Support Board
Date/Time: Sun, 31 Aug 2025 16:18:58 +0000
ASCIL Replay Stats
View Count: 122
| [2025-07-20 21:00:16] |
| Gradient - Posts: 176 |
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Hi, I'm running a backtest (ie. Accurate Trading System Back Test). The backtest is started once the queue via the TAL display settings is at 0. The maximum position size is 1 for testing purposes. The backtesting period is 12/31/2024-5/30/2025. The TAL is showing orders with entries within the backtesting period (i.e. 1/14/2025) but that have exits outside of the backtesting period(i.e. 07/20/25) even though this date isn't loaded on the chart. After recognizing this error. I stopped the backtest but then there are several consecutive orders with a quantity of 5 even though the maximum quantity is 1 and the backtest was no longer running and the date of the orders isn't loaded on the chart. I've attached a copy of the TradeList. The first order in the list has an entry of a date within the backtest period but has an exit as of the current date even though that date isn't loaded on the chart. The second order has an entry and exit on the same date within the backtest period. The third order then reverts back to an entry on a date within the backtest period and an exit as of the current date even though that date isn't loaded on the chart. Can someone advise as to why this is happening? Date Time Of Last Edit: 2025-07-20 21:45:52
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Private File |
| [2025-07-20 21:44:17] |
| Gradient - Posts: 176 |
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I started the backtest again and experienced the same issue. However, upon ending the backtest instead of there being random orders of 5 lots (despite the max size being 1) outside of the backtest window, there were orders of 51 lots. |
Private File Attachment Deleted. |
| [2025-07-21 15:09:38] |
| John - SC Support - Posts: 41535 |
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In general, what is occurring is that the positions are being opened during the backtest, but are not being closed during the backtest. Therefore, once the backtest is done, the positions are closed. How are you limiting the time for the backest? How are you limiting the dates to 12/31/2024-5/30/2025? For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2025-08-03 17:05:35] |
| Gradient - Posts: 176 |
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I'm limiting the dates by only loading that date range into the chart. In the chart settings, instead of using Days to Load, I'm using Date Range, and specifying the range. The chart is reloaded with only that range. I'm also disconnected from the datafeed during the backtest. |
| [2025-08-03 18:09:56] |
| Sierra_Chart Engineering - Posts: 20780 |
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After recognizing this error. I stopped the backtest but then there are several consecutive orders with a quantity of 5 even though the maximum quantity is 1 and the backtest was no longer running and the date of the orders isn't loaded on the chart. Why is it that your automated trading system is continuing to submit orders. This is something that you need to look into and troubleshoot: Automated Trading Management: Troubleshooting Automated Trading System Behavior Also we do not know why you are providing these trades lists. These are enormously long, and do not have the source order fills and we did not develop the automated trading system, and do not know what it is doing internally. Do you really expect us to look at them and pay attention to this. We are not going to do that and nobody is going to be doing that. The information is meaningless. What is relevant are the source order fills and all of the associated data with each one of them. However, this is not for us to look at. You need to look at that, and analyze it. For example you will see this in the Order Action Source Text for the order entry: | Bar start date-time: Then you will know, what bar the order was submitted in relation to. 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, use the Teton service: Sierra Chart Teton Futures Order Routing Date Time Of Last Edit: 2025-08-03 18:18:37
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| [2025-08-03 18:23:22] |
| Sierra_Chart Engineering - Posts: 20780 |
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We checked, and orders submitted when a chart is not replaying, use the current Date-Time. So your automated trading system is submitting orders, after the back test is completed. One thing you can do is use this function in the automated trading system and when it returns false, do nothing: sc.IsReplayRunning() 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, use the Teton service: Sierra Chart Teton Futures Order Routing Date Time Of Last Edit: 2025-08-03 18:23:33
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| [2025-08-03 18:31:10] |
| Gradient - Posts: 176 |
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Understood. The intent of the trades list was not have you analyze them but to show the outlier orders being generated (i.e. 51 lots when max size is 1lot). I developed the system and understand what it is doing. I didn't however understand why it was doing it outside of the date range provided in the Data Limiting method in addition to generating orders outside of the max size. I assumed that orders wouldn't be generated while in Sim and disconnected from the data feed if a date range was specified. I'll review the sc.IsReplayRunning() method. Thanks |
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