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Direct MessagesDate/Time: Fri, 19 Apr 2024 00:16:30 +0000
Inconsistent position price level between SC app and web trading
View Count: 657
| [2021-05-06 17:38:09] |
| User315411 - Posts: 47 |
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Hi SC support, The current ge position in my account is shown at 99.825 in SC app but 99.82 in web trading interface. Is it just because the rounding off on the web page? Can you make them consistent? Thanks. |
| [2021-05-06 18:53:51] |
| Sierra_Chart Engineering - Posts: 13999 |
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What is the symbol 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 |
| [2021-05-06 18:57:00] |
| User315411 - Posts: 47 |
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It's GE.
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| [2021-05-06 19:01:27] |
| User315411 - Posts: 47 |
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Also the order level was like 99.80999747858732 which is not rounded to the tick size.
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| [2021-05-06 19:26:49] |
| Sierra_Chart Engineering - Posts: 13999 |
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We will make sure there is rounding to the specified value format for the price values on the web-based trading panel. Regarding the Position Average Price, what you see on the web-based trading panel should match what is in the Trade >> Trade Positions Window within Sierra Chart. You cannot compare it to the chart because the calculation method could be different. 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 |
| [2021-05-06 19:29:18] |
| User315411 - Posts: 47 |
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Yes, I was referring to Trade Position Window average price, which is different than Web.
Date Time Of Last Edit: 2021-05-06 19:29:57
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| [2021-05-07 03:52:07] |
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The position average price value should not be different. They originate from the same source. Unless Sierra Chart is connected to a different server than the web-based trading panel but that should not matter.
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 |
| [2023-12-20 18:42:52] |
| User87521 - Posts: 81 |
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File submitted, not sure if it worked.
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Attachment Deleted.  trading position average price.png / V - Attached On 2023-12-20 18:41:21 UTC - Size: 427.69 KB - 41 views |
| [2023-12-20 18:43:05] |
| User87521 - Posts: 81 |
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I have been doing some research into a problem I am having with Trading Position Average Price. I am running a Spreadsheet System for Trading. I am trading MNQ. Interactive Brokers. Yes, I know but I hope you can help. Before getting into it, I will say that the Auto trading seems to be working quite well. I have not encountered any other problems other than with Trading Position Average Price. I have used this Study to set a stop loss on my trades so it doesn't actually impact the normal buys and sells. First Issue: If I decide to close a position manually through TWS it does not update in the TPAP Study. The open position stays. I actually have to go into the Trade Activity Folder and delete the contents as well as the Backup folder to clear the TPAP. Second Issue: This occurs intermittently and I cannot seem to figure out why. The Spreadsheet System for Trading will take a trade, and will close a trade (exactly as it should) but TPAP does not update. Third Issue: TPAP does not match The Trade Activity Log. See attached screenshot under a different posting for a current live shot. As I said the auto trade system is working perfectly taking buys and sells. But, I need to have this failsafe of a "stop loss" and TPAP seems to be the best way to accomplish this. I am also going to add a Column J filter for this but have not yet. As a second failsafe. Is there something I'm missing? The TPAP should equal the Trade Positions Windows. Thanks for your help. I've been with Sierra for probably 20 years. I am very happy with it. Date Time Of Last Edit: 2023-12-20 18:44:16
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| [2023-12-20 18:57:55] |
| John - SC Support - Posts: 30953 |
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First Issue: If I decide to close a position manually through TWS it does not update in the TPAP Study. The open position stays. I actually have to go into the Trade Activity Folder and delete the contents as well as the Backup folder to clear the TPAP.
Is it just the "Trade Position Average Price" study that has the issue, or are you missing the data in the Trade Activity Log? If the Order Fill is not showing in the Trade Activity Log for manual change in TWS, then this is because TWS is not sending the information back to Sierra Chart. Refer to the following: Interactive Brokers Trading Service: Orders Entered from Trader Workstation do Not Appear in Sierra Chart Second Issue: This occurs intermittently and I cannot seem to figure out why. The Spreadsheet System for Trading will take a trade, and will close a trade (exactly as it should) but TPAP does not update.
We would need a specific workflow that can reproduce this. If you have something that you know causes this to occur, then let us know. Third Issue: TPAP does not match The Trade Activity Log. See attached screenshot under a different posting for a current live shot.
Which is the correct value - 0 or 16979? In other words, which is correct, the Trade Positions Window or the "Trade Position Average Price" study? For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2023-12-20 19:15:43] |
| User87521 - Posts: 81 |
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The Trade Activity Logs seems to work perfect. The correct value in the attached screenshot should be 0. (which is reflected correctly in the Trade Positions Window and the Trade Activity Log) Date Time Of Last Edit: 2023-12-20 19:16:38
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| [2023-12-20 19:44:34] |
| John - SC Support - Posts: 30953 |
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Is there a specific workflow that you know will cause this to reproduce?
