3 registered members (7th_zorro, Aku_Aku, 1 invisible),
604
guests, and 0
spiders. |
Key:
Admin,
Global Mod,
Mod
|
|
|
Re: Sierra Chart Plugin
[Re: AndrewAMD]
#479361
03/23/20 19:23
03/23/20 19:23
|
Joined: Oct 2018
Posts: 72
JamesHH
Junior Member
|
Junior Member
Joined: Oct 2018
Posts: 72
|
I do not know of any other plugin implementations of Sierra Chart for Zorro. If you know C++ and sockets, you can always implement your own.
The other issue is that my debugger said that the crash was internally in Zorro.exe (not in the scope of my code), so that makes it a wee bit harder to debug in the first place. Even if the crash is elsewhere, my plugin can still be the culprit. And then if Zorro is the culprit, I might need to file a convoluted bug report. This kind of stuff is very time-consuming. I see what you mean by time consuming. I'm not sure if you have access to the Zorro source code, but they should give it to you if you don't. My plan for now is to write a basic bot that connects directly to the Sierra Chart DTC server. I have done socket programming in C++, but I will not attempt to write a Zorro plugin, at least for now.
|
|
|
Re: Sierra Chart Plugin
[Re: AndrewAMD]
#479767
04/24/20 10:01
04/24/20 10:01
|
Joined: Jun 2019
Posts: 6
JesseL
Newbie
|
Newbie
Joined: Jun 2019
Posts: 6
|
Hi Andrew,
I am new to both Zorro and your plugin, and just started trying the plugin for simulation trading. My Sierra subscribes to their exchange data and order routing service. Two questions here.
1. Can I use Sierra's special orders with Zorro in trading mode, like Limit Chase or OCO orders?
2. In Zorro's trading mode, it looks Zorro subscribes to the tick data from Sierra, and builds the 1M bar by itself. Because of a little bit latency, the bar's OHLC prices are not exactly aligned with Sierra's historical data on the chart. I compared them by setting PRICETYPE to 2. It's more significant in night session. Is it possible to directly subscribe to Sierra's bar data in trading mode? I understand assetHistory is only for initialization.
Thank you!
Last edited by JesseL; 04/24/20 10:03.
|
|
|
Re: Sierra Chart Plugin
[Re: AndrewAMD]
#479769
04/24/20 11:50
04/24/20 11:50
|
Joined: Feb 2017
Posts: 1,725 Chicago
AndrewAMD
OP
Serious User
|
OP
Serious User
Joined: Feb 2017
Posts: 1,725
Chicago
|
1. Can I use Sierra's special orders with Zorro in trading mode, like Limit Chase or OCO orders? Although these order interfaces are available via the DTC server, they do not jive very well with Zorro's high level trading interface, so it does not make much sense for me to program this into the plugin. 2. In Zorro's trading mode, it looks Zorro subscribes to the tick data from Sierra, and builds the 1M bar by itself. Because of a little bit latency, the bar's OHLC prices are not exactly aligned with Sierra's historical data on the chart. I compared them by setting PRICETYPE to 2. It's more significant in night session. It's not latency. The historical timestamps have different meanings in Zorro than in Sierra Chart. Zorro defines a bar by end-of-period, whereas Sierra Chart supplies the timestamp of the very first tick received per bar. The plugin does the translation for you. Is it possible to directly subscribe to Sierra's bar data in trading mode? I understand assetHistory is only for initialization. What Sierra Chart supplies via the DTC server is what you get.
|
|
|
Re: Sierra Chart Plugin
[Re: AndrewAMD]
#480838
07/18/20 01:20
07/18/20 01:20
|
Joined: May 2018
Posts: 134
SBGuy
Member
|
Member
Joined: May 2018
Posts: 134
|
Hi Andrew, I've been enjoying using SierraChart for all my historical data needs, but I don't use it for trading. I would like to follow up this post regarding the way you handle historical volume. https://opserver.de/ubb7/ubbthreads.php?ubb=showflat&Number=478669#Post478669I started to using daily volume in my strategy and your continuous summing of the bar volume is causing a bit of a challenge. I'm wondering if I can convince you to not do that for the follow reasons: 1. It is not consistent with the way Zorro create historical .t6 files from other sources such as YAHOO etc. EOD .t6 files have only daily volume in the volume field. 2. The raw data in the SierraChart Data folder contains only daily volume for EOD data, not continuously summed up. Your thoughts? Thanks.
|
|
|
Re: Sierra Chart Plugin
[Re: AndrewAMD]
#480850
07/18/20 14:47
07/18/20 14:47
|
Joined: May 2018
Posts: 134
SBGuy
Member
|
Member
Joined: May 2018
Posts: 134
|
|
|
|
|