Sierra Chart Worksheet System For Trading/Alert Discussions

September 4th, 2018, 07:16 PM

luckcity

Using Spreadsheet System for trading. Preferring the stop order. mostly just to see the targeted price before execution. Could use a limit order, but with a stop, execution is guaranteed around the required price.

OK. You may want to look at the "Trade Management by Study" Study, where the stop can be moved to a new location based on your rules.

October 16th, 2018, 08:36 PM

Hi Tom,

In the current strategy, often seeing two signals on successive bars.
When any signal triggers, there is meant to be an stop order placed some distance away, and because it is offset, doesn't always execute.
So there is also a cancel working orders formula in J26, to cancel after 1 bar.

After 1st signal (bar complete), am seeing order placed, and the cancel after the 2nd bar completed is also seen.
The problem is, not seeing the 2nd offset order placed after the 2nd bar completes.

J26:
=IF(AND(K4,$J$3<0),1,0)
j22:
=IF(K4=1,E4+H12,0)

Will also add that the ss study has "Strict signal only on bar close evaluation" as N, otherwise wasn't seeing stop order placed.
Is the the only way we can enable J26?

April 8th, 2019, 08:12 PM

Hi Tom,

Nevermind last post, found a solution.

How can one store an stop, using entry candle) and not depend on end of candle

End of candle solutions include:

It could be as simple as this, in Z3:
=IF(K3,D3,Z4)

and

Try this, in a Formula Column e.g. P3:
=IF(K3,D3,IF(M3,0,P4))

When using intracandle, if signal did not persist through end of candle, the low (or high) doesn't get stored.

April 8th, 2019, 08:56 PM

luckcity

Hi Tom,

Nevermind last post, found a solution.

How can one store an stop, using entry candle) and not depend on end of candle

End of candle solutions include:

It could be as simple as this, in Z3:
=IF(K3,D3,Z4)

and

Try this, in a Formula Column e.g. P3:
=IF(K3,D3,IF(M3,0,P4))

When using intracandle, if signal did not persist through end of candle, the low (or high) doesn't get stored.

It's not possible to create a persistent variable of an intrabar value in a spreadsheet study. Only close-of-bar values can be made persistent.

The only intrabar values that are kept are J42, J43, J48, J49, J93, J94, J95, J96, but only the most recent one is kept.
Depending on what you are doing, sometimes these values can be used.

Another remote possibility is the use of Locking A Condition True, but this is limited to a boolean value.
https://www.sierrachart.com/index.php?page=doc/SpreadsheetStudiesSpecialTasks.php

April 26th, 2019, 12:42 AM

Hi Tom,

Is there anyway to have the TIMEVALUE(s) changeable by using a variable in the H column?
Have tried formatting the cell to Time format, and no luck
Jeff

tomgilb

Here's what I use in cell J28 to disable autotrading before and after RTH New York time:

=OR(J41-INT(J41)<TIMEVALUE("09:30:00"),J41-INT(J41)>TIMEVALUE("16:00:00"))

I use J41 because it is the chart's actual time, updated every new tick, to the second. A3 is another cell with a timestamp but it is the bar's open time so it changes only as frequently as the bar and, depending on the chart's timeframe, it may not be frequent enough. The Sierra documentation examples use NOW(), but that is your computer's time, so it would only work live and not during a replay.

Also, the SC documentation example uses a complicated configuration of hours and minutes that makes it difficult to see what times are used. I like using the TIMEVALUE function so that you can easily see the times. To edit, just change the times between the quotes.

If you want to also avoid the lunchtime trade, you could use this:
=OR(OR(J41-INT(J41)<TIMEVALUE("09:30:00"),J41-INT(J41)>TIMEVALUE("16:00:00")),AND(J41-INT(J41)>TIMEVALUE("11:30:00"),J41-INT(J41)<TIMEVALUE("13:30:00")))

To flatten your position before market close, put this in cell J29:
=J41-INT(J41)>TIMEVALUE("15:59:00")

April 26th, 2019, 04:41 PM

Quoting

Is there anyway to have the TIMEVALUE(s) changeable by using a variable in the H column?

Replace all of the TIMEVALUEs in the formula with a reference to a cell in column H that contains the actual value, e.g. =H3, where H3 = 16:00:00

April 28th, 2019, 05:41 PM

Thought it could work that way, but there must be a trick...
=J41-INT(J41)>TIMEVALUE(H8)
=J41-INT(J41)>TIMEVALUE("H8")
=J41-INT(J41)>TIMEVALUE($H$8)
=J41-INT(J41)>TIMEVALUE("$H$8")
found suggested elsewhere:
=FRACTIME(J41)>TIMEVALUE(H8)
=FRACTIME(J41)>TIMEVALUE("H8")
=FRACTIME(J41)>TIMEVALUE($H$8)
=FRACTIME(J41)>TIMEVALUE("$H$8")

for H8 tried Default (with and w/o quotes) and Time cell formats

All resulting in #VALUE or #NUM

April 28th, 2019, 09:09 PM

Use a formula like this:
=FRACTIME(J41)>H8
where H8 contains a hh:mm:ss value, e.g. 16:00:00

April 29th, 2019, 04:14 PM

cool...halfway there, Tom
=FRACTIME(J41)>H8
now working in Column J

Halfway there because also using a time reference in column W
=IF(AND(!X3,AA3),1,IF(FRACTIME(A3)>TIMEVALUE("12:55:00"),0,W4))

copying the pattern, tried
=IF(AND(!X3,AA3),1,IF((FRACTIME(A3)>H6),0,W4))

and #VALUE returned

April 29th, 2019, 06:00 PM

luckcity

cool...halfway there, Tom
=FRACTIME(J41)>H8
now working in Column J

Halfway there because also using a time reference in column W
=IF(AND(!X3,AA3),1,IF(FRACTIME(A3)>TIMEVALUE("12:55:00"),0,W4))

copying the pattern, tried
=IF(AND(!X3,AA3),1,IF((FRACTIME(A3)>H6),0,W4))

and #VALUE returned

You'll need an absolute reference to H6 for a formula in W3:
=IF(AND(!X3,AA3),1,IF(FRACTIME(A3)>$H$6,0,W4))
Also, X3 must be a numeric value when using !
If X3 = 0, !X3 will return 1
If X3 <> 0, !X3 will return 0

Sierra Chart Worksheet System For Trading/Alert Discussions

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Sierra Chart Worksheet System For Trading/Alert Discussions