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.

I do not have access to the source.

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!

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.

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.

What Sierra Chart supplies via the DTC server is what you get.

I fixed a struct alignment issue. New version of DLL can be found here:
https://github.com/AndrewAMD/SierraChartZorroPlugin/raw/master/releases/0.9.3.2/SierraChart.dll

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#Post478669

I 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.

I might have time to change the volume behavior in a week or two.

Many thanks!

Version 0.9.3.3 for download here:
https://github.com/AndrewAMD/SierraChartZorroPlugin/raw/master/releases/0.9.3.3/SierraChart.dll

Now the default behavior is to do standard per-bar volume, no session calculations.

I didn't test it due to lack of time.