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Direct MessagesDate/Time: Tue, 07 May 2024 01:39:12 +0000
Post From: Sierra Support: Too much difference between back-tested and live results
| [2019-01-28 17:30:23] |
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There will be differences. Refer to: Auto Trade System Back Testing: Differences Between Back Testing and Real-Time Auto Trade System Evaluation 1. Should I change the Intraday Data Storage Time Unit = 1 Tick for the Back-Testing? 2. Should I be back-testing using the Real-Time settings instead but with Simulated Mode on? Should I change this value to 1 Tick or keep it at 1 second? Use 1 Tick.3. Should I increase the chart update interval for real-time trading? If yes, to what value? No we do not think that you need to do that.4. Should I change my trading service to CQG FIX or something else? This is irrelevant.5. The documentation says that "You will have the greatest consistency between back testing and real-time auto trade system evaluation when you are performing a Replay Based Back Test on tick by tick data". Since the replay method is very slow, what's the fastest speed I can replay at to still maintain accuracy? The speed is not relevant so long as you are using Accurate Trading System Back Test Mode:https://www.sierrachart.com/index.php?page=doc/ReplayChart.html#ReplayMode 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 |