Support Board
Date/Time: Tue, 24 Mar 2026 21:03:06 +0000
[User Discussion] - Replay vs Faster Internal Backtesting
View Count: 273
| [2026-02-07 03:38:44] |
| Shores2021 - Posts: 41 |
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Hello, While trying to backtest, in order to refine the strategies and using SIM orders & SIM accounts the Replay option is amazing but to backtest multiple years, multiple instruments and strategies, unless one uses fast multiples (x1000+) it would take a very long time to generate statitics. The high multiples in Replay mode obviously create huge slippage and unrealistic and very delayed backtesting fills. What is the best way to generate detailed trade by trade backesting statistics into the TAL window if one does NOT need to see the trades on the chart and to greatly speed up the backtesting computes across diff markets and stategies. I can't seem to be able to generate an internal/detailed backtest unless I use Replay window. Thank you. |
| [2026-02-10 22:13:52] |
| John - SC Support - Posts: 45269 |
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There is nothing we can add that is not already in the documentation related to backtesting at the following link: Auto Trade System Back Testing This is why we set this thread as a User Discussion, so other customers could give you their perspectives on what works best for them. For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2026-02-10 23:15:07] |
| OctoPi - Posts: 51 |
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The high multiples in Replay mode obviously create huge slippage and unrealistic and very delayed backtesting fills.
This above is not really accurate. Here's what works for me that might be helpful: 1) Accurate system backtest mode for accurate tick replay. This will produce identical results at 1xspeed or 200,000xspeed (maximum) 2) ATBB is the quickest backtest mode, but you need to make sure your system fits its limitations Don't use "Standard". I am too lazy to read why it produces different results but it does and I don't use it. |
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