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Log of Changes and Improvements to Sierra Chart

This list contains major items of development, items which are notable, and changes and additions which users need to be informed about.

This is not a comprehensive changes and additions log. It only represents less than 25% of the actual development performed every day. There are not version notes for each version. The main Sierra-Chart documentation is updated as needed relating to the changes and additions.

In addition to the below listed items for each version, there are also various low-level improvements, issues resolved, and small additions that a release has which are not listed.

  • 508 Release Date: 2009-09-30

    • The automated trading logic in Sierra Chart has undergone many internal improvements and some logic changes. The changes are described here. In this list, when we mention a "variable", we are referring to both the Spreadsheet System for Trading study input with that name, and to an ASCIL variable beginning with "sc.".
      1. When calculating the position combined with working orders quantities, we no longer distinguish between child orders and other orders. They are all considered independent orders. Although, when we calculate the quantity of orders that can Exit a position, we continue to look at only orders that reduce the size of the position. However, we count them all as if they are independent orders without distinguishing whether they are children or not. For example, if you have a long position with a quantity of 1 and you have 2 sell orders (stop and target) with a quantity of 1 each, the combined effective position will be -1. However, there is still proper interpretation that a long position exists, with Exits and anywhere else a position is important.
      2. The Entry logic has been changed so that a long or short entry cannot occur if there is a long or short position respectively, independent of any working orders. Unless Allow Multiple Orders in Same Direction is enabled. Working orders are also calculated and combined with the actual position to see if an entry is allowed or not, as always.
      3. Reversal Logic: A reversal cannot occur unless a position in the opposite direction actually exists. A working order that can create a position in the opposite direction, is not sufficient. When calculating the quantity for the reversal, we look at the current position quantity and the quantities of orders that can exit the position only. We do not consider working orders that can increase the size of the position. If you have the option to cancel all working orders upon entry, enabled, then only the position is considered.
      4. A new variable has been added to cancel all working orders upon a trade Entry: CancelAllOrdersOnEntriesAndReversals. This replaces the variable to cancel all orders on a reversal. The default for this is true.
      5. A new variable has been added to control allowing an Entry if there are working orders: AllowEntryWithWorkingOrders. The default for this is false. In other words, if there are working orders, a trade entry cannot occur. This also applies to Reversals as well.
      6. The automated trading variable MaximumPositionAllowedInSameDirection has been renamed to MaxPositionAllowed. This is for both ACSIL and Spreadsheets. It will now apply whether Allow Multiple Orders in Same Direction is true or false. It also will be compared to the actual position and to the position combined with working orders quantities. These changes will create a more expected result and provide a safer automated trading environment.
      7. There has been some reorganization of the study Inputs for the Spreadsheet System for Trading study. It is critical that when you upgrade to version 508, that you review all of your input settings to make certain they are correct.
      8. Support for writing trade signals to a text file to be used by another program for trading, has been removed from the Spreadsheet System for Trading study. The reason for this is now that the trading capability in SC is much more advanced, there's no longer a need for this kind of capability. Also it has created confusion for some users because this option was enabled by the user when it should not have been. Additionally, how the SC auto trade logic applies when using an external program, can be very complicated. It is something we just simply do not want to support. We also are going to be expanding support for additional trading platforms to provide greater connectivity, so there no longer is a need to use other trading programs.
      9. The internal auto trade management processing is much more efficient and organized. The code for ACSIL Trading and Spreadsheet Trading is now 100% common.
      10. The Trade >> Trade Service Log now only shows trade signals that are ignored and the reason. It does not show trade signals that are followed and result in an order. You can monitor those through Trade >> Trade Activity Log Or Trade Orders Window.
      11. The automated trading variable AllowMultipleOrdersInSameDirection has been renamed to AllowMultipleEntriesInSameDirection. This is for both ACSIL and Spreadsheets. For all of the auto trade variables and the current names, see the Auto Trade Management documentation page.
      12. It is critical that when you upgrade to version 508 or higher, from a prior version, that you test your auto trade system in Trade Simulation Mode, whether implemented using ACSIL or the Spreadsheet System for Trading study, to be certain that it functions properly. You will need to make any appropriate changes based upon the above described changes.
  • 507 Release Date: 2009-09-28

