are asking here. It is not a question we can answer. We simply do not document all of this. It is just too massively burdensome.
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:
https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation

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.
[2020-01-10 21:11:08]
User279754 - Posts: 18 | Ending Date: 2020-02-28
You had suggested that I debug my .cpp files via Visual Studio; however, I have no .cpp files in ACS_Source folder. I think there may have been an assumption that I was conducting automated trading using an Advanced Custom Study. This is actually not the case. I am simply using the Trading System Based on Alert Condition studies available off the shelf in Sierra Chart. As such, how do you recommend I approach debugging in this case?

Thank you again for your assistance.
[2020-01-13 21:36:44]
Sierra Chart Engineering - Posts: 81477 | Ending Date: 2020-06-09
Ok in this particular case can you give us the chart that contains the trading system study and tell us at what point in time we should do a replay and exactly the date and time and time zone where there is a problem and we will see why it happens.

Instructions:
https://www.sierrachart.com/index.php?page=doc/PostingInformation.php#ProvidingChartbookSingleChart
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:
https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation

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.
[2020-01-17 05:51:47]
User279754 - Posts: 18 | Ending Date: 2020-02-28
I did more testing and I was actually able to diagnose the root cause. I was using the Study/Price Overlay study to pull in VIX data that my algos were referencing. This worked fine prior to version 1983 or so, but all versions after that cause my systems to malfunction as I've described earlier in this thread. If I remove this particular study, everything else runs normally. So I suppose the answer is to use the Add Additional Symbol study to my chart instead. I need to test this thoroughly to confirm the data is treated precisely the same, but it appears promising. Please let me know if you have any additional thoughts or suggestions now that the issue is clearly described.
[2020-01-17 07:50:37]
Sierra Chart Engineering - Posts: 81477 | Ending Date: 2020-06-09
Yes we would recommend using the Add Additional Symbol study.

We do not know specifically what the problem is without extensive analysis and testing. Perhaps it may relate to some low-level changes, that corrected a problem related to the interaction between studies to ensure a correct starting index for calculations when there is interdependency between studies.
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:
https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation

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.
[2020-02-07 17:04:08]
User279754 - Posts: 18 | Ending Date: 2020-02-28
I researched Add Additional Symbol and found that it has obvious limitations that make it an unsuitable solution. I can give two good examples of the limitations:

a) using Add Additional Symbol, you are limited to the chart timeframe chosen on the main chart, which is a huge limitation. For instance, if my system is trading off of a 5min chart, but I need to pull in studies from an hourly, daily, or weekly chart, I am unable to do so. My systems often rely on this type of input, and I am unable to replicate that with Add Additional Symbol.

b) if you're relying on derivative studies of VIX in particular (such as a moving average), since it only trades a limited portion of the day the periods where there is not trading will factor into those derivative studies. The proper way to do it is to have VIX on another chart and then it will only calculate the derivative studies during hours in which it is actually active. I tested my systems using the Add Additional Symbol approach, and the derivative VIX calculations were so different under this approach that there was a high degree of degradation to the financial performance of the systems.

I believe it is imperative for Sierra Chart's latest versions to be able to pull info from one chart into another chart and have the Trade Based on Alert Condition study function properly. I run an automated trading business with about 50 unique systems, and without this functionality (which existed prior to v1983) almost all of my systems will cease to function. It would literally bring my entire business to its knees if I was forced to use the latest version of Sierra Chart. It's an existential risk. Please let me know your thoughts on what could be done to reinstate this critical functionality that was available in earlier verions of Sierra Chart. I'm fine running indefinitely on v1981, which is what I use now, but I fear that at some point that will no longer be supported and my business would be in a dire situation.
[2020-02-10 02:40:39]
Sierra Chart Engineering - Posts: 81477 | Ending Date: 2020-06-09
This is extremely unlikely to be a problem where there is something straightforward that Sierra Chart is just doing wrong. Rather there is probably some complexity with what you are doing and we need to understand that, and recommend a solution, or see how area in the program can be approved upon to avoid this issue, Or we need to add a new option to handle the scenario properly.

