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Date/Time: Sun, 19 May 2024 14:54:59 +0000



Post From: Problem in chart replay "To NextBar"

[2018-06-01 18:26:17]
User37014 - Posts: 8
Thanks for producing and maintaining a great trading platform, it's the best and I really appreciate it.

I've encountered an issue with chart replay, a feature that I use a lot.

The problem occurs when I replay 2 higher time frame equity charts, synchronizing 2 charts using "Charts with Same Link Number", one represents a daily chart (set to Intraday 1-0-0), and the other represents a weekly chart (set to Intraday 7-0-0 as described in the documentation), when I use the Jump Method "To NextBar", it advances both charts one bar at a time, so they immediately go out of sync because the daily advances a day, and the weekly advances 7 days.

The problem does not exist if I press "Play" (using Speed 10,000 or 20,000 for example). In this instance, both charts advance completely in sync.

For the manual step forward backtesting that I do, I much prefer to advance one bar at a time, so the "To NextBar" feature is great (when I use it on the lower timeframe intraday charts), but it doesn't work on the daily and weekly (setup using intraday data as described in the documentation).

I'm currently using version 1641. I don't think this is something that you've addressed in the recent updates(?)

On a related topic, I do a lot of backtesting of higher timeframe charts using a step forward (daily, weekly, etc), but there's limited data available given that we have to use intraday data for chart replay. I know that you have a lot of new development and fixes that you're working on, but I'll ask anyway as it's a feature I'd love to see added to Sierra; would it be possible to add a simple "To Next Bar" step forward using Historical data, and not just limited to Intraday data? This would open up much greater possibilities for manual backtesting step forward synchronizing the daily and the weekly (and perhaps higher timeframes), as there would be much, much more data available for a range of markets on these timeframes.

Many thanks for your help and continued support!