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Problems with spreadsheet automated trading in Sierra Chart


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Problems with spreadsheet automated trading in Sierra Chart

  #1 (permalink)
jcartru1974
Sioux Falls SD/US
 
Posts: 3 since Nov 2014
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I am interested in developing an automated trading system based on the Sierra Chart program.
In fact I have developed an strategy but I am not able of backtesting it. And here come my problems.
I set up my CLZ4 chart that include the spreadsheet study for trading with all the study settings set to No or default except for Signal Only on bar close (Column K,M). For the rest of the symbols I just duplicated the first set of studied and changed the symbol and range values, since I use range bars.
I ran the back test for the CLZ4 chart, and the signals for buy entry and sell entry that I set in the spreadsheet worked beautifully. BUT when I come to the rest of the charts the system does only read the sell entries. So I only have results for the short entries not the long ones.
THAT's A PROBLEM!!!
I am not sure of the possible cause but I could be something related to the following
I see Prior position quantity read only (-1)
I am pretty sure it could have something to do with it recognizing an existing position, and because no order can be let in if there is already a position in, it does not allow me to buy anything.
Could anybody let me know, how could I avoid this mistake in the program?
Probably I am doing something wrong, but I don't know how to solve it.
Any help will be appreciated.
Thanks.

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  #2 (permalink)
 Sawtooth 
Prescott AZ USA
 
Experience: Advanced
Platform: SierraChart
Broker: Stage5, FCM:Dorman, Data:Denali, Routing:Teton
Trading: YM ES NQ
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If your formulas are referencing any 'write' cells in column J, or any cell in column H, those values/formulas are not automatically copied to other sheets when duplicating a chart with a spreadsheet study. Further complicating the issue when duplicating a chart is that the Formula Source Sheet Number in the spreadsheet study's settings does not follow the new chart number (although this could be an advantage depending on how you want to configure the system).

The solution might be as simple as copying J and H formulas/values to all of the other sheets, but one way to keep things straightforward is to set the Formula Source Sheet Number of each spreadsheet study so that it matches the chart number it is applied to. Then copy/paste all of the formulas to each sheet so that there is complete separation between charts and their sheets.

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Last Updated on November 16, 2014


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