The only way we are going to know what the problem is, is if you provide us the Chartbook minimally configured that demonstrates the issue and then explain the steps to reproduce during a chart replay.

We also need to know the time zone of the charts.

We need the issue presented in a way which is clear and straightforward, with minimal complexity.

And you should be able to answer the question about what the issue is substantially yourself. You just have to look at the Input data and your formula. It will also help to enable this option:
https://www.sierrachart.com/index.php?page=doc/StudyChartAlertsAndScanning.php#AlertOptions_LogEvaluatedFormulaAtEachEvaluation
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:
https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation

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: 2020-02-10 02:44:54
[2020-02-19 05:20:28]
User279754 - Posts: 18 | Ending Date: 2020-02-28
I've attached a simple chartbook which contains a very generic example of my two concerns:

1) If you run a back test using AutoTrade System Bar Based Back Test, you will see that the Trade Activity does not match what the signals on the chart would imply should be occurring. The system for some reason is exiting trades every bar without generating a sell signal. If you switch to a Sierra Chart version prior to 1983 you will see that it will execute the trades precisely as indicated by the signals on the chart itself, as it should.

2) The proposed solution was to use Add Additional Symbol study to have $VIX directly on the Trade chart. However, I tested this and got issue #1 above, plus it forced me to utilize what I consider erroneous derivative calcs of VIX, which I have provided an example of in this file--in Region 2 I have pulled in $VIX data from the second chart in the chart book. I included a 200p EMA that was calculated on the $VIX chart itself, so it only calculates the EMA based on the values observed while VIX is actually trading--this is the purple line. The blue line is also a 200p EMA based on VIX, but calculated on the Trade chart itself, so it factors in the value each bar while VIX is closed for the evening. If you compare the two, you can see there's a material difference. For me, VIX is crucial to trading, so the precision and validity of the derivative calcs is vital. I cannot rely on an EMA that was calculated directly on the Trade chart, which has different hours than the VIX chart.

I greatly appreciate your time in reviewing and helping resolve this. I love your product and look forward to a future solution to this issue.
Private File
Attachment Deleted.
[2020-02-19 18:06:25]
Sierra Chart Engineering - Posts: 81477 | Ending Date: 2020-06-09
1. We will look this over, but it is normal to see the buy/sell markers on the chart from the study formula regardless of whether there is an order fill or not. This is explained in detail here:
https://www.sierrachart.com/index.php?page=doc/SpreadsheetSystemsAlertsAndAutomatedTrading.php#IgnoredSignalsBuySellArrowsDoNotMeanTradeSignals

This is also a complete impossibility unless there is an exit like from an Attached Order:
The system for some reason is exiting trades every bar without generating a sell signal.


2. From our perspective this is not relevant to the issue. These are details only for you.
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:
https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation

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: 2020-02-19 18:20:06
[2020-02-19 18:29:06]
User279754 - Posts: 18 | Ending Date: 2020-02-28
1. It's not an impossibility, the primary basis for this ticket has been this particular issue. You will see when you run the backtest that exits are occurring with no exit signals triggering, and there are no attached orders activated. This did not occur prior to v1983, but does occur from v1983 forward. I use a 5-min chart in the example I sent and if you run a backtest using the latest version of Sierra Chart you should see exits occurring every five minutes. If you then run it on v1981 for example, you will see the exits only occur when there's an exit signal as dictated by the exit algo.

2. This is a relevant issue if I'm unable to pull in data from a secondary chart and have the Trade Based on Alert Condition studies work properly on newer versions of Sierra Chart. If I was able to pull in the data from a secondary chart and have the algo function properly, as it did pre-v1983, then I agree this would be irrelevant.
[2020-02-19 19:03:09]
Sierra Chart Engineering - Posts: 81477 | Ending Date: 2020-06-09
1. We still see this as impossible and we can get confirmation of this.

