Support Board
Date/Time: Sat, 05 Jul 2025 08:11:05 +0000
AMP, Denali Feed, SC order Routing LAG
View Count: 742
| [2020-11-16 00:02:56] |
| User320357 - Posts: 3 |
|
I have a new AMP account setup with the Denali Data Feed and Sierra Order Routing. However, there is tremendous lag. EXAMPLE: My 10 tick stop is automatically moved to Break Even +2 when I hit a certain number of positive ticks. When I see it repositioned on the chart to where it should be (BE +2), there is no reason I should be experiencing a 10 tick or more loss on a stop out time after time as if my stop was never moved if the market then reverses against after the stop has been moved to BE +2 ticks from -10 ticks. This is WAY beyond occasional slippage of a tick or two. on top of that. If I stop out at BE +2 say after a couple of minutes, 90% of the time I incur a loss due to massive slippage. This does not happen on other platforms I have. Slippage is NOT on every trade. On top of that, the last time I used Sierra Charts years ago, when I clicked on the show fills button it showed the fills on the chart instantly. Now it takes about a minute with SC locking up until it can fulfill Show Fill request. Same thing happens when I hit the button to remove the Show Fills from the chart. I do not have this issue with any other trading account order routing that I have. Which tells me it is an data/order routing issue with SC. I have reliable Broadband ISP. 200mb. I'm hard wired to it. AMP Danali Feed with SC order routing AS INSTRUCTED Data Trade Service Settings: SC Futures Order Routing/Data (trading) Primary Server: Server 2 Secondary Server 1: Server 1 Secondary Server 2: Server 4 Need a fix because this is an un-tradable service. |
| [2020-11-16 03:09:17] |
| User320357 - Posts: 3 |
|
After the post above I saw the Sticky post: Recommendations to Improve Overall Sierra Chart Performance went through all of that (video) and have substantial improvements so far for what I have changed. One question I have though is what would be the minimum recommended Number of Days to Calculate for the Rolling VWAP study for each of the following Time Period Length settings? 1 Day VWAP Rolling 2 Day VWAP Rolling 3 Day VWAP Rolling 5 Day VWAP Rolling Although the 1 Day calculating time is not bad with 17ms with 10 days of calculation, the 2 Day is 1554ms 3 Day is 2152ms 5 Day is 2964ms with Number of Days to Calculate at 10 Additionally would the best option along with any suggested days to calculate be to run these in a different chart under another instance of SC? Thank you |
| [2020-11-16 19:07:25] |
| |
|
On top of that, the last time I used Sierra Charts years ago, when I clicked on the show fills button it showed the fills on the chart instantly. Now it takes about a minute with SC locking up until it can fulfill Show Fill request. Same thing happens when I hit the button to remove the Show Fills from the chart. This relates to a performance issue in Sierra Chart and this is the relevant help topic:High CPU Usage | Inactive User Interface | Poor Performance | Long Time to Load Chart Data | Charts Reloading Often It would be caused by a particular study. If I stop out at BE +2 say after a couple of minutes, 90% of the time I incur a loss due to massive slippage. This does not happen on other platforms I have. Slippage is NOT on every trade. This cannot be due to the platform. The order is working at the exchange and they fill the order. You need to ask the exchange about this.Number of Days to Calculate Can be set to the number of days for the calculation. So for 5 Day VWAP Rolling you would use 5. You should definitely should use a sub instance for the VWAP calculations: Using DTC Server for Data and Trading in Another Sierra Chart Instance 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: 2020-11-16 19:10:23
|
| [2020-11-17 01:57:19] |
| User320357 - Posts: 3 |
|
This cannot be due to the platform. The order is working at the exchange and they fill the order. You need to ask the exchange about this.
Okay I get that. It seems that in the end it came out correct as I went back through the everything and the profit of ticks was much different than originally shown on my screen. Weird. The bars were being painted very sluggishly. Which brings me to my next question. I have three future brokerages including AMP with Denali & SC routing. When I watch all three together it is obvious that on SC the bars are not moving the same way. They are not smooth and showing every tick as the other two platforms are and SC starts a new bar a fraction of a second slower than the other two platforms. Nothing changes with the bars if I'm only running SC. I believe I have altered everything suggested for SC and no change with this. Is there anything that I could have missed or anything specific that I could have missed to fix this? Would this be a data feed issue with Denali? NEVERMIND the above in Italics. I adjusted my Chart Update Interval and that took care of it Number of Days to Calculate Can be set to the number of days for the calculation. So for 5 Day VWAP Rolling you would use 5.
Okay, thank you.
You should definitely should use a sub instance for the VWAP calculations: Using DTC Server for Data and Trading in Another Sierra Chart Instance Date Time Of Last Edit: 2020-11-17 14:55:04
|
| [2020-11-19 22:45:22] |
| |
|
For future reference the relevant help topic for this is 4.2: https://www.sierrachart.com/index.php?page=doc/helpdetails4.html#h4.2 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 |
To post a message in this thread, you need to log in with your Sierra Chart account: