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Add position and PnL as subgraph study to chart
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Add position and PnL as subgraph study to chart

  #1 (permalink)
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Add position and PnL as subgraph study to chart

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On my smallest chart (10K vol) I want to add my current position (contracts) and PnL graph as a subgraph study. I know Sierra supports that.

My trouble is that I chart with IQFeed, and execute with IB. That is two separate instances of Sierra. How can I pull in the IB broker data for this subgraph study to plot on my chart instance?

I am hoping @SierraChart or someone else can help me.

Mike

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  #2 (permalink)
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As far as I know, you would have to plot it on a chart created in the IB instance of Sierra.

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  #3 (permalink)
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josh View Post
As far as I know, you would have to plot it on a chart created in the IB instance of Sierra.

I figured. And that sucks. Penalized for having a good setup dedicated data and separate broker

Sent from my phone

Due to time constraints, please do not PM me if your question can be resolved or answered on the forum.

Need help?
1) Stop changing things. No new indicators, charts, or methods. Be consistent with what is in front of you first.
2) Start a journal and post to it daily with the trades you made to show your strengths and weaknesses.
3) Set goals for yourself to reach daily. Make them about how you trade, not how much money you make.
4) Accept responsibility for your actions. Stop looking elsewhere to explain away poor performance.
5) Where to start as a trader? Watch this webinar and read this thread for hundreds of questions and answers.
6)
Help using the forum? Watch this video to learn general tips on using the site.

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  #4 (permalink)
Just a boy
Auckland, New Zealand
 
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Big Mike View Post
I figured. And that sucks. Penalized for having a good setup dedicated data and separate broker

Sent from my phone

Hi Mike,

I know this maybe inconvenient for you. But why don't you do what @josh has suggested and then use an overlay study to bring the answer from the 'IB chart' to the 'IQ Feed 100k volume chart'.

Background here;

Using Multiple Data and Trading Services/Connections at the Same Time - Sierra Chart

I know you think it sucks and you are being penalised, but I think you can still achieve what you want.

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  #5 (permalink)
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steve2222 View Post
Hi Mike,

I know this maybe inconvenient for you. But why don't you do what @josh has suggested and then use an overlay study to bring the answer from the 'IB chart' to the 'IQ Feed 100k volume chart'.

Background here;

Using Multiple Data and Trading Services/Connections at the Same Time - Sierra Chart

I know you think it sucks and you are being penalised, but I think you can still achieve what you want.

You are saying 'Overlay chart' can work with an external instance of Sierra? I wasn't aware of that.

Edit: Oh, I see.

Mike

Due to time constraints, please do not PM me if your question can be resolved or answered on the forum.

Need help?
1) Stop changing things. No new indicators, charts, or methods. Be consistent with what is in front of you first.
2) Start a journal and post to it daily with the trades you made to show your strengths and weaknesses.
3) Set goals for yourself to reach daily. Make them about how you trade, not how much money you make.
4) Accept responsibility for your actions. Stop looking elsewhere to explain away poor performance.
5) Where to start as a trader? Watch this webinar and read this thread for hundreds of questions and answers.
6)
Help using the forum? Watch this video to learn general tips on using the site.

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  #6 (permalink)
Elite Member
Boulder, Colorado
 
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Make iqfeed instance the remote.

It sounds as though you are thinking about your situation backwards. Typically you want to sit in front of whichever instance of SierraChart is connected with your broker. There is no need to even look at an instance that is connected to a separate datafeed. All of the data from the datafeed instance is available in any chart in the broker instance (in the Find Symbol screen just select the other instance from the Instance pulldown menu), or even in a Trading DOM without a local chart (Global Configuration/General/General2/Use Non-Chart Data from Remote Instance).

This design of a separate instance per datafeed sounds quite reasonable, since it allows one to run many datafeeds in completely separate process spaces and do all of your programming and viewing in the broker instance. Sadly, SierraChart did not fully implement the design as it is described. For example, they say "Quote Boards were not intended to be linked to charts using data from a remote instance of Sierra Chart because they themselves do not contain symbols from a remote instance." Except for this limitation, it works fine though. You should not have a problem accessing data from your iqfeed in a chart in your IB instance, where the positions are readily available.

The new Sierra Chart feeds use a different approach. Rather than running a separate instance of SierraChart for the datafeed, you can click on Global Settings/Data/Trade Service Settings/Allow Support for Sierra Chart Datafeed. This allows access to their data directly in the IB instance. I switched from iqfeed to the SC feeds as soon as they became available and have never looked back. The data seems better and I do not have the problem of not being able to use Quote Boards, and in reality it was sometimes a pain to have to run an instance just to get iqfeed data. I still run two instances that are connected to IB accounts and one instance that is the datafeed for the SC Forex feed, which does not take the new SC datafeed approach.

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  #7 (permalink)
AKA JiveTrader
san francisco, ca
 
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@jesslinn can you comment more about the reliability of the Sierra datafeed
what timeframe and instruments do you trade? any scalping?
have you had any outages?
what differences do you see vs DTN ?
does it offer extensive market breadth symbols like DTN?
...anything else you want to give us a heads up about

thanks



jesslinn View Post
It sounds as though you are thinking about your situation backwards. Typically you want to sit in front of whichever instance of SierraChart is connected with your broker. There is no need to even look at an instance that is connected to a separate datafeed. All of the data from the datafeed instance is available in any chart in the broker instance (in the Find Symbol screen just select the other instance from the Instance pulldown menu), or even in a Trading DOM without a local chart (Global Configuration/General/General2/Use Non-Chart Data from Remote Instance).

