Support Board
Date/Time: Thu, 08 May 2025 08:48:28 +0000
Post From: Inconsistent trade results after each chart replay
| [2024-11-19 17:56:59] |
| User742216 - Posts: 2 |
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Issue 1: I have added multiple indicators to a 1 Day chart and loaded around 2000 days if the chart for backtesting a strategy. I replay the chart using Standard Replay mode and after each replay my results are different. The trade entry and exit days remain same but the entry and exit time is different, also the entry and exit price is different for each replay. This results in different P/L for that strategy. I tried running it in "Calculate at every tick/trade" mode and now the entry, exit and P/L are same for each run but the number of signals have reduced, that is in Standard Replay mode if I am getting 10 signals (my strategy conditions are satisfied and a trade is taken), in the Calculate at every tick/trade mode I am getting only 5 to 6 signals. What could be the reason for this? I even tried to update my Sierra version to the latest but still facing the same issue. Issue 2: In my strategy, I am using trailing stop order. The issue is Sierra only allows to update any order 20 times and if it exceed more than 20 times there is an error. I have added checks to avoid unnecessary order modification like only modify if the new calculated stop order price is not equal to the existing stop order price, but as my strategy is based on a swing trade logic, there are more than 20 signals generated. How can I modify my stop order more number of times? |