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Date/Time: Sat, 20 Apr 2024 07:30:24 +0000



[User Discussion] - "Set Dates to Exclude" - comma delimiter not working

View Count: 483

[2023-01-25 04:35:22]
User61168 - Posts: 342
Hello SC Support,

I am on the latest release and the comma delimiter mentioned in the thread below is not working. Is the delimiter removed from the latest version? Could I also request you to explore adding:
1) "Set Dates to Include". This will be a very powerful aid for users to troubleshoot or run algo on targeted days based on backtesting results in trade activity log
2) "Exclude all days when CME (or any exchange) is closing early (half-day) on holidays". I want my algo to ignore partial trading days :-!


New Global Symbol Setting to specify dates to exclude from chart
Date Time Of Last Edit: 2023-01-25 19:12:40
[2023-02-02 07:26:36]
User61168 - Posts: 342
Moving to User Discussion to see if anyone can confirm whether comma delimiter is working for them. I am looking for the ability to create a list of dates in excel and paste a comma delimited list to exclude from my chart. This is a powerful utility if we want to test how the algo performs during specific news release like FOMC. I just learnt about the comma delimiter and have never tried this feature in the past.
[2023-02-02 14:35:22]
Sierra_Chart Engineering - Posts: 14017
You can only use comma separated dates for Dates to Exclude, within the Global Symbol Settings:

Global Symbol Settings: Symbol Settings

It cannot be done within the Chart Settings but it should not matter because you can set them in the Global Symbol Settings.

As far as the other items requested, we do not have plans to implement those. However you can create a custom chart, to load only the data that you want:
ACSIL Interface - Custom Chart Bars
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: 2023-02-02 14:36:52
[2023-02-07 15:47:57]
ondafringe - Posts: 247
If you can code, you can accomplish what you want in ACSIL using inputs to a custom study. I use a number of them to prevent trading on certain days, such as what you mentioned: FOMC, 1/2 days, etc. And a whole list of dates to bypass while backtesting. As you say, being able to do that is very helpful.
[2023-02-07 16:00:06]
User61168 - Posts: 342
I don't have the skills to code in ACSIL but looks like time has come to learn. Would you be willing to share an example that I can modify to my needs. I am using Aligned Renko chart type. In my case, I want to include volatile/eventful days to test my algos thru the rigor and exclude all the "normal" days (opposite of what is offered by SC).
[2023-02-07 16:30:28]
ondafringe - Posts: 247
If you don't know how to code, an example won't do you any good because you would never get it to work.

Learning to code is a time consuming and extremely frustrating experience (think months, not days or weeks), although it is much easier to learn using SC because SC does all the heavy lifting. And I don't *think* you can pass information from an ACSIL study back to a spreadsheet study (?). If not, you would have to code your entire trading system in ACSIL first before you could make use of this.

However, if you still want a general overview of how I do it in ACSIL, I can give you that. And, yes, you can set it up to include or exclude dates.
Date Time Of Last Edit: 2023-02-07 16:36:23
[2023-02-07 16:58:59]
User61168 - Posts: 342
Thanks ondafringe. I have a long background in software engineering... just purposely stayed away from complex things when it comes to trading by self-enforcing a ban on anything outside of Simple Alerts formulas. As long as ACSIL can print a filtered chart the way I want it to (and some additional tweaks to delivered renko chart), there should be no impact to any of my algos as long as I can run my studies on a chart generated by ACSIL. I find working with code samples to be the fastest way to learn a new language. I would appreciate any guidance you could offer.
[2023-02-07 18:19:08]
ondafringe - Posts: 247
Just to clarify, what I'm talking about doesn't create a "filtered" chart. It may be possible to do that, but I've never had the need, so that is beyond where I ever wanted to go.

What I'm talking about is a standard chart with bars for every single trading day, as well as all partial trading days. The include/exclude dates either allow trading for that day or don't allow trading for that day. Same end result, just a different approach.

If that works for you, let me know and I'll work something up.
[2023-02-07 22:45:20]
User61168 - Posts: 342
I am looking for this
you can create a custom chart, to load only the data that you want:
ACSIL Interface - Custom Chart Bars
I will take whatever I can get but here's my wish list:
1) build a study (let's call it "Chart Builder") that I can include as a study to all my study collections.
2) Chart builder would allow me to input comma delimited data strings to include and exclude set of dates I choose to filter out or include.
3) Chart builder will have inputs that will allow me to select the chart type I need (4T range, aligned renko, 500volume, 1000 trades etc)... all chart type combinations that SC platform comes with along with the necessary inputs (gaps or no gaps, the list stated in the dropdown for renko chart type etc)
4) Whatever input is given to chart builder, I also want to reference them in my study collection meaning, if I have a 4 and select range bar chart, I should be able to access this value of "4" as a subgraph in simple alert formula. I have specific rules/logic based on these chart input parameters
5) This one is very important >>> Since SC does not allow me to "disconnect" the data feed at the chart level or enable/disable the entire study collection, I want a enable/disable input parameter to the chart builder study. This will allow me to disable this chart and save cpu cycles by not processing thus saving precious CPU bandwidth. This will allow me to add many charts in my chartbook without the overhead of processing any data from the feed.
6) I need atleast 4 Session Start and Session End time input settings (instead of just two delivered by SC....it should ignore what I set in the chart settings field)
7) Input parameters for Start date and End Date as a primary data range or number of days parameter setting just like chart settings
8) Chart Builder should output all the standard ID0.SGnn main chart subgraph values available in the platform.I will need to use these values in my study collection and simple alert formulas.
8) Performance should be as good as the delivered charts.

I know I am asking a lot :-)
Date Time Of Last Edit: 2023-02-07 22:45:38
[2023-02-07 23:14:44]
ondafringe - Posts: 247
Well, like I said, I've never had the need to create custom charts, so I'll have to leave that for you (or someone else) to figure out.

However, if you're going to learn to code, and you're going to tackle that as your first project, better caffeine up! lol

Anyway, good luck. :)
[2023-02-08 03:42:35]
User61168 - Posts: 342
Thanks. Moving to Programming help to explore if this is even feasible to do in ASCIL. I could scale down the scope to just a few chart types.

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