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Re: Sierra Chart Plugin [Re: AndrewAMD] #478662
11/21/19 18:16
11/21/19 18:16
Joined: Feb 2017
Posts: 1,718
Chicago
AndrewAMD Online OP
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AndrewAMD  Online OP
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Joined: Feb 2017
Posts: 1,718
Chicago
Well, maybe I can take a peek at it this weekend evening.

Re: Sierra Chart Plugin [Re: AndrewAMD] #478663
11/21/19 19:18
11/21/19 19:18
Joined: May 2018
Posts: 134
S
SBGuy Offline
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SBGuy  Offline
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Joined: May 2018
Posts: 134
Many thanks!

Re: Sierra Chart Plugin [Re: AndrewAMD] #478664
11/22/19 02:52
11/22/19 02:52
Joined: Feb 2017
Posts: 1,718
Chicago
AndrewAMD Online OP
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AndrewAMD  Online OP
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Joined: Feb 2017
Posts: 1,718
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This should get you started. When the connection fails, it crashes. I don't know why, and I don't care. tongue Bon appetit.
Code
#include <default.c>

int __cdecl BrokerOpen (char* Name, void* fpError, void* fpProgress); 
API(BrokerOpen,SierraChart)

int __cdecl BrokerLogin (char* User, char* Pwd, char* Type, char* Accounts);
API(BrokerLogin,SierraChart)

// int __cdecl BrokerHistory2 (char* , DATE , DATE , int , int , T6* );
// API(BrokerHistory2,SierraChart)

int fError(char* message) {
	printf("\n%s",message); 
	return 0;
}

int fProgress(DWORD prog) {
	return wait(0);
}

void run()
{
	if(!Test){quit("#Only [Test] mode supported.");return;}

	char outName[64],outAccount[1024];
	memset(outName,0,64);
	memset(outAccount,0,1024);
	
	printf("\ncheckpoint a");
	int o = BrokerOpen(outName,(void*)fError,(void*)fProgress);
	printf("\ncheckpoint b, outName: %s, o: %d",outName,o);
	BrokerLogin ("","","Demo",outAccount);
	printf("\ncheckpoint c");
	
	quit("#Done.");
}

Re: Sierra Chart Plugin [Re: AndrewAMD] #478665
11/22/19 21:00
11/22/19 21:00
Joined: May 2018
Posts: 134
S
SBGuy Offline
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SBGuy  Offline
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Joined: May 2018
Posts: 134
You da man!

Looks like it connected!

Let me see if I can figure the rest out :-)

Re: Sierra Chart Plugin [Re: AndrewAMD] #478667
11/25/19 05:02
11/25/19 05:02
Joined: May 2018
Posts: 134
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SBGuy Offline
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SBGuy  Offline
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Joined: May 2018
Posts: 134
Andrew, looks like it's working pretty well in TEST or TRADE mode with multi-asset strategies too. I will post the script here when I am comfortable there are no bugs.

However, I noticed that the volume data looks suspicious. It ramps up, zero, ramps up, zero. See the attached chart for AAPL.

Do you see this in your charts as well?

Attached Files AAPL-chart.PNG
Re: Sierra Chart Plugin [Re: AndrewAMD] #478669
11/25/19 12:59
11/25/19 12:59
Joined: Feb 2017
Posts: 1,718
Chicago
AndrewAMD Online OP
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AndrewAMD  Online OP
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Joined: Feb 2017
Posts: 1,718
Chicago
It’s by design. Now you can calculate volume per bar by calculating the difference between them. Plus it matches the volume you get in [Trade] mode.

Did you know that if you have M1 data, and you use a larger BarPeriod than 1, then Zorro discards all of the volume data in between each bar? For example, if you set BarPeriod to 5, Zorro discards four fifths of your volume data.

Re: Sierra Chart Plugin [Re: AndrewAMD] #478671
11/25/19 16:42
11/25/19 16:42
Joined: May 2018
Posts: 134
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SBGuy Offline
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SBGuy  Offline
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Posts: 134
I see, makes sense now.

Re: Sierra Chart Plugin [Re: AndrewAMD] #478672
11/25/19 20:47
11/25/19 20:47
Joined: May 2018
Posts: 134
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SBGuy Offline
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SBGuy  Offline
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Posts: 134
Hi Andrew, your timestamps appear to be off.

See the attached image comparing the EOD SPX data from Sierra Charts vs. Yahoo.

I think you mean to timestamp the bar just before midnight, but because it's stamped as midnight, the bar data is actually assigned to the next day. I noticed this on 1-minute bars as well yesterday, but the problem at 1-minute resolution was annoying but not a big enough deal. But on daily bars, that's a pretty big deal.

Your thoughts?

Attached Files SPX-diff.PNG
Re: Sierra Chart Plugin [Re: AndrewAMD] #478673
11/25/19 21:21
11/25/19 21:21
Joined: Feb 2017
Posts: 1,718
Chicago
AndrewAMD Online OP
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AndrewAMD  Online OP
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Joined: Feb 2017
Posts: 1,718
Chicago
That's a bug. I'll have a fix later this week.

Re: Sierra Chart Plugin [Re: AndrewAMD] #478674
11/25/19 21:42
11/25/19 21:42
Joined: May 2018
Posts: 134
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SBGuy Offline
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SBGuy  Offline
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Joined: May 2018
Posts: 134
Great! Thanks!

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