    • Corrected a problem with the behavior of Interactive Scaling on the right side values scale when the ChartDOM is displayed. This problem arose in 503.
    • Updated the project template for Visual C++ Express.
  • 506 Release Date: 2009-09-22

    • Corrected a problem with Trailing Stops, and made other low level improvements. We continue to recommend that you use trailing stops only with a simulation account. We did do testing with TD Ameritrade and Transact. The trailing stop functionality worked as expected.
    • A Visual C++ Express Template project has been provided. For more information, see this support board subtopic.
    • Maximum Open Position Profit and Loss are reset after a trade order fill. On the Fill tab of the Trade >> Trade Activity Log, the Maximum Open Position Profit and Loss represent the values at the time of a trade order fill.
  • 504 Release Date: 2009-09-22

    • Corrected some issues where when switching between chartbooks in the Windows and Chartbooks window, the charts would not be listed and other issues.
  • 503 Release Date: 2009-09-21

    • Added the ability to rearrange the order of windows/tabs in the Windows and Chartbooks window. This can be found in the menu under Window >> Windows and Chartbooks.
    • Added the Extending Rectangle Highlight tool. This tool can be selected from the menu under Tools >> Highlight Tools >> Extending Rectangle Highlight.
    • Fixed issues with using secondary colors and possibly the color arrays for subgraphs 32 and higher in the ACSIL. This issue was a result of the change when the number of study subgraphs was increased from 24 to 40.
    • Added an Apply button to the Study Settings window when changing the settings of a study directly from the chart.
    • Updated the behavior of mouse pointer input on the Chart DOM so that the input is always accepted exactly where the mouse cursor is over when the mouse button is lifted.
  • 502 Release Date: 2009-09-21

    • Corrected a problem with ChartDOM order entry where the order type may not always be according to your settings when entering an order from the bid column. This problem arose in version 501.
    • For the time being we have restored the old Chart Values window until a possible problem with the new one is resolved involving high CPU usage which appears to be related to complex interaction with other windows.
  • 501 Release Date: 2009-09-18

  • 500 Release Date: 2009-09-16

    • Completed development of the new Trailing Stop feature. See the Order Types documentation for more informatino. We recommend using this feature at this time only in Trade Simulation mode or with a simulation account from your trading service. We have done some testing with Transact and Interactive Brokers and at this time we have not seen any problems. Nevertheless, if you do use a trading service, please use a simulation account when using trailing stops.
  • 498 Release Date: 2009-09-16

    • Corrected a problem with the Move to Breakeven Stop order type when the order is modified.
  • 497 Release Date: 2009-09-15

    • This feature has been restored, because the issue with it has been solved: When using the OpenECry service, it is now possible to be running Sierra Chart and the OEC Trader software at the same time when using the same username. You no longer need to have separate usernames. The OEC Username and Password are set under Global Settings >> Data/Trade Service Settings.
    • Added the trailing stop types Triggered Trailing Stop and Move To Break Even Stop. The Triggered Trailing Stop can be used as either a primary order or an attached order. The Move To Break Even Stop can only be used as an attached order. These trailing stops should only be used in Trade Simulation mode until testing with live services is complete.
    • Holding down the Ctrl key while double clicking on a chart drawing will now create a copy of that chart drawing before moving or adjusting it.
  • 496 Release Date: 2009-09-11

    • Solved the problem with applying study collections saved with recent releases. You will have received an error that says "Incompatible Study Collection File" and the studies would not be applied. This problem has now been resolved.
    • It is now possible to copy chart drawings from multiple charts to a chart. In the Copy Chart Drawings From Chart #'s box on the Chart >> Chart Settings window, simply enter a comma separated list of source chart numbers. As before, it is possible to also to use a single chart number.
  • 495 Release Date: 2009-09-10

