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Direct MessagesDate/Time: Thu, 02 May 2024 10:37:41 +0000
Post From: Bug in sc.BaseData during replay?
| [2019-11-20 02:51:15] |
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From our perspective we cannot confirm what you are doing. And we cannot always trust what users tell us. You have said: (regardless if I'm using Accurate Trading System Back Test Mode or Calculate at Every Tick/Trade - altough it shouldn't make a difference on this issue anyhow):
So we do not even know the particular replay mode you are even using. There is always a technical explanation for something like this: a sell limit of a long position is not executed although the high of the bar is higher then the price of the limit. Or a stop is not triggered although the price spiked beyond it (if you're saying that's impossible, I can provide you with some examples). All price values are processed for filling orders. There simply cannot be any real problem with this. Refer to the documentation here:Trade Simulation: How Orders are Filled You also need to make sure that the data that you are working with during the replay is tick by tick data. It might not be even though you think it is. Refer to: Tick by Tick Data Configuration 2) Back-testing results are partially wrong because there can be situations (as described above) where orders are not executed in backtesting but they would have been executed in reality!? If this assumption is correct, this is a serious issue! And the documentation is correct. But we do not know what the replay mode is. There is no way we can validate that. 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: 2019-11-20 03:10:11
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