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[Locked] - New Super Enhanced Trade Simulation Service

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[2021-07-02 10:51:03] #75 [Go To First Post]
Sierra_Chart Engineering - Posts: 14017
Regarding post #73 and Forex symbols, we will get that issue resolved. 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

[2021-07-14 16:12:34] #76 [Go To First Post]
User987654 - Posts: 65
I am using Version 2285 and I am having a couple of issues. 1) Under "Service Settings" I am not seeing the option to "Use Enhanced Trade Simulation Service" 2) When I have the Trade Positions and Trade Account Monitor windows open, the "Open Profit/Loss" are not matching up. I am not sure if this is a timing mismatch or a difference in how they are calculated or a glitch. I have attached screenshots for both.


Open PnL.jpg / V - Attached On 2021-07-14 16:10:55 UTC - Size: 209.17 KB - 274 views Trade Service Settings.jpg / V - Attached On 2021-07-14 16:11:02 UTC - Size: 73.81 KB - 258 views

[2021-07-14 16:33:57] #77 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
1. That option has been removed because it is no longer needed. So nothing to be concerned with there. We need to update the documentation. 2. We did not do the calculation, is it just a small difference? They will not exactly match because the Trade Positions window, calculates the value locally, and does that at least twice a second whereas the Trade Accounts Monitor receives the value remotely and that will only be received every five seconds. 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

[2021-07-14 16:53:29] #78 [Go To First Post]
User987654 - Posts: 65
In the screenshot from message #76, it's off by $63,000, Trade Positions sums up to $65K, Trade Account Monitor shows -$2k. The screenshot attached to this message shows it's off by $47k, Trade Positions sums up to $72k, Trade Account Monitor shows $25k. In the past, just by looking at it without doing the math, I thought it was off sometimes maybe a little, I assumed it was just a timing mismatch. But today is the first time I have noticed it being off so much.


Open Position PnL.jpg / V - Attached On 2021-07-14 16:51:28 UTC - Size: 203.41 KB - 307 views

[2021-07-14 23:16:01] #79 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
This is resolved. It was an issue with the profit/loss calculation thread. For an unknown reason, it was not functioning. We still need to determine the cause. 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

[2021-07-15 22:19:19] #80 [Go To First Post]
User987654 - Posts: 65
I can't be sure this is related but it may help you determine the cause of the p/l not calculating. The calculation worked fine all day but after the end of day for the CME (17:00 EST) and it reopened (18:00 EST), the calculation stopped working again.

[2021-07-15 23:12:12] #81 [Go To First Post]
Sierra_Chart Engineering - Posts: 14017
We are fairly sure we determined the reason for the problem and we are putting out a software update in about 10 minutes. Let us know if you see a problem afterwards in the coming days. 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

[2021-07-19 08:10:50] #82 [Go To First Post]
cnev - Posts: 14
Hi I am in a small group who have been using this successfully for the past few weeks with no major issues while the kinks are been ironed out. For the first time we have run into a wall. Please see clip attached. Something is happening with the OCO orders, They are filling from old price action.


Private File Attachment Deleted.

[2021-07-19 08:52:49] #83 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
We apologize for this. When you described the problem, we immediately recognized what the issue is. We are correcting this now. Just allow about 10 minutes. 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: 2021-07-19 09:01:27

[2021-07-19 09:00:38] #84 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
This is now resolved. 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

[2021-07-30 23:53:49] #85 [Go To First Post]
Sierra_Chart Engineering - Posts: 14017
The web-based trading panel now supports the simulated trading service: Simulated Futures Trading Service: Web-Based Trading Panel And we are also finishing the long overdue market data support for the web-based trading panel. 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: 2021-07-31 00:59:38

[2021-08-03 21:48:34] #86 [Go To First Post]
User987654 - Posts: 65
I noticed an issue with how the prices display on the Trade Orders window. For example, if I have 3 assets with different pricing conventions (ie. CL - 2 decimal places, 6E - 5 decimal places, ZN - fractions), which ever one is the at the top of the Trade Orders Window (scroll position) causes all the other trades below it to change to its display format. I can send screenshots if you need it. It's not causing any problems with calculations but it confuses people (demo accounts) who are not familiar with market conventions.