    • This version corrects several problems related to new development that has been done. An abnormal shutdown or freezing condition related to recent work on the Chart Values Window has been resolved. A problem where the Based On setting for studies would be lost after an upgrade has been resolved. A problem related to the Open E Cry interface has been resolved. This would affect data processing and connections to Open E Cry.
    • Due to some problems encountered with the feature to support sharing the same OEC username and password that you use with the OEC trader software, this change has been temporarily removed. Be sure you run version 495 or higher as there is a problem with version 493 or 494 using this feature.
  • 494 Release Date: 2009-09-09

    • Increased the number of study subgraphs from 24 to 40.
  • 493 Release Date: 2009-09-08

    • Added two new base data arrays to the ACSIL: sc.BaseData[SC_UPVOL] and sc.BaseData[SC_DOWNVOL]. These actually replace upticks and downticks that were added in version 490.
    • When using the OpenECry service, it is now possible to be running Sierra Chart and the OEC Trader software at the same time when using the same username. You no longer need to have separate usernames.
    • Corrected some problems with the Zig Zag study when using calculation mode 3. Reorganized the Zig Zag study inputs and corrected a problem with the display of the line Lengths. The documentation has been updated.
    • Added the Simple Trailing Stop Limit order type.
    • When using the Spreadsheet System for Trading Study, the Signal Only Once Per Bar input is set to Yes, and a signal is ignored because of this input setting, this condition is now logged in the Trade >> Trade Service Log.
    • A window for joining intraday data files together has been added. This can be opened with Edit >> Join Intraday Data.
    • A window for patching missing data in an intraday data file from another file has been added. This can be opened with Edit >> Patch Intraday Data.
  • 492 Release Date: 2009-09-04

    • Added redesigned trailing stop functionality. The first trailing stop type that is now available is "Simple Trailing Stop". This can be used either as an independent order or as and Attached Order. This should only be used in trade simulation mode because it has not been thoroughly tested. Within the next week, will be releasing three additional trailing stop types. This will also include a move to breakeven stop.
    • Corrected a problem with the Chart Values window not maintaining the scroll position for each individual chart.
  • 490 Release Date: 2009-09-01

    • Renamed the sg structure to sc (Sierra Chart) in all of the study source code files. sg can still be used. It is still supported. The documentation will be updated very soon.
    • Corrected a trade order price problem with the interface to IB affecting prices with smaller values. This would typically apply to stocks. They were not transmitted with the exact required format and this would cause an order price rejected error. This problem has been solved.
    • Added several menu commands to the Settings (S) menu on the Trade Window.
    • A zero level is not drawn for 2 (Fibonacci) and 3 Point Retracement and Extension tools when a level of 0 is not specified in the Tool Settings.
    • Improved handling of auto-coloring when using the fill draw styles.
    • Added a new input to the Zig Zag study: Display Length of Zig Zag Line.
    • Improved the look and layout of the Chart Values Window.
    • Updated Buffy study collections have been provided to support changes to the Fill Draw Styles for studies. If you are using a Buffy study collection, then reapply it from the Analysis menu, in order to get proper colors.
  • 489 Release Date: 2009-08-24

    • When getting order information using the ACSIL functions for getting an order, the Symbol member of s_scTradingOrderDetails no longer will have [SIM] at the beginning if the order is simulated. For more information see Getting Order Information.
    • All of the latest trading development and changes since version 471 have been tested with the Open E Cry service. No problems at this time have been found. However, Marked If Touched orders on the Open E Cry simulation environment never seem to get out of a held state. This is a server-side issue.
    • The Bid Ask Volume Bars GraphDrawType has been changed. The BidVolume and AskVolume are now colored separately on each bar. Rather than the colors for the BidVolume and AskVolume being based upon the ratio of BidVolume to AskVolume, they are now based upon the total volume of the bar relative to other bars. By default brighter colors are used when the volume of the bar is large relative to other bars. And darker colors are used when the volume is small relative to other bars. The colors can be configured in Global Settings >> Graphics Settings. They begin with Bid Ask Bar:.
    • Source code for the following studies is now included in the /ACS_Source/studies7.cpp file: Market Structure, SC Woodies Panel (This serves as a good example to create a panel of text information on the right side of the chart), Zig Zag.
    • Individual Attached Orders that are now in the All Groups OCA group, are now linked together. For example, if there is a Stop Attached Order with the OCA group All Groups and it is split into two orders because the parent has a quantity of 2 and there are two individual Limit Attached Orders, then when one of the stops is adjusted, the other one will automatically adjust as well. When one stop is canceled, then the other one will be canceled as well.
    • At this point we believe all of the major trading development and changes that has been done since version 471 has reached a stable point. However, first do trading in simulation mode and then with a simulation account with your trading service before doing live trading. This is always good practice. If we hear of no problems from users, then we will recommend this version and higher for all trading since it is much enhanced compared to version 471 and earlier.
    • Corrected several data processing problems with the interface to CTS T4. These problems would cause tick and volume overcounting. The Net Change, Daily High, Daily Low and DailyVolume data values are also now set from the data feed.
  • 488 Release Date: 2009-08-20

