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Date/Time: Fri, 09 May 2025 23:26:26 +0000



Post From: sim (becktest) vs. live real time

[2018-03-28 13:50:08]
User30743 - Posts: 365
i used trading example with hardcoded attached orders (scsf_TradingExampleWithAttachedOrdersDirectlyDefined), but the same happens with all other studies.

add this study to a clean chart on sim1, run a bectest, then switch to sim2, run the same bectest, switch to sim3 run the same becktest... in all cases u will see the timestamp entry differs (couple of dozens miliseconds - not a big deal but still, it is there. to me as a non-pro software designer this is a mystery why it can happen).

on different systems it differs for a different ammount of time. sometimes 10 ms, sometimes 20, sometimes 30...

when i restart siera and run the test "for the first time", the timestamp is the same as it was on the previous sim1. so it seems like if siera holded some latency somewhere inside after each test that influence other tests. but i have really no clue.

not a big inconsistence, that is true.

but when i take into account that this is really a very very simple trading example which u designed, i am asking to myself what kind of inconsistency i should expect from a trading system with several loops using tick data, market depth, itterating through stl containers and other much more complex stuff (รก ala hft algo), which will be designed by me, an amateur..
Date Time Of Last Edit: 2018-03-28 19:31:58
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