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Date/Time: Thu, 02 May 2024 19:57:12 +0000



Replay problems with Position Quantity

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[2019-11-22 02:12:46]
j4ytr4der_ - Posts: 918
I've been having serious problems with signals being delayed while doing replays with 3 linked charts.

The problem appears to be related to the Spreadsheet Trading system reporting of position quantity, not matching up with what's actually happening during replay. Specifically I have a reversal trade set to enter only if there was a position up to 3 bars ago, but on the current bar there isn't.

When replaying a single chart, the position quantity shows that it went to zero long before the stop was ever hit (more than 10 ticks away), and the arrow showing the trade has exited happens on that same bar nearly 20 ticks away from the stop.

Replaying with linked charts, the position quantity goes to zero 4 bars before the chart trade was actually exited. The position display arrow shows the exit at the correct moment after hitting the stop.

I don't know exactly what's going on here, but at the moment I can certainly not trust the position quantity to be reported correctly at any given bar after a trade has exited. I also tried this with the Trading: Position Quantity study but that had its own set of problems (similar but not identical to this post).

Has anyone ever used position quantity in Sierra Chart and gotten good results? If so, how?
Date Time Of Last Edit: 2019-11-22 02:13:37
[2019-11-22 03:24:43]
Sierra Chart Engineering - Posts: 104368
First of all your Sierra Chart account is expired and your support needs are far beyond what we can provide based upon what you pay for Sierra Chart. So at this point we cannot provide you further support. Other users may be able to help you.

And there definitively are no problems with the Position Quantity tracking during a chart replay. None at all.
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: 2019-11-22 03:25:55
[2019-11-22 04:26:32]
j4ytr4der_ - Posts: 918
I am a TransAct customer, I have no separate Sierra Chart Account.

All I can say is that I have seen numerous continuous problems with Position Quantity. If anyone has any input on them, I would appreciate hearing from you.
[2019-11-22 19:04:17]
Sierra Chart Engineering - Posts: 104368
There is no problem with the Position Quantity, unless you are doing something like jumping back in time with the replay. There just simply could not be any problem with the Position Quantity during simulated trading.

There must be a misunderstanding.

And inherently it is very difficult for us to understand exactly what you are doing. This is explained in detail here:
Automated Trading Management: Troubleshooting Automated Trading System Behavior
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: 2019-11-22 19:04:38
[2019-11-23 21:04:56]
Sierra Chart Engineering - Posts: 104368
There is a study which will be helpful to you. It is the Trading: Position Quantity study:
Trading Information Windows: Trade Data Studies
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
[2019-11-23 21:06:57]
j4ytr4der_ - Posts: 918
Thanks, but as stated previously:

I also tried this with the Trading: Position Quantity study but that had its own set of problems (similar but not identical to this post).

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