    • Trade confirmations now indicate whether an order is simulated or not simulated. Additionally, detached charts now indicate whether Trade Simulation mode is on and also the trade mode box on the chart also indicates if Trade Simulation mode is on.
  • 487 Release Date: 2009-08-20

    • We have performed many tests of the trading interface to IB. We corrected a problem with MIT orders. No other problems have been found.
    • Various other low level trading improvements.
  • 486 Release Date: 2009-08-19

    • Downloading of historical intraday data from DTN IQ Feed is now much more efficient. Due to new improvements with IQFeed, now only the data that is missing from the chart is downloaded. This also makes intraday data refreshes much faster. So for example, if you are missing just 10 minutes of data, then only 10 minutes worth of tick data, if you are downloading tick data, is downloaded. Whereas previously, up to one or two days of tick data would need to have been downloaded. This was simply due to prior limitations which existed with DTN IQ Feed. We have also solved a less common problem where sometimes not all historical intraday data that is missing from the chart was downloaded. This was causing a small gap of data in a chart. This problem is now solved.
  • 484 Release Date: 2009-08-17

    • For Attached Orders, when an Attached Order is set to the OCA group All Groups, then it's quantity is automatically set to the parent quantity. There is no longer a need to set it.
    • On the Attached Orders tab of the Trade Window, when changing the Offset Type between %, Ticks and Price, the offset value is automatically recalculated to match the new type.
    • We have performed testing using the trading interface in Sierra Chart with a live Transact account and a live TD Ameritrade account. At this time no problems have been found with either of these services. With either of these services we see no reason to continue to recommend using only a simulation account with this prerelease version if you need to do live trading. When using a version from 472 through 482, only simulated trading is recommended. If any problems are found, report them to Sierra Chart support.
    • Various trading related improvements. A more detailed summary will follow soon as possible.
    • Added the option Save Tool Values Window Position for Each Chart in Global Settings >> General Settings. This option is still under development.
  • 479 Release Date: 2009-08-12

    • Corrected various issues discovered with the trading interface to Interactive Brokers, during testing. These issues arose from the recent trading changes that have been made.
  • 478 Release Date: 2009-08-11

    • Corrected a long-standing problem where when using the Copy Chart Drawings From Chart # feature in Chart Settings, there would be increased CPU usage due to continuous chart redrawing. This is no longer the case. A related flicker problem has also been solved, which apparently only occurred under certain system video configurations.
    • Support for entering OCA orders independent of a parent order. You can enter a Limit and a Stop order that are in an OCA group. This is supported through the Trade Window with the OCA Stop and Limit order type and also directly from the chart by right clicking and selecting OCA Stop and Limit.
    • Various other low-level improvements with trading and in other areas.
    • Corrected a problem with attached order submission to IB and Open E Cry. This arose with the recent changes with trading functionality.
    • Added the MACD-Volume Weighted study.
    • Added up and down buttons to re-arrange the order of the files to open on startup, found in Global Settings >> General Settings.
    • Added the ability to dock the Trade Window to the chart window. This is done through the menu command Trade >> Attach Trade Window To Chart. The trade window must be open as well. This is still under development.
    • Fixed an issue from a recent pre-release where downloading more than the current day of intraday data from TD Ameritrade did not work properly.
  • 477 Release Date: 2009-08-06