You will see when you run the backtest that exits are occurring with no exit signals triggering, and there are no attached orders activated.
We want you to provide us the lines in the Trade Activity Log for this exit following these instructions:
https://www.sierrachart.com/index.php?page=doc/TradeActivityLog.php#TradeActivityLogToSupport
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:
https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation

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.
[2020-02-21 03:56:18]
User279754 - Posts: 18 | Ending Date: 2020-02-28
Sure, here's activity from a 30-minute period (the full log would be overkill I think). You'll notice entries and exits every 5-min bar. If you review the chartbook I attached previously you'll see there are no exit signals being generated by the system. Somehow, although they are not apparent on the chart itself, they are generating in the log. If you review the criterion used in the exit algo, you will clearly see the criterion has not been met for these executions--the chart itself is a proper reflection of where all the executions should occur. This is why I believe there's some type of conflict within Sierra Chart causing these executions to trigger erroneously. Again, if you run it on v1981 you'll see that executions will only occur when signals appear on the chart, as they should. Thank you for your time in reviewing this.

ActivityType  DateTime  Symbol  Quantity  OrderType  BuySell  FillPrice  Price  OrderStatus  OrderActionSource  Price2  InternalOrderID  ServiceOrderID  FilledQuantity  TradeAccount  OpenClose  ParentInternalOrderID  PositionQuantity  FillExecutionServiceID  HighDuringPosition  LowDuringPosition  Note  AccountBalance
Fill  2020-02-16 19:55:00.007  [Sim]F.US.ENQH20  1  Market  Buy  9655.00    Filled  Trade simulation fill. Bid: 9654.75 Ask: 9655.00 Last: 9654.75    4914745  4914745  1  Sim1  Open    1  4914745.1      NQ_Algo_Trailing_Percent_Stop.twconfig  
Order  2020-02-16 19:55:00.006  [Sim]F.US.ENQH20  1  Market  Buy  9655.00    Filled  Trade simulation fill. Bid: 9654.75 Ask: 9655.00 Last: 9654.75    4914745  4914745  1  Sim1  Open            NQ_Algo_Trailing_Percent_Stop.twconfig  
Order  2020-02-16 19:55:00.005  [Sim]F.US.ENQH20  1  Market  Buy      Open  Simulated order accepted    4914745  4914745    Sim1  Open            NQ_Algo_Trailing_Percent_Stop.twconfig  
Order  2020-02-16 19:55:00.004  [Sim]F.US.ENQH20  1  Market  Buy      Order Sent  Auto-trade: Bar Backtest: F.US.ENQH20 [CB] 5 Min #1 | Long Entry | BuyEntry | Bar start date-time: 2020-02-16 19:55:00.000 | Last: 9654.75    4914745      Sim1  Open            NQ_Algo_Trailing_Percent_Stop.twconfig  
Fill  2020-02-16 19:55:00.003  [Sim]F.US.ENQH20  1  Market  Sell  9657.25    Filled  Trade simulation fill. Bid: 9657.25 Ask: 9657.50 Last: 9657.50    4914744  4914744  1  Sim1  Close      4914744.1  9657.50  9657.50  NQ_Algo_Trailing_Percent_Stop.twconfig  
Order  2020-02-16 19:55:00.002  [Sim]F.US.ENQH20  1  Market  Sell  9657.25    Filled  Trade simulation fill. Bid: 9657.25 Ask: 9657.50 Last: 9657.50    4914744  4914744  1  Sim1  Close    1        NQ_Algo_Trailing_Percent_Stop.twconfig  
