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Date/Time: Sat, 27 Apr 2024 06:20:39 +0000



Stop exit in Sim

View Count: 606

[2019-09-17 01:29:57]
User690815 - Posts: 26
For the last couple of trading days my stop exit price is always 100pts off. NQU9
Is there a bug in Sim?
imageCapture.JPG / V - Attached On 2019-09-17 01:28:35 UTC - Size: 143.83 KB - 263 views
Attachment Deleted.
[2019-09-17 11:56:55]
Sierra Chart Engineering - Posts: 104368
This looks like it probably is a data feed problem. Looks like you are using the Transact data feed. This is something we do not have any control over.
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:
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[2019-10-29 20:50:44]
User690815 - Posts: 26
My data is coming from Sierra's data. Trade Simulation Mode is checked. Transact said all backfill data in sim mode is from Sierra.
[2019-10-29 20:54:49]
Sierra Chart Engineering - Posts: 104368
You are using Transact data. The historical data is provided by our systems but it is built from Transact data. This is a Transact data issue.

Consider using this data feed instead:
Denali Exchange Data Feed
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: 2019-10-29 20:57:01
[2019-10-29 20:56:42]
Sierra Chart Engineering - Posts: 104368
The prior post has been updated.
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
[2019-10-29 21:52:20]
flyboy615 - Posts: 56
Hi,
My not so sure that it's a data feed problem. I'm doing back testing using chart replay on YM and see the same kind of error happening there. I've looked at the data(via export) and there isn't any values that approaching the exit value. For reference, I'm using version 2005 with Transact data in chart replay. I can supply you with screen captures, Trade activity log and data export if you would like to analyze them.

Rob
[2019-10-29 21:58:52]
Sierra Chart Engineering - Posts: 104368
We are 100% certain this is a data feed problem. We know exactly what it is. The bid and ask prices are contained in the Intraday data and there are errors with them.

We have no interest in analyzing this because we are 1000% certain of what the problem is. We are regretting at this point supporting the new Transact data feed.
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: 2019-10-29 21:59:30
[2019-10-29 22:16:14]
flyboy615 - Posts: 56
So to support you claim, I deleted the data files and downloaded the historical data again and the problem disappears.
[2019-10-29 23:30:08]
User690815 - Posts: 26
Transact suggest I delete and redownload. It worked.
[2019-10-30 12:07:50]
Sierra Chart Engineering - Posts: 104368
We will let Transact know about this problem again.
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

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