Support Board
Date/Time: Fri, 09 May 2025 23:16:04 +0000
Post From: ACSIL study - inconsistent results with replay back test
| [2014-02-25 17:27:52] |
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Are all of the trades performed once a bar is completed? There can be a slight difference in the number of times a study function is called during a back test due to timing differences related to when control is yielded back to the user interface. If a trading system is programmed in the most stable way and only generates trades at a bar close, there should not be any difference with results. However, we do not know exactly how your study function works. We do plan to make the number of calls completely consistent . However, as a practical matter this does not mean much, because when you do live trading, you will end up with yet another result. So any small variance in back testing, would be very small to differences you would see with live trading. 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: 2014-02-25 17:29:06
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