Order  2020-02-16 19:55:00.001  [Sim]F.US.ENQH20  1  Market  Sell      Open  Simulated order accepted    4914744  4914744    Sim1  Close    1        NQ_Algo_Trailing_Percent_Stop.twconfig  
Order  2020-02-16 19:55:00.000  [Sim]F.US.ENQH20  1  Market  Sell      Order Sent  Auto-trade: Bar Backtest: F.US.ENQH20 [CB] 5 Min #1 | Long Exit (Experimental) | BuyExit | Bar start date-time: 2020-02-16 19:55:00.000 | Last: 9657.5    4914744      Sim1  Close    1        NQ_Algo_Trailing_Percent_Stop.twconfig  
Fill  2020-02-16 19:50:00.007  [Sim]F.US.ENQH20  1  Market  Buy  9655.50    Filled  Trade simulation fill. Bid: 9655.25 Ask: 9655.50 Last: 9655.25    4914743  4914743  1  Sim1  Open    1  4914743.1      NQ_Algo_Trailing_Percent_Stop.twconfig  
Order  2020-02-16 19:50:00.006  [Sim]F.US.ENQH20  1  Market  Buy  9655.50    Filled  Trade simulation fill. Bid: 9655.25 Ask: 9655.50 Last: 9655.25    4914743  4914743  1  Sim1  Open            NQ_Algo_Trailing_Percent_Stop.twconfig  
Order  2020-02-16 19:50:00.005  [Sim]F.US.ENQH20  1  Market  Buy      Open  Simulated order accepted    4914743  4914743    Sim1  Open            NQ_Algo_Trailing_Percent_Stop.twconfig  
Order  2020-02-16 19:50:00.004  [Sim]F.US.ENQH20  1  Market  Buy      Order Sent  Auto-trade: Bar Backtest: F.US.ENQH20 [CB] 5 Min #1 | Long Entry | BuyEntry | Bar start date-time: 2020-02-16 19:50:00.000 | Last: 9655.25    4914743      Sim1  Open            NQ_Algo_Trailing_Percent_Stop.twconfig  
Fill  2020-02-16 19:50:00.003  [Sim]F.US.ENQH20  1  Market  Sell  9660.75    Filled  Trade simulation fill. Bid: 9660.75 Ask: 9661.00 Last: 9661.00    4914742  4914742  1  Sim1  Close      4914742.1  9661.00  9660.75  NQ_Algo_Trailing_Percent_Stop.twconfig  
Order  2020-02-16 19:50:00.002  [Sim]F.US.ENQH20  1  Market  Sell  9660.75    Filled  Trade simulation fill. Bid: 9660.75 Ask: 9661.00 Last: 9661.00    4914742  4914742  1  Sim1  Close    1        NQ_Algo_Trailing_Percent_Stop.twconfig  
Order  2020-02-16 19:50:00.001  [Sim]F.US.ENQH20  1  Market  Sell      Open  Simulated order accepted    4914742  4914742    Sim1  Close    1        NQ_Algo_Trailing_Percent_Stop.twconfig  
Order  2020-02-16 19:50:00.000  [Sim]F.US.ENQH20  1  Market  Sell      Order Sent  Auto-trade: Bar Backtest: F.US.ENQH20 [CB] 5 Min #1 | Long Exit (Experimental) | BuyExit | Bar start date-time: 2020-02-16 19:50:00.000 | Last: 9661    4914742      Sim1  Close    1        NQ_Algo_Trailing_Percent_Stop.twconfig  
Fill  2020-02-16 19:45:00.007  [Sim]F.US.ENQH20  1  Market  Buy  9661.00    Filled  Trade simulation fill. Bid: 9660.75 Ask: 9661.00 Last: 9660.75    4914741  4914741  1  Sim1  Open    1  4914741.1      NQ_Algo_Trailing_Percent_Stop.twconfig  
Order  2020-02-16 19:45:00.006  [Sim]F.US.ENQH20  1  Market  Buy  9661.00    Filled  Trade simulation fill. Bid: 9660.75 Ask: 9661.00 Last: 9660.75    4914741  4914741  1  Sim1  Open            NQ_Algo_Trailing_Percent_Stop.twconfig  
