Login Page - Create Account

Support Board


Date/Time: Fri, 19 Apr 2024 12:00:20 +0000



Incorrect Net P&L display in sierra charts-CQG

View Count: 1878

[2020-02-07 01:04:00]
User350370 - Posts: 3
Hello I am currently using latest build with sierra charts 2045 and the platform is showing an incorrect profit and loss value display. I am using CQG data feed through AMP futures and when I log into CQG desktop platform directly the correct/proper P&L is displayed so it seems to be a local issue with sierra charts.

What would cause this problem?

For reference I have sent analysis logs within sierra charts as well.

I am also connected to the CQGWEBAPI service provider.
Date Time Of Last Edit: 2020-02-07 01:04:24
[2020-02-07 10:13:19]
Sierra_Chart Engineering - Posts: 14008
Refer to this page for help with this:
Help With Daily Profit/Loss Value
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, use the Teton service:
Sierra Chart Teton Futures Order Routing
[2020-02-07 16:21:37]
User350370 - Posts: 3
Thank you. The first reference helped to display the correct DPL/NPL on my charts. However, the DOM is still displaying an incorrect NPL/DPL along with listing "infinity" as the 'average fill price' on my Trade Orders window along with "0" in the 'price' column for some filled orders, not all orders. The DOM displayed extremely incorrect values e.g., displays +34 points one trade when I only traded +.5 points and then -16.75 points on the following trade when I only made +1 point value. This morning I woke to -8.75 points NPL and I didn't even trade. This incorrect display has never occurred in the 5 years of using Sierra Charts. This only happened after downloading the latest update. My CQG displays the correct PL. Sierra Chart PL does not coincide with CQG PL.

How do I change or reset my DOM to reflect the correct NPL/DPL?

And, how do I get the average fill price and price columns on the Trade Orders window to display the correct fill price instead of "infinity" or "0"?

Attached should be a picture example of my Trade Orders window and DOM/Chart point comparison.
Private File
Private File
[2020-02-10 02:03:27]
Sierra_Chart Engineering - Posts: 14008
Refer to this new section here we created about this:
Help With Daily Profit/Loss Value: Inconsistent Daily Profit/Loss Between Charts of Same Symbol and Account


And, how do I get the average fill price and price columns on the Trade Orders window to display the correct fill price instead of "infinity" or "0"?

It makes sense the price column is 0 on the Trade Orders window for a market order.

We will look into why you get Infinity for the average fill price. We see why this could show infinity and that will be resolved in the next release. But if there are no fill prices from CQG, then it would be zero instead.

Please consider using this service, for consistently reliable Daily Profit/Loss values:
Sierra Chart / Trading Technologies Futures Order Routing Service
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, use the Teton service:
Sierra Chart Teton Futures Order Routing
Date Time Of Last Edit: 2020-02-10 02:27:44
[2021-03-12 12:31:38]
Nkrastins - Posts: 34
Hello,

I am currently on a SIM account, I use 5-point DOM/Tick Increment for NQ, however, I am noticing data discrepancies between my charts.

I very frequently see that if I trade based on a DOM, a regular chart the price even hasn't touched my limit order but the position gets filled. When I want to take off for a profit let's say on a DOM I enter on a BID and exit at the ASK, on a DOM it shows 5 point profit, but on a regular chart, it shows anywhere 3.25-3.5 point profit.

And, all the small trades -+2 point profit/losses don't get even registered a DOM.

This brings me to the question, how do correctly calculate my P/L?

Thanks
imageP&L.PNG / V - Attached On 2021-03-12 12:15:13 UTC - Size: 160.83 KB - 478 views
[2021-03-12 17:21:38]
Sierra Chart Engineering - Posts: 104368
Refer to this page:
Profit/Loss Calculations and Symbol Settings

And also to:
Trade Simulation: How Orders are Filled
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
[2021-03-13 20:13:09]
Nkrastins - Posts: 34
Ok, thanks

Well I need to use a custom tick value for my trading style.

So are there any differences between SIM trading and real accounts in terms of filling orders, assuming I trade just a couple contracts?

I plan to use Sierra routing service for my real account.

Thanks
[2021-03-14 16:11:41]
Nkrastins - Posts: 34
Ok, nvm.

This explains my issue.

Simultaneous Live and Sim Trading

To post a message in this thread, you need to log in with your Sierra Chart account:

Login

Login Page - Create Account