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Sierra Chart Worksheet System For Trading/Alert Discussions
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Created: by tomgilb Attachments:4

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Sierra Chart Worksheet System For Trading/Alert Discussions

  #31 (permalink)
Trading Apprentice
sydney australia
 
Futures Experience: Intermediate
Platform: Sierra Chart
Favorite Futures: ES
 
Posts: 14 since Jul 2012
Thanks: 11 given, 1 received

spreadsheet counter

Hi Tom,

And Happy New Year!
Thanks so much for the Study Angle suggestion, and I should have known determining ranges can be done from columns B-G.

Today I'm trying to create a counter that will only enable after getting to 2.
I don't think an If statement can send a value to a different cell, was hoping to do something like
=IF(CROSSFROMABOVE(AS3:AS4,AA3:AA4),H6=1,0)
having H6 be the counter, but I'm guessing the all the counting will have to be done in one formula.

It won't be as easy as seen in other "counters", where e.g the previous bar is FALSE, and the current bar is TRUE, either.

This counter counts entry signals, and a separate formula (that happens to be the exit signal) zeroes the counter.

Ive seen the double-if, suggested in the past, that will persist the 1st if until the 2nd resets.
Could my counter be done similarly, perhaps using a triple if?
Or is there another way to do it where the enabling value is set in a simpler fashion?

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  #32 (permalink)
Elite Member
Phoenix AZ USA
 
Futures Experience: Advanced
Platform: SierraChart
Broker/Data: TradePro/TransAct
Favorite Futures: NQ YM
 
Posts: 314 since Nov 2009
Thanks: 126 given, 376 received


luckcity View Post
Hi Tom,

And Happy New Year!
Thanks so much for the Study Angle suggestion, and I should have known determining ranges can be done from columns B-G.

Today I'm trying to create a counter that will only enable after getting to 2.
I don't think an If statement can send a value to a different cell, was hoping to do something like
=IF(CROSSFROMABOVE(AS3:AS4,AA3:AA4),H6=1,0)
having H6 be the counter, but I'm guessing the all the counting will have to be done in one formula.

It won't be as easy as seen in other "counters", where e.g the previous bar is FALSE, and the current bar is TRUE, either.

This counter counts entry signals, and a separate formula (that happens to be the exit signal) zeroes the counter.

Ive seen the double-if, suggested in the past, that will persist the 1st if until the 2nd resets.
Could my counter be done similarly, perhaps using a triple if?
Or is there another way to do it where the enabling value is set in a simpler fashion?

Counting formulas, like persistent variable formulas, must be in a Formula Column.

You could just count from 1, and then require it be n-1 in the cell that references it.
If that doesn't work, you could use another Formula Column that simply subtracts 1 from the counting formula column.

Use a formula like this, e.g. in O3:
=IF(L3,0,IF(K3,O4+1,O4))


Last edited by tomgilb; January 16th, 2018 at 11:38 PM.
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  #33 (permalink)
Trading Apprentice
sydney australia
 
Futures Experience: Intermediate
Platform: Sierra Chart
Favorite Futures: ES
 
Posts: 14 since Jul 2012
Thanks: 11 given, 1 received

offset order


Hi Tom,
Increment the same cell's count and reference the last bar,
=IF(L3,0,IF(K3,O4+1,O4))
worked as suggested, thanks, had been looking at how to do counting for quite a while.
I am very close to going LIVE trading, now.

Not thinking next question is about formulas, but rather the spreadsheet setup.
Trying to create a stop order that is 30 ticks from the signal, and then cancel it after X bars.

The Working Orders cancel is working in J27.

Its the offset I'm having issues with.
J22 the Price cell, is
=IF(K3=1,E3+30,0)
and the target price appears there when Buy entry is true, expected.
And J71 (order type) is S for Stop.

But order seen is Market, after end of signal candle, not expected Stop, thirty ticks away.

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  #34 (permalink)
Elite Member
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Futures Experience: Advanced
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Thanks: 126 given, 376 received


luckcity View Post
Hi Tom,
Increment the same cell's count and reference the last bar,
=IF(L3,0,IF(K3,O4+1,O4))
worked as suggested, thanks, had been looking at how to do counting for quite a while.
I am very close to going LIVE trading, now.

Not thinking next question is about formulas, but rather the spreadsheet setup.
Trying to create a stop order that is 30 ticks from the signal, and then cancel it after X bars.

The Working Orders cancel is working in J27.

Its the offset I'm having issues with.
J22 the Price cell, is
=IF(K3=1,E3+30,0)
and the target price appears there when Buy entry is true, expected.
And J71 (order type) is S for Stop.

But order seen is Market, after end of signal candle, not expected Stop, thirty ticks away.

You must reference the ticksize:
=IF(K3=1,E3+30*J21,0)
If your entries are at close of bar, you must also reference row 4:
=IF(K4=1,E4+30*J21,0)

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  #35 (permalink)
Trading Apprentice
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Exit managing invidual contracts

Thanks for the offset info Tom,

Sounds like it was a formula issue after all.
Sorry, I saw the doc saying it required the tick size cell, but assumed since was working with tick size of 1, it wouldn't be needed.
I'm not sure it works, as I haven't had time this week yet, but thanks in advance.

Wanted to ask one more before the weekend, when I'll be able to do more

I'm guessing this question is the one that is answered "only with ASCIL, not in a spreadsheet."
1.
Is there anyway, by using Management by Study, or the Exit cells, to single out a contract, say the first of two, to exit differently than the 2nd contract?