Order  2020-02-16 19:45:00.005  [Sim]F.US.ENQH20  1  Market  Buy      Open  Simulated order accepted    4914741  4914741    Sim1  Open            NQ_Algo_Trailing_Percent_Stop.twconfig  
Order  2020-02-16 19:45:00.004  [Sim]F.US.ENQH20  1  Market  Buy      Order Sent  Auto-trade: Bar Backtest: F.US.ENQH20 [CB] 5 Min #1 | Long Entry | BuyEntry | Bar start date-time: 2020-02-16 19:45:00.000 | Last: 9660.75    4914741      Sim1  Open            NQ_Algo_Trailing_Percent_Stop.twconfig  
Fill  2020-02-16 19:45:00.003  [Sim]F.US.ENQH20  1  Market  Sell  9664.00    Filled  Trade simulation fill. Bid: 9664.00 Ask: 9664.25 Last: 9664.25    4914740  4914740  1  Sim1  Close      4914740.1  9664.25  9662.50  NQ_Algo_Trailing_Percent_Stop.twconfig  
Order  2020-02-16 19:45:00.002  [Sim]F.US.ENQH20  1  Market  Sell  9664.00    Filled  Trade simulation fill. Bid: 9664.00 Ask: 9664.25 Last: 9664.25    4914740  4914740  1  Sim1  Close    1        NQ_Algo_Trailing_Percent_Stop.twconfig  
Order  2020-02-16 19:45:00.001  [Sim]F.US.ENQH20  1  Market  Sell      Open  Simulated order accepted    4914740  4914740    Sim1  Close    1        NQ_Algo_Trailing_Percent_Stop.twconfig  
Order  2020-02-16 19:45:00.000  [Sim]F.US.ENQH20  1  Market  Sell      Order Sent  Auto-trade: Bar Backtest: F.US.ENQH20 [CB] 5 Min #1 | Long Exit (Experimental) | BuyExit | Bar start date-time: 2020-02-16 19:45:00.000 | Last: 9664.25    4914740      Sim1  Close    1        NQ_Algo_Trailing_Percent_Stop.twconfig  
Fill  2020-02-16 19:40:00.007  [Sim]F.US.ENQH20  1  Market  Buy  9663.50    Filled  Trade simulation fill. Bid: 9663.25 Ask: 9663.50 Last: 9663.50    4914739  4914739  1  Sim1  Open    1  4914739.1      NQ_Algo_Trailing_Percent_Stop.twconfig  
Order  2020-02-16 19:40:00.006  [Sim]F.US.ENQH20  1  Market  Buy  9663.50    Filled  Trade simulation fill. Bid: 9663.25 Ask: 9663.50 Last: 9663.50    4914739  4914739  1  Sim1  Open            NQ_Algo_Trailing_Percent_Stop.twconfig  
Order  2020-02-16 19:40:00.005  [Sim]F.US.ENQH20  1  Market  Buy      Open  Simulated order accepted    4914739  4914739    Sim1  Open            NQ_Algo_Trailing_Percent_Stop.twconfig  
Order  2020-02-16 19:40:00.004  [Sim]F.US.ENQH20  1  Market  Buy      Order Sent  Auto-trade: Bar Backtest: F.US.ENQH20 [CB] 5 Min #1 | Long Entry | BuyEntry | Bar start date-time: 2020-02-16 19:40:00.000 | Last: 9663.5    4914739      Sim1  Open            NQ_Algo_Trailing_Percent_Stop.twconfig  
Fill  2020-02-16 19:40:00.003  [Sim]F.US.ENQH20  1  Market  Sell  9660.50    Filled  Trade simulation fill. Bid: 9660.50 Ask: 9660.75 Last: 9660.50    4914738  4914738  1  Sim1  Close      4914738.1  9662.00  9660.50  NQ_Algo_Trailing_Percent_Stop.twconfig  
Order  2020-02-16 19:40:00.002  [Sim]F.US.ENQH20  1  Market  Sell  9660.50    Filled  Trade simulation fill. Bid: 9660.50 Ask: 9660.75 Last: 9660.50    4914738  4914738  1  Sim1  Close    1        NQ_Algo_Trailing_Percent_Stop.twconfig  
Order  2020-02-16 19:40:00.001  [Sim]F.US.ENQH20  1  Market  Sell      Open  Simulated order accepted    4914738  4914738    Sim1  Close    1        NQ_Algo_Trailing_Percent_Stop.twconfig  