[2021-08-03 22:00:19] #87 [Go To First Post]
User987654 - Posts: 65
I would like to make a request for an addition to the "Period Stats" under the Trade Activity Log. If possible, please add the "Account Value (NLV)" or the "Open Positions Profit/Loss" as a column (these values exist on the Trade Account Monitor but only for the current day). So for example, if the period selected is "Daily", it would show what the NLV was at the end of each day and if period is "Weekly", show the NLV for the end of the week, etc. Without it, it is difficult to do benchmarking comparisons when there are large open position gains or losses (ie. account performance vs S&P 500).

[2021-08-04 01:19:49] #88 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
This was a recent issue due to an optimization but has been corrected: For example, if I have 3 assets with different pricing conventions (ie. CL - 2 decimal places, 6E - 5 decimal places, ZN - fractions), which ever one is the at the top of the Trade Orders Window (scroll position) causes all the other trades below it to change to its display format. I can send screenshots if you need it. It's not causing any problems with calculations but it confuses people (demo accounts) who are not familiar with market conventions. Update Sierra Chart to the latest release: Software Download: Fast Update What we can add are these two fields for the Period Statistics: "Maximum FlatToFlat Trade Open Profit" "Maximum FlatToFlat Trade Open Loss" 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

[2021-08-04 01:56:45] #89 [Go To First Post]
User987654 - Posts: 65
I read the documentation for MFE and MAE but I don't think it helps my situation. I am looking for the NLV of the account on a daily basis. I assume the data for the Period Stats are taken as a snapshot at specific points in time. Is it not possible to also capture the Open Position Profit/Loss at the same time? Or maybe I am not understanding your suggestion and I can work out NLV from what currently exists and the MFE/MAE?

[2021-08-04 05:15:26] #90 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
All of the Trade Statistics functionality does not support anything related to account balance data. They are generated from order fills. This information can be determined from the fields of information with each fill: Is it not possible to also capture the Open Position Profit/Loss at the same time? Yes we think you can work it out. We have already implemented these new fields and they will be out tomorrow: Or maybe I am not understanding your suggestion and I can work out NLV from what currently exists and the MFE/MAE? 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: 2021-08-04 05:15:49

[2021-08-09 21:43:34] #91 [Go To First Post]
User987654 - Posts: 65
I am trying to use the ACSIL function sc.GetTotalNetProfitLossForAllSymbols(0) but it returns $0 even though there are many days of order fill data. Does this function not work with Trading Evaluator?

[2021-08-11 11:49:13] #92 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
It does but this information comes from the Trade Statistics for Charts tab of the Trade Activity Log: Trade Activity Log: Trade Statistics for Charts (Chart Stats) Tab 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: 2021-08-11 12:10:49

[2021-08-11 12:18:29] #93 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
We will run a test right now for this. We will include this in the Trading: Profit/Loss Text study. 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

[2021-08-19 10:28:02] #94 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
In the last few weeks we have been working on isolating the cause of a deadlock condition in this trade simulation service. When this has happened, it has interrupted this service for a few minutes at a time. It mostly has affected the delayed version of the service. The issue has occurred only a limited number of times like three or four times. We have finally identified the cause of this and resolved it. 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: 2021-08-19 10:28:46

[2021-08-20 18:49:24] #95 [Go To First Post]
User987654 - Posts: 65
I have an intermittent issue with orders being automatically cancelled because maximum position limit would be exceeded while testing with Trading Evaluator. I think I have narrowed down the situations under which this occurs. In the attached screenshot of the the Trade Activity Log, 2 orders (OrderID 44529 is LimitChase, OrderID 44530 is Limit) are entered through ACSIL to sell 2 contracts each, while the current positions is -2 and the limit is -6. 1 order (OrderID 44529) fills and Internal Position Quantity is updated to -4 from -2. But after this fill, order 44529 is still showing as Open when the second order tries to fill and then the system automatically cancels the second order since if both orders fill this would exceed the limit of -6. I have checked the logs of other trades under the same circumstances and they work fine. If requested, I can attach a screenshot of a similar trade that worked without a problem. The difference between them is the order in which the log shows trades being Open/Pending Open/Filled. I am only guessing the timing is the issue, so I am open to other suggestions.