This design of a separate instance per datafeed sounds quite reasonable, since it allows one to run many datafeeds in completely separate process spaces and do all of your programming and viewing in the broker instance. Sadly, SierraChart did not fully implement the design as it is described. For example, they say "Quote Boards were not intended to be linked to charts using data from a remote instance of Sierra Chart because they themselves do not contain symbols from a remote instance." Except for this limitation, it works fine though. You should not have a problem accessing data from your iqfeed in a chart in your IB instance, where the positions are readily available.

The new Sierra Chart feeds use a different approach. Rather than running a separate instance of SierraChart for the datafeed, you can click on Global Settings/Data/Trade Service Settings/Allow Support for Sierra Chart Datafeed. This allows access to their data directly in the IB instance. I switched from iqfeed to the SC feeds as soon as they became available and have never looked back. The data seems better and I do not have the problem of not being able to use Quote Boards, and in reality it was sometimes a pain to have to run an instance just to get iqfeed data. I still run two instances that are connected to IB accounts and one instance that is the datafeed for the SC Forex feed, which does not take the new SC datafeed approach.


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  #8 (permalink)
Elite Member
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Futures Experience: Advanced
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Broker/Data: IB/various
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I am mostly trading SI, GC, ES, and CL futures but also several equities. I have recorded all the tick data since something like June 2014 (bid,ask,trade) for some 3000+ instruments so that I can do research directly from the scid files and run backtests and tests in sierra. I have several custom indicators and strategies cruising along simultaneously. All the strategies, including scalping and market making, run in 1 or 5 minute charts but access data from one or more hidden (or not) tick charts.

There were a couple of glitches with the feeds early on but I have not noticed any problems in recent months.

I did not run comprehensive tests to compare the SC feed to the IQ feed. The best data feed that I know of is DTN's other feed (nxcore) but I have not had that for a few years so could not run tick level tests against it either. Since the IQ feed did not have historic bid/ask records, I had little interest in it and just shut it off when the SC equity feed became available. I cannot remember whether the IQ feed had millisecond timestamps. Sierra Chart does not keep milliseconds from the feed but uses the milliseconds as a counter for ticks in a particular instrument, so unless one actually uses the IQ feed API, this is probably not a difference. I have never looked to see if there is any programmatic access to the SC feeds as there is for IQ.

The feeds have a number of indexes and stats. Unlike third party feeds for Sierra Chart, one also sees any data from the trading connection as well as the SC fees, so all the Interactive Broker symbols are transparently available.

While several of my chartbooks are set up specifically to trade a fixed instrument or set of instruments, some are set up to peruse a number of different instruments. The way that I do this is have a QuoteBoard with all the instruments of interest linked to several different charts of different time-frames and a trading DOM for manual trading. I can quickly get a complete picture of any of the instruments. This is where the SC feeds truly stand out, since I do not think there is a way to do this with the IQ feed. Either your QuoteBoard is in an instance of SC that is attached to IQFeed, in which case the links work and you can see data in the QuoteBoard but cannot trade, or it is in an instance of your broker feed in which case you can get the QuoteBoard to link but it will not show any data. I have been curious how other people accomplish this work flow ever since I complained to SC that the QuoteBoard did not work with remote data and was told that it was not designed that way and no one used it that way.

I do not know of other inexpensive retail type feeds that supply historic time and sales data (bid,ask,trade records).

I have not looked into the source of the data. It would not surprise me to learn that it comes from barchart although I think SC has its own servers.

Let me know if you have specific questions. If you have a list of symbols that you are interested in, I am happy to check if they have them, and/or I can post an SCID file if you want to compare the data with another feed.

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  #9 (permalink)
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djarum11 View Post
@jesslinn can you comment more about the reliability of the Sierra datafeed
what timeframe and instruments do you trade? any scalping?
have you had any outages?
what differences do you see vs DTN ?
does it offer extensive market breadth symbols like DTN?
...anything else you want to give us a heads up about

thanks

Please use a more appropriate thread. This thread is about adding a position/PnL graph as a subgraph.

Several threads exist for discussing data feeds.

https://futures.io/elite-circle/3873-analysis-comparison-different-data-feeds-platforms-bid-ask-studies.html

Also check data feed section.

Mike

Due to time constraints, please do not PM me if your question can be resolved or answered on the forum.

Need help?
1) Stop changing things. No new indicators, charts, or methods. Be consistent with what is in front of you first.
2) Start a journal and post to it daily with the trades you made to show your strengths and weaknesses.
3) Set goals for yourself to reach daily. Make them about how you trade, not how much money you make.
4) Accept responsibility for your actions. Stop looking elsewhere to explain away poor performance.
5) Where to start as a trader? Watch this webinar and read this thread for hundreds of questions and answers.
6)
Help using the forum? Watch this video to learn general tips on using the site.

If you want
to support our community, become an Elite Member.

Reply With Quote

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