Order  2020-02-16 19:40:00.000  [Sim]F.US.ENQH20  1  Market  Sell      Order Sent  Auto-trade: Bar Backtest: F.US.ENQH20 [CB] 5 Min #1 | Long Exit (Experimental) | BuyExit | Bar start date-time: 2020-02-16 19:40:00.000 | Last: 9660.5    4914738      Sim1  Close    1        NQ_Algo_Trailing_Percent_Stop.twconfig  
Fill  2020-02-16 19:35:00.007  [Sim]F.US.ENQH20  1  Market  Buy  9662.50    Filled  Trade simulation fill. Bid: 9662.25 Ask: 9662.50 Last: 9662.50    4914737  4914737  1  Sim1  Open    1  4914737.1      NQ_Algo_Trailing_Percent_Stop.twconfig  
Order  2020-02-16 19:35:00.006  [Sim]F.US.ENQH20  1  Market  Buy  9662.50    Filled  Trade simulation fill. Bid: 9662.25 Ask: 9662.50 Last: 9662.50    4914737  4914737  1  Sim1  Open            NQ_Algo_Trailing_Percent_Stop.twconfig  
Order  2020-02-16 19:35:00.005  [Sim]F.US.ENQH20  1  Market  Buy      Open  Simulated order accepted    4914737  4914737    Sim1  Open            NQ_Algo_Trailing_Percent_Stop.twconfig  
Order  2020-02-16 19:35:00.004  [Sim]F.US.ENQH20  1  Market  Buy      Order Sent  Auto-trade: Bar Backtest: F.US.ENQH20 [CB] 5 Min #1 | Long Entry | BuyEntry | Bar start date-time: 2020-02-16 19:35:00.000 | Last: 9662.5    4914737      Sim1  Open            NQ_Algo_Trailing_Percent_Stop.twconfig  
Fill  2020-02-16 19:35:00.003  [Sim]F.US.ENQH20  1  Market  Sell  9660.25    Filled  Trade simulation fill. Bid: 9660.25 Ask: 9660.50 Last: 9660.25    4914736  4914736  1  Sim1  Close      4914736.1  9660.50  9660.25  NQ_Algo_Trailing_Percent_Stop.twconfig  
Order  2020-02-16 19:35:00.002  [Sim]F.US.ENQH20  1  Market  Sell  9660.25    Filled  Trade simulation fill. Bid: 9660.25 Ask: 9660.50 Last: 9660.25    4914736  4914736  1  Sim1  Close    1        NQ_Algo_Trailing_Percent_Stop.twconfig  
Order  2020-02-16 19:35:00.001  [Sim]F.US.ENQH20  1  Market  Sell      Open  Simulated order accepted    4914736  4914736    Sim1  Close    1        NQ_Algo_Trailing_Percent_Stop.twconfig  
Order  2020-02-16 19:35:00.000  [Sim]F.US.ENQH20  1  Market  Sell      Order Sent  Auto-trade: Bar Backtest: F.US.ENQH20 [CB] 5 Min #1 | Long Exit (Experimental) | BuyExit | Bar start date-time: 2020-02-16 19:35:00.000 | Last: 9660.25    4914736      Sim1  Close    1        NQ_Algo_Trailing_Percent_Stop.twconfig  
Fill  2020-02-16 19:30:00.007  [Sim]F.US.ENQH20  1  Market  Buy  9660.50    Filled  Trade simulation fill. Bid: 9660.25 Ask: 9660.50 Last: 9660.25    4914735  4914735  1  Sim1  Open    1  4914735.1      NQ_Algo_Trailing_Percent_Stop.twconfig  
Order  2020-02-16 19:30:00.006  [Sim]F.US.ENQH20  1  Market  Buy  9660.50    Filled  Trade simulation fill. Bid: 9660.25 Ask: 9660.50 Last: 9660.25    4914735  4914735  1  Sim1  Open            NQ_Algo_Trailing_Percent_Stop.twconfig  
Order  2020-02-16 19:30:00.005  [Sim]F.US.ENQH20  1  Market  Buy      Open  Simulated order accepted    4914735  4914735    Sim1  Open            NQ_Algo_Trailing_Percent_Stop.twconfig  
Order  2020-02-16 19:30:00.004  [Sim]F.US.ENQH20  1  Market  Buy      Order Sent  Auto-trade: Bar Backtest: F.US.ENQH20 [CB] 5 Min #1 | Long Entry | BuyEntry | Bar start date-time: 2020-02-16 19:30:00.000 | Last: 9660.25    4914735      Sim1  Open            NQ_Algo_Trailing_Percent_Stop.twconfig  