For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2023-12-20 20:12:50] |
| User87521 - Posts: 81 |
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For the second issue I cannot determine anything that would create the problem. It will work then it doesn't. I'm sure there is something but I cannot find it. FWIW, I shut down/re boot every day. This does seem to fix the problem but it will eventually recur. For the first issue, I can cause it every time simply by taking a manual trade instead of letting the program take the trade. On a manual trade it does not seem to hit the TPAP, although it does update in the Trade Activity Log, the Trade Position window - etc. A re-boot does not fix this. I have to delete the files in the Backup and Trade Activity Folder. The manual trade will, however, update the trade activity and trade position window immediately. The TPAP also does NOT affect the trading in any way. For instance, I have Max. Positions set to 1. So, if there is an existing trade position it should not take a trade. But, when there is actually NO position (regardless of the TPAP study) the trade will go off properly. |
| [2023-12-20 23:28:30] |
| John - SC Support - Posts: 30953 |
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For the second issue, what we notice from the image you provided that the chart is not scrolled all the way to the end. Keep in mind the "Trading: Position Average Price" (TPAP) study shows the Position Average Price over time. So if you scroll back, you will see the price as it was at that time, which is not the current Position Average Price. To see the current value, you need to be scrolled to the end of the chart.
For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2023-12-21 02:40:09] |
| User87521 - Posts: 81 |
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No, that's not it. The Chart session time ends at 13:00:00. The TPAP was not working all day. I just deleted the Trade Activity and Backup files and TPAP will likely work again until I do something manual again.
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| [2023-12-21 14:01:07] |
| John - SC Support - Posts: 30953 |
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We will see if we can reproduce this, but without some specific workflow it will be hard to figure out. When it does occur again, please get us your "Trade Activity" files, as you should not have to delete these. Perhaps we can figure out what occurred from these (we do not know, but we'll see). And you definitely do not need to delete the backup files, as those are not used for anything unless you specifically retrieve them. For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2023-12-21 16:08:40] |
| User87521 - Posts: 81 |
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OK, today provided a good opportunity. As you can see there were multiple trades. The first 2 everything worked perfect. Trade Activity Window, Trade Position Average Price. All updated exactly as they should and was full auto mode. No manual interference. On the third trade, it was initiated with the auto trade study. Again, all good. I closed the trade manually at 10:20:00 or so. Since then, the TPAP continues to show an open position. The trade activity window also show the position as open. I have attached a file. Not sure if it will appear. Couldn't do through the program as I included some Interactive Brokers info. |
Private File |
| [2023-12-21 17:13:26] |
| John - SC Support - Posts: 30953 |
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From what you show, the Trade Activity Log and the TPAP are showing the same information, which is what we expect to have happen. If you closed the position in TWS, and it is not reflecting in Sierra Chart, then this is the issue with Interactive Brokers not updating Sierra Chart. The one thing we are confused about is the Positions window - if the position has not been closed out, then why is it not showing in that positions window? For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2023-12-21 17:33:56] |
| User87521 - Posts: 81 |
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The position was closed out - manually through TWS - at about 10:20:00. The positions window is correct.
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| [2023-12-21 20:46:42] |
| John - SC Support - Posts: 30953 |
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We can not help with a manual closing of a position through TWS, as the underlying issue is that TWS is not sending the information for that order fill to your system. We are still a bit confused on the Positions Window. It is not showing the position for the MNQ which is showing as open in your Trade Activity Log. When you see this again (you have an open position according to Sierra Chart, but it is not showing in the Positions window) then on the Positions Window select "Edit >> Refresh Trade Data". Let us know if the window updates to show you the open position. For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2023-12-21 22:14:20] |
| User87521 - Posts: 81 |
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When there is a position in TWS, it is correctly reflected in the Trade Positions Window. There is a potential inconsistency between the Trade Positions Window and the Trade Activity Log if trades are opened or closed manually through TWS. This does not update in the Trade Activity Log, which, given that it was not done through Sierra is not really an error. Since it doesn't update in the Trade Activity Log it also doesn't update the Trade Position Average Price Study. I think I have found a workaround solution to this. If I simply edit the Trade Activity Log manually whenever I take a manual trade through TWS, it seems to also update the TPAP. (this is what I really need, a correct TPAP in order to have a stop loss to my trading system) This seems to fix the problem without deleting the actual Trade Activity log entirely. I will let you know if this does not work in the future. It would seem to me that a warning might be helpful here, when the Trade Activity Log does not equal the Trade Position Window. Also, perhaps a Study that would initiate a manual trade through Sierra would be helpful. (a Close Position button) Anyway, thanks for your help here. I have been able to solve a major issue that would have had significant consequences to my system. |
| [2023-12-28 00:00:30] |
| Sierra_Chart Engineering - Posts: 13999 |
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This is not something we would add because the Trade Activity Log does not keep track of the positions in a way which can be compared to the Positions Window. It would seem to me that a warning might be helpful here, when the Trade Activity Log does not equal the Trade Position Window.
Although if you do look at the Trade Activity Log >>Chart Stats tab, position inconsistencies are shown there. And it is also documented in the Trade Activity Log documentation, that trading done outside of Sierra Chart is not guaranteed to be in there: Trade Activity Log: Missing Trade Activity 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: 2023-12-28 00:05:33
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