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Direct MessagesDate/Time: Wed, 24 Apr 2024 03:06:03 +0000
Submitting during the same bar rapid sequence of orders from spreadsheet
View Count: 413
| [2021-07-19 07:36:54] |
| Good Man - Posts: 5 |
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I want to submit several orders within the same bar using spreadsheet trading (ST). The logic of the ST seems to be designed to avoid it, but in my case I need it. The main problem is that trading signals can be reset only at new bar using the Reset Condition On New Bar study input, but this is not frequent enough for my purpose. I would like to be able to submit orders at each study update, which I set to 10 milliseconds, while trade bars (eve for tick data) can be updated some time only after few seconds(for illiquid symbols), and in any case I do not need historical trade data to submit my order, but only the bid/ask. As a workaround I use =ISODD(MILLISECOND(NOW())) as signal, which is switching between 0 and 1 randomly, but the performance is not ideal. How can signals be reset immediately after submitting an order instead of waiting for new bar, or manually creating a sequence of 0 as with the above mentioned workaround? Thanks |
| [2021-07-19 08:10:40] |
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Your Sierra Chart account which you have logged into this Support Board with is expired. So we know what Sierra Chart account you are using, go to Help >> Support Board from within the Sierra Chart desktop program and then post in this thread telling us this is done.
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 |
| [2021-07-19 08:45:40] |
| User155017 - Posts: 41 |
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Hi, I have the same question. Could add a forex study to the spreadsheet be a solution, since trade bars for eurusd for example happen very often? Of course the best solution would be to be able to reset signals at predefined time intervals, but I dont see any reset functionality other that the new bar reset. Thanks Date Time Of Last Edit: 2021-07-19 08:46:56
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| [2021-07-19 15:02:37] |
| Sierra_Chart Engineering - Posts: 14068 |
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Refer to: Spreadsheet Systems, Alerts and Automated Trading: Alert/Signal Only Once per Bar And: Automated Trading Management: Unmanaged Automated Trading You need to disable the restrictions and then you need to manage the entries yourself. 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: 2021-07-19 15:03:12
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