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Direct MessagesDate/Time: Sat, 20 Apr 2024 10:57:25 +0000
Autotrading questions
View Count: 652
| [2021-07-26 20:10:41] |
| User155017 - Posts: 41 |
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Hi, I have some questions about auto trading with spreadsheets. 1)when using auto trading how to deal with data disconnections, to avoid wrong order signals? 2)can I trade symbols without an open chart? for example I can get quotes using spreadsheet quotes without having a chart open, and it would be convenient to do the same for auto trading sheets, or at least to link auto trade spreadsheet by just entering the symbol form the sheet, instead of having to add the study to the chart. This is very inconvenient for trading large number of symbols. 3)Are chase limit orders server or client side? For example, if SC crashed, do they keep working as expected on the SC servers? 4)How often are open positions updated? I noticed that using very small chart update intervals I can open, in auto trade spreadsheets, more positions that those I allow using conditions based on the number of open positions, which I can only explain as the results of not updating the number of open positions before new orders are submitted. When I increase the update interval there is not such a problem. 5)The maximum show option which is available in the trade window options, to manage iceberg orders, can be used also in auto trading? I do not see any option for that. 6)If that option is not available, is there any existing ACSIL code/spreadsheet to implement synthetic iceberg orders? I see many order types, but not iceberg, which should be easy to code. I could do it with spreadsheet, but given how important these orders are, I suppose there must be some example I could not find. Thanks Hera |
| [2021-07-30 03:33:03] |
| Sierra_Chart Engineering - Posts: 14017 |
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1. Why would there be a wrong order signal? It is impossible for us to answer because we do not know what the trading system is doing and how it is designed and what it is dependent upon. 2. Just using ACSIL: Automated Trading From an Advanced Custom Study 3. The management is client-side but the limit order is at the exchange. 4. They are updated instantly for simulated trading. Try using this setting: Automated Trading Management: MaximumPositionAllowed 5. No that is not supported at this time. 6. There are no examples for this. 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 |
| [2021-07-30 12:22:06] |
| User155017 - Posts: 41 |
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Hi, thanks, I got few more questions. 1 Lets say there was a data disconnection for 10 seconds, and the algorithm is using as input the last 10 seconds, this will generate false signals, because the data was was not updated. Before order submission there should be a check that last 10 bars of data are updated, or any other data check. For example bid/ask can be 0 when market are closed, which is artificial, so a system using bid/ask would trigger false orders. Is there any built in check of all these possible problems? 2 Regarding ACSIL 2.1 How can historical data be requested (and exported if necessary) for a given list of symbols. Can it be done via an external api call as it is possible with IB or Tradestation, using python for example? How to access historical data on your servers outside Sierra application? I am sure Sierra internally is sending queries to your data servers, but how can this be done quickly form outside Sierra? 2.2 Alternatively what is the way to download data for many symbols from ACSIL? 2.3 Can continuous futures be set up from ACSIL and the data be downloaded as above? In IB and Tradestation this can be done via API, because continuous futures have special symbols, and I need a similar method to get data for my analysis outside sierra, for many symbols. 4. For real trading, how quickly are the positions updated to avoid to send too many orders? Thanks |
| [2021-08-02 14:10:58] |
| John - SC Support - Posts: 30976 |
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1. If there was a disconnect for 10 seconds, then any missing data is filled in before the data starts flowing again. We do not see how this would generate a false signal, as your algorithm would then run after the data was loaded and check the bars at that point. But, if it is something that you are worried about, then you would need to add a check to your algorithm to ensure that the last 10 bars contain the data you believe them to (i.e. you could check that the start time of the 10th bar previous was however many seconds prior to the current bar). 2. You can not get access directly to the data outside of Sierra Chart. But, you can access the data within Sierra Chart using ACSIL and you can then export it in whatever manner you want from your study. 4. Your positions are updated when we receive the information from your trading service. There is going to be some latency due to your connectivity (Internet latency in particular). We see that you are setup to use the Sierra Chart Order Routing Service and we can tell you that the time for us to get the order and the response from the exchange from our servers is under 1 millisecond. Refer to the information here: Sierra Chart / Trading Technologies Futures Order Routing Service: Introduction For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2022-01-11 09:28:32] |
| User155017 - Posts: 41 |
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Hi, I have a code written in Python using multi-threading/multiprocessing to manage multiple orders. Using C++ and SC can I also use the C++ libraries for multi-threading/multiprocessing to achieve the same functionality? All I need are separate threads to manage independently different orders, and use some shared memory between the threads for decision making. Thanks |
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