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Re: Sierra Chart Plugin [Re: AndrewAMD] #477458
06/28/19 11:53
06/28/19 11:53
Joined: Feb 2017
Posts: 816
Chicago
AndrewAMD Online OP
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AndrewAMD  Online OP
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But you’re plotting it with a Zorro script. By default, Zorro ignores weekends.

Download the Z History Editor from the Download section of the site and inspect the t6 files yourself. Then tell me what you see.

Re: Sierra Chart Plugin [Re: AndrewAMD] #477460
06/29/19 01:55
06/29/19 01:55
Joined: Jun 2019
Posts: 14
B
bondo1 Offline
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bondo1  Offline
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Joined: Jun 2019
Posts: 14
Hey Andrew,

I loaded the data up in Z History Editor and was able to see continuous data (including the weekends), I checked this on ES futures as well as some cryptocurrencies. Thanks again for the assist [I read up on the weekend bit after you posted about it, and for anyone who didn't know, I think the Zorro Manual > Time and Calendar Functions > BarMode should be helpful]. I'm gonna play with the code and try to get Zorro to chart all data (including weekends).

For anyone who's curious, I've been loading 1 minute data (so t6), but I'll mess around with downloading/checking tick data and report how that goes.

Also, gonna code a couple simple strategies/phantom trade them to see how the plug-in works for trading execution and will also post results - Thanks again to Andrew, the update is going swimmingly!

Re: Sierra Chart Plugin [Re: AndrewAMD] #478202
09/18/19 14:03
09/18/19 14:03
Joined: Feb 2017
Posts: 816
Chicago
AndrewAMD Online OP
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AndrewAMD  Online OP
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Just a quick update - I have plans to spin off the sockets backend into its own DLL library with a C API, since it depends on Boost. Maybe even make the library directly accessible from Zorro.

This way, the plugin itself would not have a direct dependency on boost. This will make code management much easier.

Also, I dislike my current multi-threaded design - there's no need for it. I can call windows handles using sockets, so networking can still be asynchronous while still single-threaded.

I can afford to be a perfectionist since there's no deadline, and this is not a funded project. But at the end of the day, I'm trying to make this repository as easy to maintain as possible.

Re: Sierra Chart Plugin [Re: AndrewAMD] #478303
09/28/19 23:56
09/28/19 23:56
Joined: Jun 2019
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bondo1 Offline
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Hey man, just wanted to say thanks for continually updating us on this, your work is very much appreciated! I have yet to deploy live capital using your plugin (been working through a bunch of coding examples), but I'm excited to try it out

Re: Sierra Chart Plugin [Re: AndrewAMD] #478304
09/29/19 13:49
09/29/19 13:49
Joined: Feb 2017
Posts: 816
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AndrewAMD Online OP
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If it works well for demo/paper trading, then it should work well for live trading. Either way, please let me know if you encounter any issues.

Re: Sierra Chart Plugin [Re: AndrewAMD] #478633
11/17/19 16:16
11/17/19 16:16
Joined: May 2018
Posts: 88
S
SBGuy Offline
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Posts: 88
I'm thinking about giving the Sierra Chart a try for historical data. I'm happy with my own broker plugin for live trading and live pricing feed, but not quite happy with my current historical EOD and M1 data feed setup. Can I use the Sierra Chart plugin for historical data ONLY -- basically what assetHistory() would provides. Thanks.

Re: Sierra Chart Plugin [Re: AndrewAMD] #478634
11/17/19 17:56
11/17/19 17:56
Joined: Feb 2017
Posts: 816
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AndrewAMD Online OP
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AndrewAMD  Online OP
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Yes.

Re: Sierra Chart Plugin [Re: AndrewAMD] #478635
11/17/19 19:00
11/17/19 19:00
Joined: May 2018
Posts: 88
S
SBGuy Offline
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SBGuy  Offline
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Posts: 88
Hi Andrew. How would I do that?

I got SC working with a simple script and it's downloading D1 and M1 historical data perfectly. I had to point the account to SierraChart.dll in Accounts.csv, but then I cannot specify my own plugin for my live trading.

Ideally, I would like my use of SC to be something like assetHistory(FROM_SC,xxx), while all trading and real-time data in Live mode goes through my broker plugin.

Thanks again for your work on the Sierra Chart plugin!

Re: Sierra Chart Plugin [Re: AndrewAMD] #478636
11/17/19 19:27
11/17/19 19:27
Joined: Feb 2017
Posts: 816
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AndrewAMD Online OP
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It's not set up to do that in the way you describe.

Currently, you can use the broker arbitrage method, which should meet your needs:
https://zorro-project.com/manual/en/brokerarb.htm

Re: Sierra Chart Plugin [Re: AndrewAMD] #478644
11/18/19 23:25
11/18/19 23:25
Joined: May 2018
Posts: 88
S
SBGuy Offline
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SBGuy  Offline
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Joined: May 2018
Posts: 88
I work with a lot of assets, so that method probably wouldn't work.

How about if I sponsor op Group to create a version of assetHistory() for Sierra Chart by wrapping your DLL.

Any objections?



Last edited by SBGuy; 11/18/19 23:33.
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