Sierra

[JonnyT]

Hi jd,

The bronze package will backfill but you have to copy and rename data files over to a seperate installation of Seirra (you don't have to pay for this).

For instance ES`Z data file should be renamed to ES-200312-GLOBEX in the IB installation.

HTH

JonnyT

 

[fillyerboots]

jd

I have been trying to get mytrack historical data into Sierra whilst getting live from IB also. Your right, the Sierra info says this is possible. I have followed all the instructions but have been unable to log on to the mytrack server. Anyone else out there have any suggestions?

 

[JonnyT]

Can you get anything from mytrack? Do you have a MyTrack subscription?

Just try something like ES`Z on the MyTrack installation of Sierra.

JonnyT

 

[oatman]

Hi, how do I get a tick chart in Sierra please?

 

[JonnyT]

Hi Oatman,

You don't...

JonnyT

 

[fillyerboots]

Johnny T,

I have basic-delayed prices with My Track

 

[oatman]

Thanks

 

[jonnyy40]

How can I change Sierra MACD from EMA to SMA please?

 

[bertie]

SIERRA

mytrack has been playing up recently and i have big holes in my currency data.....how do i go about filling the gaps?

bertie

 

[Newtron Bomb]

bertie
It will be mytrack as they are the data provider and i am having the same problems as you
1 right click the chart in question
2 clcik edit min data
3 select the date position with the slide bar that the data is missing from
4 click delete from current position
5 click close

If there is backfill available you will get the blanks filled in. There have been no noticeable problems for the past few days

HTH

 

[jonnyy40]

Any of you boys tell me how to change MACD in Sierra from EMA to SMA,please?

 

[bertie]

SIERRA

thanks for the backfill info nb.....useful feature that.....

does anybody know the mytrack symbol for s & p 500 futures?

thanks....bertie

 

[jonnyy40]

ES`Z. Could anybody tell me how to change MACD in Sierra from EMA to SMA, please.

 

[Johnny Rotten]

Thanks Henry you're a star.

PS Ref a Tsim+ question ( I assume you are one and the same from the Eurostoxx site ) : if I move a stop in TSim+, presumably it moves the stop in TWS as well?

Bonjour RR we meet again. Be aware that TSim+ does not have any capability to use stop-limit ("native") orders for the ES and NQ. It only has plain Stop orders - colour blue in TWS window. This is very very scary trading with such orders(!) because they are held on IB servers and not Globex. With all the extra and uneccessary risk that entails. My advice for a quality front-end product for IB is www.ninjatrader.com

Always use "native" orders (colour green in TWS window) for stop-losses otherwise you are asking for trouble!!

 

[Johnny Rotten]

Heres another Sierra question :

Anyone know how I can get my various EMA's to NOT take into account the overnight data? I.E, I'm charting YM and ES and the overnight data tends to screw up my 20EMA and 100EMA.

Suggestions?? Hints and tips??

Muchos grassy bottoms.

When changing chart session times ....Don't forget to set the end time as 1 minute earlier. This is because Sierra bar times reflect the start time of a bar. So if you say that the session for ES "finishes" at 21:14 UK time ...then you will chart all data up to an including 21:14:59. What you want.

Whereas if you tell Sierra to collect data until 21:15 then you potentially will collect an extra minute of unwanted overnight data (depending on your symbol and when it trades).

This is an important thing to do for ALL your Sierra symbols. Set the chart end time as one minute earlier than you would instinctively do. Otherwise your "close" could be faulty on your charts. When I was messing around using minute charts (e.g. 405 minutes in the ES) to simulate daily bars for the ES pit session only ...I couldn't figure out why it was screwed up. Until I realised this issue.

 

[oatman]

Johnny, can u explain where these settings are in IB please?
I can't see what you're talking about.

 

[JonnyT]

Hi Jonny,

I disagree about native orders.

On some markets a sudden move will leave a stop limit order unfilled. I've experienced this on Globex more than once.

Something to be aware of.

JonnyT

 

[Johnny Rotten]

Johnny, can u explain where these settings are in IB please?
I can't see what you're talking about.

I am referring to the chart time settings within SierraChart nothing to do with IB. See Chart/Chart Settings.

 

[oatman]

Sorry mate, I meant the stops.

 

[Johnny Rotten]

Hi Jonny,

I disagree about native orders.

On some markets a sudden move will leave a stop limit order unfilled. I've experienced this on Globex more than once.

Something to be aware of.

JonnyT

JonnyT, (I'm JoHnny by the way) or 'Mr. Rotten' will do !!! ...

You misunderstand me. When using stop-limits for stop-losses, you must ALWAYS set a very wide margin between the stop and the limit part of the order. Your assumption is that they are the same price and of course in this situation the risk of going unfilled would be horrendous!

Suppose you are long ther ES and you want a protective stop-loss order at 1032.00. Guys who are not in the know (or guys using Tsim+ ....i.e. same thing!) will have a colour blue plain stop order at 1032.00. This order not only receives the lowest priority in terms of getting filled, it has the added risk of being held on IB servers. A glitch with IB's servers at the wrong time and bingo you just got creamed when they didn't execute your order.

Mr. Rotten on the other hand is also long, but he has a "native" STOP-LIMIT order to sell at 1032.00 stop 1012.00 limit. A 20 point difference between the two values. The effect is to create a marketable stop order as soon as 1032.00 is hit. The benefits are obvious:

a) It's already on Globex servers. IB could have problems and you're still safe
b) Because it's on Globex it been timestamped, queued and will be filled via the first-in-first-out rules. By contrast the blue plain stop order will be the very LAST order to get filled because it isn't even sent to Globex until the price is touched. So, the blue stop carries the additional potential for slippage.

Using native stop-limits in this customised manner is the ONLY way to go ..in my humble 'rotten' opinion. The risk is huge in using plain stop (colour blue) orders.

What's cool about NinjaTrader & other front-end products is that you can set this "offset" value (the difference between the stop and the limit order) in advance. There's no fumbling or messing around. As soon as I'm filled I've got a native protective stop-loss in the market automatically customised and sent out, along with a profit order ...sent out as a pair of OCA orders within a split second of being filled. Meanwhile, other traders are still fumbling around TWS using dangerous non-native stop orders without even knowing it.