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Date/Time: Tue, 07 May 2024 10:14:48 +0000

Post From: backtesting with orders from a DTC client?

[2019-03-22 14:38:39] Link To Thread - Link To Post [Go To First Post]
uM8137 - Posts: 180
I have written a DTC client to place orders, based on my own computations, that runs in an external process and talks to SierraChart with SC acting as a DTC server. I am wondering if I can use SC to backtest my client's order placing strategy--to provide the fill price logic. Can I "replay a chart" to generate a backtest, while have SC take orders from my DTC client rather than from an ACSIL study? Apologies if this is documented somewhere. A broker told me it was possible, but I'm not finding the docs on it. If I must I supposed I could write an new ASCIL study in a DLL that calls out to my external process to decide when to order, but I suspect there may be a simpler approach. Any advice here appreciated! Thank you.