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Date/Time: Wed, 19 Feb 2020 20:57:26 +0000



Sierra Historical data feed not putting trades into Trade Activity log

[2019-12-29 21:37:16]
jmt816 - Posts: 31 | Ending Date: 2020-09-12
I am working on some extensive backtesting, trading a 2 lot with 2 targets. In the TradeActivity Log, each leg is treated as a separate trade, so therefore unable to evaluate the overall trade position based on the 2 lots.

In the documentation, i found "Combine Trades into Original Summary Trade" which sounded like it would do what I want. I followed the directions, changed my data feed to "SC Data - All Services", selected the symbol from there (which is different than my usual data feed).
The chart loads properly, and executes trades based on my code (and the Trade Window reflects that). However, the Trade Activity log has nothing in it for that symbol. When using my normal data provider, the Trade Activity log populates correctly.

In the drop down to select the symbol, the new symbol (per Sierra feed) does appear, just no trades. I also tried restarting Sierra, thinking that perhaps that was needed after a change of data provider.

So, 2 things:
1) will the "Combine Trades into Original Summary Trade" feature do what I am hoping (and treat the 2lots with 2 targets as a single trade for p/l?)
IF SO,
2) what am i missing in order to get the trades to appear in the Trade Activity Log? The log files (in TradeActivityLogs directory) appears to show transactions (most of that file is not text, but i do see the correct symbol showing there), just can't get that info into the Window for TradeActivity and therefore all the useful features that provides.
Thanks!
[2019-12-29 22:04:06]
Sierra Chart Engineering - Posts: 81266 | Ending Date: 2020-06-09
Tell us the Symbol and Trade Account you are using for trading and provide a screenshot of the top of the Trade Activity Log. Instructions:
https://www.sierrachart.com/index.php?page=PostingInformation.php#AttachFile

Also keep in mind you can use this setting:
Flat to Flat Display For Trades List

Refer to:
https://www.sierrachart.com/index.php?page=doc/TradeActivityLog.php#MenuCommands


1. No definitely not.
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: 2019-12-29 22:16:15
[2020-01-15 22:34:49]
jmt816 - Posts: 31 | Ending Date: 2020-09-12
OOPS, missed replying to this.
Not sure how or why (maybe due to having been on a tear of 12-14 days 7days a week coding) i couldn't get it working before, but it is fine now. Also, the flat to flat is perfect, and what i was looking for!
So no need to look into the issue i was having.

That being said, as part of my backtesting, i am trying to go back as far as possible. In the helpfiles, it says that historical tick by tick data is available for 2 years back. However, when i switch my data service settings to the Sierra feed (SC data - All Services), i only see the last 2 quarters of 2019 (the U & Z contracts, for ES, NQ, etc) for futures data. Is the helpfile incorrect re: the amount of time back that should be available, or is there something else that i need to do?
Thanks,
[2020-01-15 23:20:42]
Sierra Chart Engineering - Posts: 81266 | Ending Date: 2020-06-09
Refer to:
https://www.sierrachart.com/index.php?page=doc/HistoricalIntradayData.html#UsingExpiredFuturesContracts

Also tick by tick data for futures contracts goes back at least about 6 years.
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: 2020-01-15 23:23:07

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