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Direct MessagesDate/Time: Mon, 20 May 2024 14:53:59 +0000
Post From: spreadsheet conversion problem
| [2017-03-22 20:13:17] |
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So far I have not noticed any improvements in the backtesting run time.
What version are you testing with? The current version is 1531. In response to: I did not encounter different results when running the same backtest. The example trade activity log I sent you contained results from an automatic backtest and then for a few days at the end of the log the results were from a manual replay. The settings were the same except for the speed. As I stated: "First I ran an Autotrade System Replay Back Test (this is what I believe you are referring to when you say automatic replay) for all the data, then I ran Replay (this is a manual replay) from as close to the beginning of the chart as I could get. The trades at the end of the activity log from 2/16/2017 to 2/24/2017 (created by the Replay) are much different from the results for those same days at the beginning of the log (from Autotrade System Replay Back Test). I changed nothing in the spreadsheet or the chart." Please note on the activity log I attached previously where the automatic replay had 2 trades on 2/17, 2 trades on 2/22, 1 trade on 2/23 and no trades on 2/24 while the manual replay (results at the end of the activity log) had 1 trade on 2/17, 2 trades on 2/22, no trades on 2/23 and 2 trades on 2/24. I don't see how this can be a problem with my spreadsheet since I changed nothing yet get different results in the automatic replay vs. the manual replay. I have seen this with tests from different spreadsheets, not just the one I sent you. Our answer remains the same: In regards to the different back test results, answering that question is not within the scope of our support for all of the reasons explained here: Automated Trading Management: Troubleshooting Automated Trading System Behavior What you need to do is to read this section and use one of the example trading systems that we provide to see if you still notice inconsistencies. https://www.sierrachart.com/index.php?page=doc/Backtesting.php#BackTestConsistency And you also need to perform a manual replay using the same settings on the Chart Replay window as the automatic replay. This is explained at step 7 here: Auto Trade System Back Testing: Replay Back Testing - Automatic The settings were the same except for the speed. You need to use the same speed and that is documented. And also specifically what settings were the same?Please understand, there is no way we can possibly analyze this. That is a very costly and difficult effort that is not within the scope of our support unless we know there is a problem we need to look into. The information provided is not a basis for that. You need to do the comparison using a Sierra Chart provided trading system and see if you notice any differences between an automatic and manual replay back test. Not your own. 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, *change* to the Teton service: Sierra Chart Teton Futures Order Routing Date Time Of Last Edit: 2017-03-22 20:17:04
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