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Date/Time: Sat, 04 May 2024 07:34:53 +0000

Post From: Replay (back-testing) from V2123 to 2200 is different

[2020-11-25 18:52:50] Link To Thread - Link To Post [Go To First Post]
Ernie Doo - Posts: 46
Dear SC team, I developed an ACSIL algorithm and was about to put it to run live. However, yesterday when opening Sierra Chart, I read in the opening messages that I better update the software for some modifications done to replay. So I updated from Version 2123 64-bit (31804M) to Version 2200 64-bit (34642:34644). I also read in the release notes that on V2196 a problem was resolved where replay does not continue at the transition from one futures contract month to the next, when the chart is using the Continuous Futures Contract option. So my problem is the following. I used the same code/algorithm and compiled under version 2123 and ran a test from 2018 to today and documented the results. Then I updated SC to V2200 and compiled the same code, then re-ran the same test and documented. It turns out that with the same algorithm I am getting different results. The configuration I use in the replay window is: "Charts with the same Link Number" (I am running two different windows, 1 Min Chart and 1 Second Chart) "Calculate Same as Real Time" "Skip Empty Periods" Now, in both charts I use the Continues Futures Contract option: "Continuous Futures Contract - Date Rule Rollover" PLEASE! How can I be getting different results? Which results should I trust? Thank you for your help! Ernesto