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Date/Time: Wed, 24 Apr 2024 19:23:12 +0000



ACSIL order error after update 1132

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[2014-05-04 22:00:55]
VF56002 - Posts: 27
Suddenly my strategies give me an order error during replay (sim mode) and have no idea why. Backtest also does not work for me but it all worked flawlessly before update ...

Alert Manager says: "Alert notification email error: Invalid Account | 2014-05-04 16:56:28"
Date Time Of Last Edit: 2014-05-04 22:01:57
[2014-05-05 01:17:01]
Sierra Chart Engineering - Posts: 104368
We will look into the Alert Manager error. However, specifically what errors are you getting in the Trade Service Log for orders? Copy and paste them 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
[2014-05-05 07:45:00]
VF56002 - Posts: 27
The strange thing is the Trade Service Log shows no info at all about error. It just stays empty.

I am using Rithmic with DDT/Crossland but I don't suspect trading service settings since replay works in the Simulation Mode. Trade window for chart shows "Sim" account selected.
Only error I see is one mentioned above when I have alerts activated in my strategy


[2014-05-05 07:50:49]
Sierra Chart Engineering - Posts: 104368
Is this an ACSIL trading system? Or are you using the Spreadsheet Trading 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
[2014-05-05 07:57:12]
VF56002 - Posts: 27
I have found the problem

This combination probably caused the error:

NewOrderLong.OrderType = SCT_MARKET;
NewOrderLong.TimeInForce = SCT_TIF_DAY;

I wonder why it worked before update and .. ts log did not provide any error details and alert contained "Invalid Account" error but everything seems to be ok now ...
[2014-05-05 08:06:51]
Sierra Chart Engineering - Posts: 104368

NewOrderLong.OrderType = SCT_MARKET;
NewOrderLong.TimeInForce = SCT_TIF_DAY;
This is OK. We will need to test 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, *change* to the Teton service:
Sierra Chart Teton Futures Order Routing
[2014-05-05 22:05:08]
Sierra Chart Engineering - Posts: 104368
We have tested the following function and we do not see a problem.

Make sure you recompile your code on the latest Sierra Chart version and you are using the updated DLL file.


SCSFExport scsf_ACSILTradingTest(SCStudyInterfaceRef sc)
{
  //Define references to the Subgraphs and Inputs for easy reference
  SCSubgraphRef BuyEntrySubgraph = sc.Subgraph[0];
  SCSubgraphRef BuyExitSubgraph = sc.Subgraph[1];
  SCSubgraphRef SellEntrySubgraph = sc.Subgraph[2];
  SCSubgraphRef SellExitSubgraph = sc.Subgraph[3];

  SCInputRef Enabled = sc.Input[0];


  if (sc.SetDefaults)
  {
    // Set the study configuration and defaults.

    sc.GraphName = "Trading Test";

    BuyEntrySubgraph.Name = "Buy Entry";
    BuyEntrySubgraph.DrawStyle = DRAWSTYLE_ARROWUP;
    BuyEntrySubgraph.PrimaryColor = RGB(0, 255, 0);
    BuyEntrySubgraph.LineWidth = 2;
    BuyEntrySubgraph.DrawZeros = false;

    BuyExitSubgraph.Name = "Buy Exit";
    BuyExitSubgraph.DrawStyle = DRAWSTYLE_ARROWDOWN;
    BuyExitSubgraph.PrimaryColor = RGB(255, 128, 128);
    BuyExitSubgraph.LineWidth = 2;
    BuyExitSubgraph.DrawZeros = false;

    SellEntrySubgraph.Name = "Sell Entry";
    SellEntrySubgraph.DrawStyle = DRAWSTYLE_ARROWDOWN;
    SellEntrySubgraph.PrimaryColor = RGB(255, 0, 0);
    SellEntrySubgraph.LineWidth = 2;
    SellEntrySubgraph.DrawZeros = false;

    SellExitSubgraph.Name = "Sell Exit";
    SellExitSubgraph.DrawStyle = DRAWSTYLE_ARROWUP;
    SellExitSubgraph.PrimaryColor = RGB(128, 255, 128);
    SellExitSubgraph.LineWidth = 2;
    SellExitSubgraph.DrawZeros = false;

    Enabled.Name = "Enabled";
    Enabled.SetYesNo(0);
    Enabled. SetDescription("This input enables the study and allows it to function. Otherwise, it does nothing.");


    // This is false by default. Orders will be simulated.
    sc.SendOrdersToTradeService = false;

    sc.AllowMultipleEntriesInSameDirection = true;

    //This must be equal to or greater than the order quantities you will be submitting orders for.
    sc.MaximumPositionAllowed = 10000;

    sc.SupportReversals = false;
    sc.AllowOppositeEntryWithOpposingPositionOrOrders = true;

    // This variable controls whether to use or not use attached orders that are configured on the Trade Window for the chart.
    sc.SupportAttachedOrdersForTrading = false;

    //This variable controls whether to use the "Use Attached Orders" setting on the Trade Window for the chart
    sc.UseGUIAttachedOrderSetting = false;

    sc.CancelAllOrdersOnEntriesAndReversals= false;
    sc.AllowEntryWithWorkingOrders = true;
    sc.CancelAllWorkingOrdersOnExit = true;
    sc.AllowOnlyOneTradePerBar = false;

    //This needs to be set to true when a trading study uses trading functions.
    sc.MaintainTradeStatisticsAndTradesData = true;

    sc.AutoLoop = true;
    sc.GraphRegion = 0;

    // During development set this flag to 1, so the DLL can be modified. When development is completed, set it to 0 to improve performance.
    sc.FreeDLL = 0;

    //sc.OnExternalDataImmediateStudyCall= true;//Increases CPU load. Use with caution.

    return;
  }


  //These must be outside of the sc.SetDefaults code block
  sc.SupportTradingScaleIn = 1;
  sc.SupportTradingScaleOut = 0;


  if (!Enabled.GetYesNo())
    return;

  if ( sc.LastCallToFunction )
    return;//nothing to do


  // Run the below code only on the last bar
  if (sc.Index < sc.ArraySize-1)
    return;


  s_SCPositionData PositionData;
  sc.GetTradePosition( PositionData);
  if (PositionData.PositionQuantity== 0)
  {
    // Create an s_SCNewOrder object.
    s_SCNewOrder NewOrder;
    NewOrder.OrderQuantity = 1;
    NewOrder.OrderType = SCT_MARKET;
    NewOrder.TimeInForce = SCT_TIF_DAY;

    //Specify a Target and a Stop with 8 tick offsets. We are specifying one Target and one Stop, additional targets and stops can be specified as well.
    NewOrder.Target1Offset = 8*sc.TickSize;
    NewOrder.Stop1Offset = 8*sc.TickSize;
    NewOrder.OCOGroup1Quantity = 1; // If this is left at the default of 0, then it will be automatically set.
    sc.BuyEntry(NewOrder);
  }

}


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

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