Support Board
Date/Time: Mon, 22 Dec 2025 09:27:00 +0000
Explaining the Differences in Entry DateTime Between Accurate Replay and Forward Testing
View Count: 18
| [2025-12-21 21:44:11] |
| Apollonia - Posts: 30 |
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Hi SC Engineering, I noticed that there was a consistent ~2 second difference between equivalent transactions whenever I forward tested and replayed over the same period. I wanted to confirm what the differences in times were between them both. When I looked at the trade activity I saw that the "Bar start date-time: xxxx" was the same entryTime in the accurate replay (~2 seconds faster). My questions: 1. Why is the accurate replay's entryTime equivalent to the "Bar Start date-time"? My study conditions are not bar-based and when I used GetCurrentDateTime() to separately measure the time (after order was accepted) it matched. Is this just misleading naming? 2. Is the difference attributable to real processing time for simulated orders? 3. Is there a way to bridge this gap in replay so it's more realistic? Partially because the ~2 second difference can affect certain parts of the logic, like on edge cases where a trade may be blocked in one instance vs not blocked in another due to the slight timing differences. Some timing examples for your reference: Forward tested | Accurate Replay 2025-12-18 19:31:12.519 BP | 2025-12-18 19:31:10.952 BP 2025-12-18 19:43:32.037 BP | 2025-12-18 19:43:30.487 BP 2025-12-18 20:54:38.928 BP | 2025-12-18 20:54:37.231 BP Date Time Of Last Edit: 2025-12-21 21:51:48
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| [2025-12-21 22:52:18] |
| Sierra_Chart Engineering - Posts: 21940 |
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This is outside the scope of our support. We would have to do very in depth analysis, of your trading system, and see what it is doing and the Date-Times of orders relative to the timestamps of data being replayed. This is not something that we do. When an order is filled, the timestamp of the most recent trade added to the chart bar is what will be used for the timestamp of the fill. This can be observed just by doing manual trading during a chart replay. What we can do, is give you some instructions to ensure, the most accurate fill times based upon the replayed data: Set Sierra Chart to a Tick by Tick Data Configuration. Follow the instructions here to do this: Tick by Tick Data Configuration You want to do back testing only using a Replay, and use this Replay Mode: Replaying Charts: Accurate Trading System Back Test Mode Sierra Chart Support - Engineering Level Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy: https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing Date Time Of Last Edit: 2025-12-21 23:06:04
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