    • Corrected a problem where when downloading historical intraday data from the TD Ameritrade service, not all missing historical data from the chart may have been downloaded.
    • It is now possible to save and easily load Trade Window configurations. This can be performed on the More tab of the Trade Window. This configuration includes all of your Attached Orders so you can easily switch between different configurations.
    • Updated the interface to OEC to work around historical and real-time data issues that have been experienced since the required OEC API upgrade for the simulation environment. OEC has also fixed some issues with their new server software in the simulation environment. At this time it is believed the problems that have been experienced since there new API update, are resolved. However, only time will tell.
  • 476 Release Date: 2009-08-04

    • The data error filter now works with IB True Data Symbols. These are symbols that end with -TD.
    • Various low-level trading functionality improvements.
  • 474 Release Date: 2009-08-02

    • Corrected some minor order ID issues relating to the trading functionality changes that have been made in the recent prereleases.
    • Added the Triangle Up and Triangle Down study subgraph Draw Styles. The Bill Williams Fractals study has been modified to use by default these styles.
  • 473 Release Date: 2009-08-01

    • Corrected a problem with the Trade profit/loss calculations when using the option Ignore Position Quantity for Session Profit/Loss Calculations.
  • 472 Release Date: 2009-07-31

    • Numerous low-level improvements to the trading functionality and interface to make the trading code easier to maintain, make it easier to add new trading functionality, correct some less commonly encountered issues, and make the trading features more resistant to problems with the live trading service you may be using.
    • This version has undergone extensive internal changes to the trading functionality. Therefore the trading functionality should only be used in Trade Simulation Mode or with a simulation account from your trading service, until such time that you are certain the trading functionality works properly for you. If you have any problems contact Sierra Chart Support.
    • Various improvements with the display of filled orders on the chart.
    • The ACSIL order entry functions upon return now provide the ID of the new order that can used for subsequent cancellations and modifications. This is set in the InternalOrderID member of the s_scTradingOrderInput structure.
    • The Trade Activity Log now uses multicolumn list controls on each of the tabs for better and more organized viewing of the data.
    • When a reconnection to the data feed and trade server occurs, the working orders are completely preserved. This applies to all trading services.
    • With the OEC trading service, when a parent order fills or is modified, the Attached Orders adjust to maintain the specified offsets.
    • Corrected a problem where Filled Orders for all symbols would show on a chart when Trade >> Show Filled Orders is enabled.
    • Corrected a problem where when running a high-speed backtest even when using High Accuracy, and you have tick data, there would be some inconsistencies compared to a slower speed backtest across the same time period in the chart.
    • Added the Round Study Subgraph to Tick Size study. This study will round the selected study Subgraph data to the nearest tick size value based upon the Tick Size setting in Chart >> Chart Settings.
    • Added the option Auto-Snap Extending Trendline to High/Low to Global Settings >> Tool Settings >> TrendLines.
    • Updated the Average of 2 Subgraphs study so that it is now able to use subgraphs from two different studies.
    • When moving trade order lines on the charts, they will now get adjusted to the Tick Size, when the Adjust Tool Values to Tick Size option is enabled in Chart >> Chart Settings.
    • Added the ability to specify multiple chartbook and Spreadsheet files to open on startup in Global Settings >> General Settings.
    • Various other low-level improvements.
  • 471 Release Date: 2009-07-27

    • It is now possible when using Interactive Brokers TWS, to access all orders entered from TWS and other applications in Sierra Chart. To do this, select Global Settings >> Data/Trade Service Settings. Set the Instance # to Client ID: 0. You will need to reconnect to the data feed if you are already connected. You will be able to view, modify and cancel orders that Sierra Chart has access to.
  • 470 Release Date: 2009-07-17

    • In File >> Data/Trade Service Settings it is now possible to select an Instance # with a client ID of 0 when connecting to IB TWS. This allows Sierra Chart to have access to all orders including those orders directly entered from TWS. Additional changes will be made to support this.
    • Various low-level improvements.

*Last modified Friday, 02nd March, 2018.