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Trade Activity Log-viewing order fills on Continuous Contract chart

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[2026-01-19 04:32:01] #1 [Go To First Post]
User61168 - Posts: 469
Hello SC Support, I have a sim account with backtesting (market replay) results for NQZ25_FUT_CME symbol from 1/1/24 - 11/19/2025. I can see those results in activity log but unable to load all those fills on a chart that is now pointing to NQH26_FUT_CME. If I change the chart symbol to NQZ25_FUT_CME, it automatically defaults to loading NQH26_FUT_CME on chart. How do I load all the historical fills for a different symbol on chart? Is there a way to change symbol in the activity log to address this scenario? I just upgraded to version 2863 so I am not sure if this is tied to the upgrade.

[2026-01-19 21:16:32] #2 [Go To First Post]
John - SC Support - Posts: 44982
When you are backtesting, or running a replay, on a Continuous Futures Contract Chart, the orders that are placed will all be for the front contract (the defined symbol) for that chart. So all your orders should be for NQZ25_FUT_CME, regardless of when the order was placed during the backtesting. Is this not what you see in the Trade Activity Log? If not, then are you specifically placing an order for a different symbol based on the date or the underlying symbol for the data? In terms of displaying the Order Fills, make sure the following setting is set high enough to cover the time period you are wanting to view: Chart Settings: Order Fills Number of Days to Load (Chart >> Chart Settings >> Trading menu) And make sure the following settings are not set: Chart Settings: Order Fills Start Date-Time (Chart >> Chart Settings >> Trading menu) And also check the following setting to make sure it is set to "No": Chart Settings: Load Order Fills for Current Day Only (Chart >> Chart Settings >> Trading menu) For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing

[2026-01-19 22:42:35] #3 [Go To First Post]
User61168 - Posts: 469
So all your orders should be for NQZ25_FUT_CME, regardless of when the order was placed during the backtesting. Is this not what you see in the Trade Activity Log? - yes, all the trades are for NQZ25_FUT_CME. I see NQZ25 in the trade activity log. The 3 settings you mentioned are also set properly. The real issue is - How do I load a contineous chart for NQZ25_FUT_CME instead of NQH26_FUT_CME ? Unless I am able to load this chart, there is no way to view order fills of my backtesting results on a chart. Either we need this capability OR allow a way to edit symbol in trade activity log from NQZ25 to NQH26. Date Time Of Last Edit: 2026-01-20 00:09:00


Screenshot 2026-01-19 143027.png / V - Attached On 2026-01-19 22:31:13 UTC - Size: 25.95 KB - 29 views Screenshot 2026-01-19 143426.png / V - Attached On 2026-01-19 22:41:47 UTC - Size: 69.87 KB - 26 views

[2026-01-20 15:33:09] #4 [Go To First Post]
John - SC Support - Posts: 44982
You can not load a Continuous Contract for a previous contract. But you can view that previous contract itself. So you can view the fills for that previous contract at least over the time period that it traded. You can open a chart for any specific symbol by typing in the symbol in the "Selected Symbol" field on the Find Symbol window. You can edit the symbol on the Trade Activity Log. You would need to edit the "Fills" by selecting each one and selecting "Edit >> Edit Trade Activity Entry". But you would have to do this one-by-one on the window itself. You could export the fills and then edit the symbols using an outside program, and then import them back in. Refer to the following: Trade Activity Log: Edit Trade Activity Entry Trade Activity Log: Importing and Exporting Data For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing

[2026-01-22 06:35:59] #5 [Go To First Post]
User61168 - Posts: 469
Thanks John. Glad there is a way to export all fills. I tried the export "All Activity" then opened the file in notepad++, did a change from "Sim59" to "Sim79", changed symbol from "NQZ25" to "NQH26" and all the fills showed up nicely for Sim79 in Trade Activity Log. I am also seeing fills on a continuous chart for NQH26_FUT_CME but the fill price is distorted as shown in the screenshot. Does this mean I have to multiply each fill price with the "Real-time Price Multiplier" for NQ (which is 0.01)? The order fill format is not excel friendly to run formula in excel. Edit: I just ran a new replay on NQH26 continuous chart using the same study collection and date range. The replay results between NQZ25 and NQH26 are quite different. Even the trade count is different on some days. Is this normal and expected with continuous charts ? I am using "Calculate at every tick" setting in replay and using "Continuous Futures Contract - Date Rule Rollover, Back Adjusted" setting. Date Time Of Last Edit: 2026-01-22 07:37:52


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[2026-01-22 15:44:41] #6 [Go To First Post]
John - SC Support - Posts: 44982
Does this mean I have to multiply each fill price with the "Real-time Price Multiplier" for NQ (which is 0.01)? If you are using the Export and Import options, then the prices need to be in whatever format they are in from the Export. You can not use the "Save" option to get the output, as this will not give you the proper prices or times. The other thing to keep in mind is the back-adjustment that is done between contracts. If you are looking at those fills on a chart for the previous contract itself, then you would need to adjust the prices by the amount of the back-adjustment. Refer to the following for how to get that value: Continuous Futures Contract Charts: Controlling Rollover Amount for Back Adjustments Is this normal and expected with continuous charts ? I am using "Calculate at every tick" setting in replay and using "Continuous Futures Contract - Date Rule Rollover, Back Adjusted" setting. Refer to the following: Auto Trade System Back Testing: Consistency Between Back Tests For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing

[2026-01-23 05:05:20] #7 [Go To First Post]
User61168 - Posts: 469
Thanks John. To maintain consistency with my backtests, I have used the same/single chart in the same chart book for NQ configuration for last 3+ years. The only config changes I make is session times, Bar period and data limiting tabs. Using the same study collection on two different continuous chart for NQZ25 and NQH26 should give me same or close to similar results. I finished a new replay running for entire 2024 and I get 2000+ points in additional profits on NQH26 compared to NQZ25. I think I should just discard "Back Adjusted" and start using "Date Rule Rollover". Last question because I do feel there might be a bug in your continuous logic with "Dates to Exclude" feature. As a normal practice, I intentionally exclude 5 days before going into each contract expiration month. I don't trade during the week of contract expiration so I don't want to include in backtesting. Would this affect the "Back Adjusted" logic since the chart data for those days are not loaded i.e. skipped during replays?

[2026-01-26 07:09:48] #8 [Go To First Post]
Sierra_Chart Engineering - Posts: 23174
I think I should just discard "Back Adjusted" and start using "Date Rule Rollover". There will definitely be differences in the data with a Back-Adjusted continuous contract for different contract front months, as the back-adjustment is going to be different. As a normal practice, I intentionally exclude 5 days before going into each contract expiration month. I don't trade during the week of contract expiration so I don't want to include in backtesting. Would this affect the "Back Adjusted" logic since the chart data for those days are not loaded i.e. skipped during replays? No, this will have no affect on back adjustments. Dates you exclude, if they are actually present in the historical daily data files which are used for back adjustment calculations, will still be used in the calculations. 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

[2026-01-26 08:44:51] #9 [Go To First Post]
User61168 - Posts: 469
Thanks for the confirmation. I am not sure where to go from here on with backtesting using continuous contract setting. I am seeing 2000+ points difference in net result between NQZ25 and NQH26 from 1/1/2024 - 12/31/2025. If I just use date rollover without back adjustment, my net profit is reduced by approx 40% which is nuts. I wish SC would recommend a consistent configuration (atleast for NQ/ES) for us to use in backtesting.

[2026-01-26 17:58:50] #10 [Go To First Post]
John - SC Support - Posts: 44982
Be sure you go through the information at the following link: Auto Trade System Back Testing: Consistency Between Back Tests For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing

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