Fill  2020-02-16 19:30:00.003  [Sim]F.US.ENQH20  1  Market  Sell  9662.50    Filled  Trade simulation fill. Bid: 9662.50 Ask: 9662.75 Last: 9662.75    4914734  4914734  1  Sim1  Close      4914734.1  9662.75  9662.00  NQ_Algo_Trailing_Percent_Stop.twconfig  
Order  2020-02-16 19:30:00.002  [Sim]F.US.ENQH20  1  Market  Sell  9662.50    Filled  Trade simulation fill. Bid: 9662.50 Ask: 9662.75 Last: 9662.75    4914734  4914734  1  Sim1  Close    1        NQ_Algo_Trailing_Percent_Stop.twconfig  
Order  2020-02-16 19:30:00.001  [Sim]F.US.ENQH20  1  Market  Sell      Open  Simulated order accepted    4914734  4914734    Sim1  Close    1        NQ_Algo_Trailing_Percent_Stop.twconfig  
Order  2020-02-16 19:30:00.000  [Sim]F.US.ENQH20  1  Market  Sell      Order Sent  Auto-trade: Bar Backtest: F.US.ENQH20 [CB] 5 Min #1 | Long Exit (Experimental) | BuyExit | Bar start date-time: 2020-02-16 19:30:00.000 | Last: 9662.75    4914734      Sim1  Close    1        NQ_Algo_Trailing_Percent_Stop.twconfig  
Fill  2020-02-16 19:25:00.007  [Sim]F.US.ENQH20  1  Market  Buy  9660.25    Filled  Trade simulation fill. Bid: 9660.00 Ask: 9660.25 Last: 9660.00    4914733  4914733  1  Sim1  Open    1  4914733.1      NQ_Algo_Trailing_Percent_Stop.twconfig  
Order  2020-02-16 19:25:00.006  [Sim]F.US.ENQH20  1  Market  Buy  9660.25    Filled  Trade simulation fill. Bid: 9660.00 Ask: 9660.25 Last: 9660.00    4914733  4914733  1  Sim1  Open            NQ_Algo_Trailing_Percent_Stop.twconfig  
Order  2020-02-16 19:25:00.005  [Sim]F.US.ENQH20  1  Market  Buy      Open  Simulated order accepted    4914733  4914733    Sim1  Open            NQ_Algo_Trailing_Percent_Stop.twconfig  
Order  2020-02-16 19:25:00.004  [Sim]F.US.ENQH20  1  Market  Buy      Order Sent  Auto-trade: Bar Backtest: F.US.ENQH20 [CB] 5 Min #1 | Long Entry | BuyEntry | Bar start date-time: 2020-02-16 19:25:00.000 | Last: 9660    4914733      Sim1  Open            NQ_Algo_Trailing_Percent_Stop.twconfig  
Fill  2020-02-16 19:25:00.003  [Sim]F.US.ENQH20  1  Market  Sell  9664.00    Filled  Trade simulation fill. Bid: 9664.00 Ask: 9664.25 Last: 9664.25    4914732  4914732  1  Sim1  Close      4914732.1  9664.25  9661.00  NQ_Algo_Trailing_Percent_Stop.twconfig  
Order  2020-02-16 19:25:00.002  [Sim]F.US.ENQH20  1  Market  Sell  9664.00    Filled  Trade simulation fill. Bid: 9664.00 Ask: 9664.25 Last: 9664.25    4914732  4914732  1  Sim1  Close    1        NQ_Algo_Trailing_Percent_Stop.twconfig  
Order  2020-02-16 19:25:00.001  [Sim]F.US.ENQH20  1  Market  Sell      Open  Simulated order accepted    4914732  4914732    Sim1  Close    1        NQ_Algo_Trailing_Percent_Stop.twconfig  
Order  2020-02-16 19:25:00.000  [Sim]F.US.ENQH20  1  Market  Sell      Order Sent  Auto-trade: Bar Backtest: F.US.ENQH20 [CB] 5 Min #1 | Long Exit (Experimental) | BuyExit | Bar start date-time: 2020-02-16 19:25:00.000 | Last: 9664.25    4914732      Sim1  Close    1        NQ_Algo_Trailing_Percent_Stop.twconfig
Date Time Of Last Edit: 2020-02-21 03:58:34

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