Attached order management is great, but was hoping for just a little more control.
I think this was answered with the expected answer on the support board, here.

Too bad that two charts, with accompanying ss's isn't possible.
2.
I'd like to sneak in a 2nd question.
Is there "shorthand" for ranges, such as
=OR(P3=1,P4=1,P5=1,P6=1,P7=1,P8=1,P9=1,P10=1,P11=1,P12=1,K4<>1,K5<>1,K6<>1,K7<>1,K8<>1,K9<>1,K10<>1,K11<>1,K12<>1,K13<>1,K14<>1)
Think I saw a solution in the docs by using "...", but can't find it now.
Perhaps counters are the best for these situations


Last edited by luckcity; January 25th, 2018 at 12:16 AM. Reason: added 2nd ?
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  #36 (permalink)
Elite Member
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Futures Experience: Advanced
Platform: SierraChart
Broker/Data: TradePro/TransAct
Favorite Futures: NQ YM
 
Posts: 314 since Nov 2009
Thanks: 126 given, 376 received


luckcity View Post
Thanks for the offset info Tom,

Sounds like it was a formula issue after all.
Sorry, I saw the doc saying it required the tick size cell, but assumed since was working with tick size of 1, it wouldn't be needed.
I'm not sure it works, as I haven't had time this week yet, but thanks in advance.

Wanted to ask one more before the weekend, when I'll be able to do more

I'm guessing this question is the one that is answered "only with ASCIL, not in a spreadsheet."

Is there anyway, by using Management by Study, or the Exit cells, to single out a contract, say the first of two, to exit differently than the 2nd contract?

Attached order management is great, but was hoping for just a little more control.
I think this was answered with the expected answer on the support board, here.

Too bad that two charts, with accompanying ss's isn't possible

The Trade Management by Study study can only move one stop, it is always the one closest to the current price.
It's not possible to assign a specific stop to a separate instance of the TMS study, so using multiple instances would not provide any benefit.

It is possible to scale out using the Spreadsheet System for Trading study, using different conditions for each exit, albeit complex. You can even combine formula exits and Attached Orders' stops.

It is also possible to use 2 charts in the same chartbook, using the same-named spreadsheet, to do some fancy things, again complex. But the need for this would be rare, given other potentialities.

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  #37 (permalink)
Trading for Fun
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luckcity View Post
Is there "shorthand" for ranges, such as
=OR(P3=1,P4=1,P5=1,P6=1,P7=1,P8=1,P9=1,P10=1,P11=1,P12=1,K4<>1,K5<>1,K6<>1,K7<>1,K8<>1,K9<>1,K10<>1,K11<>1,K12<>1,K13<>1,K14<>1)
Think I saw a solution in the docs by using "...", but can't find it now.
Perhaps counters are the best for these situations

If P3, K4, etc. are either a 1 or a 0, then =OR(P3=1,P4=1, etc.) is the same as =OR(P3,P4,etc.)

For K4, K5, etc, you can use the Not operator ("!"), so =OR(K5<>1,K6<>1,etc.) is the same as =OR(!K5,!K6, etc).

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  #38 (permalink)
Elite Member
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Futures Experience: Advanced
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Posts: 314 since Nov 2009
Thanks: 126 given, 376 received


Quoting 
2.
I'd like to sneak in a 2nd question.
Is there "shorthand" for ranges, such as
=OR(P3=1,P4=1,P5=1,P6=1,P7=1,P8=1,P9=1,P10=1,P11=1,P12=1,K4<>1,K5<>1,K6<>1,K7<>1,K8<>1,K9<>1,K10<>1,K11<>1,K12<>1,K13<>1,K14<>1)
Think I saw a solution in the docs by using "...", but can't find it now.
Perhaps counters are the best for these situations

Try this:
Use a Formula Column to find all of the <>1 in K, e.g. column Q:
=K3<>1
In column R:
OR(SUM(P3:P12)>0,SUM(Q4:Q14)>0)


Last edited by tomgilb; January 25th, 2018 at 11:04 PM.
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  #39 (permalink)
Trading Apprentice
sydney australia
 
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highest in value in session

Hi Tom,

Back again for your help...

I wish to see a formula column cell show true when one of the SG columns have shown the highest value of the day's session (time set in J75)
e.g
[ID1.SG1] Volume is in column AA

AA3 270 true
AA4 120
AA5 80
AA6 230 true
AA7 130
AA8 200 true (session open)

I could do it, with a lot of OR's, but not quite sure how to clear the data from before session start

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  #40 (permalink)
Elite Member
Phoenix AZ USA
 
Futures Experience: Advanced
Platform: SierraChart
Broker/Data: TradePro/TransAct
Favorite Futures: NQ YM
 
Posts: 314 since Nov 2009
Thanks: 126 given, 376 received


You'll need to create an incrementing variable that resets at the session start, then find each time it increments.
The following example uses volume in column F:

Put this in cell O3:
=IF(OR(INT(A3)>INT(A4),AND(FRACTIME(A4)<$J$75,FRACTIME(A3)>=$J$75)),0,IF(F3>O4,F3,O4))
This resets at a new day or at the time in J75, and increments each time volume is greater.

Put this in P3:
=O3>O4
This finds each time it increments.


Last edited by tomgilb; August 20th, 2018 at 01:19 PM.
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