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Direct MessagesDate/Time: Tue, 30 Apr 2024 00:50:49 +0000
Using Custom Calculated Symbol new setting
View Count: 1248
| [2019-10-16 18:39:15] |
| Adam Schwartz - Posts: 81 |
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I am using the new Custom Calculated Symbol setting to create a custom spread. The spread is between a future and a calendar spread. For example, long 1 lot of CL Dec19 and short 2 lots of Jan20/21 calendar spread. I am connected to IB trading service. I am using IB contract code for Dec19 future and SC exchange data for Jan20/21 calendar spread. I have followed instructions below: Custom Calculated Symbols My symbol turns out like this [1][*]{CL-201912-NYMEX][-][2][*]{CLZ20-CLZ21.FUT_SPREAD.NYMEX} Price format, tick size and ccy value per tick have been changed. I have tried loads of category settings. Uses formula operators set to yes. When I click find symbol, you say I will see it listed in the specified category but I do not see it. I have tried multiple categories. What am I doing wrong? Thank you |
| [2019-10-16 19:39:40] |
| Adam Schwartz - Posts: 81 |
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UPDATE: I have managed to work this out. There is still a problem. For example, I have created a custom symbol with following code 1*{CLZ19}-2*{AUDJPY}. This is showing value on chart currently of circa -387. CL is currently trading at 53.32 and AUDJPY at 73.534. Therefore, how do I get the custom symbol to show as trading at (1*53.32)-(2*73.534) = -93.748 on the chart. I just want to see the price differential between the two assets, given the multipliers I have stated. Also, it does not seem to be showing any historical data, just the current bar? Any fix for this? Thanks in advance |
| [2019-10-17 13:05:37] |
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We need some time to review this. Make sure you are running an up-to-date version of Sierra Chart. Refer to: Software Download: Fast Update 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 |
| [2019-10-17 13:52:47] |
| Adam Schwartz - Posts: 81 |
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Thank you. I am running latest version. Would be a big help if this could be fixed
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| [2019-10-17 21:52:00] |
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We went through the documentation step-by-step, and the symbol was listed in the File >> Find Symbol under Custom Symbols as was the recommended category. We opened up an Intraday chart and the calculation is correct: http://www.sierrachart.com/image.php?Image=1571348959172.png We think the issue might have something to do with a problem with symbol character translation. Update to the latest prerelease following these instructions here: Software Download: Fast Update Historical data support for times when not connected the data feed is coming. It is expected to be out before the end of the year. 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 |
| [2019-10-18 08:43:34] |
| Adam Schwartz - Posts: 81 |
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Much appreciated for the response. I look forward to the historical data support, it would be a game changer (for me anyway). At the moment, the difference (bar) study will suffice. The more and more I use Sierra Chart, I realise that it really is the best platform out there. Customer service is top notch, even if you can't speak to anyone on the phone! Anyway, I appreciate all the hard work you guys put in. UPDATE: Try creating this custom symbol {CLZ19}-{CLZ20-CLZ21.FUT_SPREAD.NYMEX} - it gives you a negative value of around -31, this is wrong. Any solution? Date Time Of Last Edit: 2019-10-18 14:35:39
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| [2019-10-18 16:00:00] |
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This will be resolved in the next release (out in a few days). It is because these spreads are transmitted in an unadjusted price format as the data comes from the exchange. So we needed to apply a price multiplier . This is now done: http://www.sierrachart.com/image.php?Image=1571413839179.png 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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