Trade Activity Log.jpg / V - Attached On 2021-08-20 18:47:06 UTC - Size: 253.05 KB - 213 views

[2021-08-20 20:02:37] #96 [Go To First Post]
Sierra_Chart Engineering - Posts: 14017
But after this fill, order 44529 is still showing as Open when the second order tries to fill and then the system automatically cancels the second order since if both orders fill this would exceed the limit of -6. Why would the position exceed -6? If the position is -4 and the quantity of the sell order is 2, then this makes no sense. And we need to know know the Service Order ID. Not the internal order ID. And how is the position limit being set? Through the settings here?: Trade Account and Risk Management We need to know what specific setting you are referring to. 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

[2021-08-20 21:06:17] #97 [Go To First Post]
User987654 - Posts: 65
The new screenshots include the ServiceOrderIDs. The position limit is set using sc.MaximumPositionAllowed and I have yet to see this limit exceeded, so I think it is working properly. This is my guess; even though 44529 is filled and the quantity has updated to -4, the system still thinks 44529 is open. When 44530 tries to execute, it adds it's -2 to the -2 of 44529 (which is still showing open even though it has filled) and the system cancels 44530 because if both orders execute, then the total position would be -8. If you look at the order in which 44529 and 44530 are "Open" under Order Status, you can see that 44530 (23:17:41:427000) opens before 44529 (23:13:41:427001). Also, 44529 shows that it is open again afterwards at 23:17:41.477. I've also attached another set of trades executed using the same block of ACSIL code that worked properly. You can see how the timestamps for the properly executed set of trades are sequential in terms of when each OrderID is opened. My ACSIL study enters 44529 in one block of code and then enters 44530 in the next block of code during the same iteration through the study and then checks for fills/etc. on subsequent iterations. Maybe if the server gets bogged down I am not giving it enough time to update the fill status before I try to execute the second trade? It happens very rarely though, I think only 3 or 4 times in the last week, but when it happens it really throws things off.


Malfunctioning Trades.jpg / V - Attached On 2021-08-20 21:04:17 UTC - Size: 263.23 KB - 252 views Working Trades.jpg / V - Attached On 2021-08-20 21:04:33 UTC - Size: 253.3 KB - 245 views

[2021-08-23 04:52:44] #98 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
Maybe if the server gets bogged down I am not giving it enough time to update the fill status before I try to execute the second trade? The server never gets "bogged" down. That just does not happen. Additionally what is described in post #94 is fully irrelevant to the issue. It has nothing to do with this at all. That only occurred one time. We should not even have posted that. This is my guess; even though 44529 is filled and the quantity has updated to -4, the system still thinks 44529 is open. When 44530 tries to execute, it adds it's -2 to the -2 of 44529 (which is still showing open even though it has filled) and the system cancels 44530 because if both orders execute, then the total position would be -8. No this is definitely not a correct understanding. The order that has been canceled was canceled by you. The information is below. It is not Sierra Chart canceling that. ActivityType DateTime Symbol OrderActionSource InternalOrderID ServiceOrderID OrderType Quantity BuySell Price Price2 OrderStatus FillPrice FilledQuantity TradeAccount OpenClose ParentInternalOrderID PositionQuantity FillExecutionServiceID HighDuringPosition LowDuringPosition Note AccountBalance ExchangeOrderID ClientOrderID TimeInForce Orders 2021-08-17 23:17:41.755996 [Sim]ZSX21 Cancel request from DTC client #6. Sierra Chart. 75.134.234.161 1047639 1047639 Limit 2 Sell 1355.75 Pending Cancel Jeff-Demo Open -4 0.00 Day Orders 2021-08-17 23:17:41.756018 [Sim]ZSX21 Simulated order canceled 1047639 1047639 Limit 2 Sell 1355.75 Canceled Jeff-Demo Open -4 0.00 Day Sometimes the order of the data in the trade activity log is not exactly how events occur just due to time stamping differences. We are now locking this thread. It is too long and this should not have been posted here. 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: 2021-08-23 04:54:18

[2021-08-23 15:22:46] #99 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
The other thing in regards to post #98, the prior post, is that Position limits, whether set on the Trading Evaluator service or within Sierra Chart, do not cancel orders. They only initially reject newly submitted orders or prevent order modification increases. 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: 2022-01-14 04:38:17

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