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Re: Sierra Chart Plugin [Re: AndrewAMD] #477025
05/03/19 13:40
05/03/19 13:40
Joined: Feb 2017
Posts: 739
Chicago
AndrewAMD Online OP
User
AndrewAMD  Online OP
User

Joined: Feb 2017
Posts: 739
Chicago
Hi all,

As of Zorro 2.10, it looks like Virtual Hedging will only be a Zorro S feature from that point.

For this plugin in particular, you need NFA flag enabled, and the best Hedge setting is Hedge = 5. This will require Zorro S.

If you are using the free Zorro, you can only use NFA flag enabled and Hedge = 0. This can especially be an issue for portfolio systems using my plugin - in which case, consider Zorro S.

Re: Sierra Chart Plugin [Re: AndrewAMD] #477091
05/16/19 09:34
05/16/19 09:34
Joined: May 2019
Posts: 10
H
h4h4rd Offline
Newbie
h4h4rd  Offline
Newbie
H

Joined: May 2019
Posts: 10
I've tried very hard to connect SierraChart to Zorro.



Login 0 SierraChart..
!1: Connected to SC DTC Protocol server. Service=interactive_brokers.trading|SymbolSettings=interac
!1: TradeAccounts detected: DUXXXXXX,Sim1
!1: Using: DUXXXXXX
!1: Balance synchronized.
!1: TradeAccount is not set
!1: Failed to confirm historical orders
!1: Sync hist orders failure.
Can't connect!

I've tried both with Sierrachart logged into IB, or with the Sierrachart data service.

I tried various ports, TLS on off, zlib, real/demo accounts etc

I am using the latest Sierrachart 1915 and plugin versions as well as Zorro Beta 2.11, also tried non-beta 2.03.

I am able to connect to DTC from python and download data.

login string (tried a variety of alternatives here, including empty string which also works):
ta:DUXXXXXX h:127.0.0.1 p1:11099 p2:11097

script run is:
void main()
{
// Lookback = 0;
StartDate = 20190201;
EndDate = 20190315;
GapDays = 3; // detect gaps
Verbose = 2;
assetList("AssetsFix");
asset("EUR/USD");
assetHistory(0,1);
}

Please help!
Thanks a lot.


On Sierrachart the error is:

DTC client #27. 127.0.0.1 | Received logon request. | 2019-05-16 05:30:04
DTC client #27. 127.0.0.1 | Sent successful Logon response message to client. Username: _. Result text: Connected to SC DTC Protocol server. Service=interactive_brokers.trading|SymbolSettings=interactive_brokers.trading | 2019-05-16 05:30:04
DTCServer (1) | Socket gracefully closed by remote side. | 2019-05-16 05:30:04
DTCServer (1) | Close event error. Windows error code 10053: An established connection was aborted by the software in your host machine. | 2019-05-16 05:30:04 *
DTCServer (1) | Graceful close received or receive error. Shutdown complete. Closing socket now. | 2019-05-16 05:30:04




Attached Files
sierrasettings.png (63 downloads)
Last edited by h4h4rd; 05/16/19 11:39.
Re: Sierra Chart Plugin [Re: h4h4rd] #477096
05/16/19 13:16
05/16/19 13:16
Joined: May 2019
Posts: 10
H
h4h4rd Offline
Newbie
h4h4rd  Offline
Newbie
H

Joined: May 2019
Posts: 10
I also tried an older version, 1.96, same issue

Re: Sierra Chart Plugin [Re: h4h4rd] #477097
05/16/19 13:33
05/16/19 13:33
Joined: May 2019
Posts: 10
H
h4h4rd Offline
Newbie
h4h4rd  Offline
Newbie
H

Joined: May 2019
Posts: 10
I'm on a demo account, would that be the issue?

I don't have problems accessing dtc data through python

Re: Sierra Chart Plugin [Re: h4h4rd] #477098
05/16/19 13:41
05/16/19 13:41
Joined: Feb 2017
Posts: 739
Chicago
AndrewAMD Online OP
User
AndrewAMD  Online OP
User

Joined: Feb 2017
Posts: 739
Chicago
This might be an IB specific issue, but I cannot confirm this.

I tweaked the DLL based on your error log. Can you try it out?

See attachment.

Attached Files
scplugin.zip (11 downloads)
Re: Sierra Chart Plugin [Re: AndrewAMD] #477100
05/16/19 13:51
05/16/19 13:51
Joined: May 2019
Posts: 10
H
h4h4rd Offline
Newbie
h4h4rd  Offline
Newbie
H

Joined: May 2019
Posts: 10
I tried it without IB, same issue, trying your plugin now.

Re: Sierra Chart Plugin [Re: h4h4rd] #477102
05/16/19 13:56
05/16/19 13:56
Joined: May 2019
Posts: 10
H
h4h4rd Offline
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h4h4rd  Offline
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H

Joined: May 2019
Posts: 10
works!

so the issue was that there were no historical orders?!

Thanks so much!

I wonder though what was different for me compared to other who haven't had this issue?

Last edited by h4h4rd; 05/16/19 13:57.
Re: Sierra Chart Plugin [Re: h4h4rd] #477103
05/16/19 14:08
05/16/19 14:08
Joined: Feb 2017
Posts: 739
Chicago
AndrewAMD Online OP
User
AndrewAMD  Online OP
User

Joined: Feb 2017
Posts: 739
Chicago
Same issue on other brokers? This means Sierra Chart changed the DTC server again.

I tweaked it again, but this time the historical order requests syncs up the particular trade account. (Apparently they decided they require this field now.)

See attached.

Attached Files
scplugin.zip (13 downloads)
Re: Sierra Chart Plugin [Re: AndrewAMD] #477105
05/16/19 14:15
05/16/19 14:15
Joined: May 2019
Posts: 10
H
h4h4rd Offline
Newbie
h4h4rd  Offline
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H

Joined: May 2019
Posts: 10
I was having this issue regardless of whether I was connected to IB or just using SC data service.

The first plugin you provided above fixed that.

I have an issue now, the plugin starts downloading all history for that instrument (3 gb for USDNOK) in sierrachart, while being stuck on "Data is being downloaded for a remote source. Download will start when this is done"

What's a good way of restricting 1) how much data SC will download off the web, and 2) more importantly, how much data gets transferred to Zorro, as this seems to be rather slow.

Thanks again!

Last edited by h4h4rd; 05/16/19 14:24.
Re: Sierra Chart Plugin [Re: h4h4rd] #477107
05/16/19 14:26
05/16/19 14:26
Joined: May 2019
Posts: 10
H
h4h4rd Offline
Newbie
h4h4rd  Offline
Newbie
H

Joined: May 2019
Posts: 10
The second plugin you provided recreated the problem!

Back to failed to confirm historical orders and Sync hist orders failure. Can't connect.


The first plugin you posted worked, and changed sync hist orders to warning only.

TradeAccount not set occurs on all versions of the plugin so far.



Last edited by h4h4rd; 05/16/19 14:30.
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