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Direct MessagesDate/Time: Fri, 03 May 2024 21:32:18 +0000
[User Discussion] - Spreadsheet Trading Backtest--Trades Carry Over During Holidays
View Count: 1475
| [2015-01-05 20:15:05] |
| User13863 - Posts: 10 |
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Dear Support, Thanks for a great platform. One thing I've noticed when backtesting from a spreadsheet trading study is that it can be difficult to stop trades entered near the end of a day from carrying over to the next day's session during Holidays. I understand that it is possible using the various J column cells to restrict auto trading, flatten positions, cancel orders, etc. at the end of the day by monitoring the current bar time values. However, during days where a session ends at an irregular time a backtested trade simply carries over to the next session. Of course, I could program a custom trading study to ignore those Holiday times or I can go through the trade activity tab afterwards and delete the erroneous trades but both of these methods are cumbersome. A great program could be made better if an auto end of day close trade feature were implemented. Cheers; Date Time Of Last Edit: 2015-01-06 01:44:22
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| [2015-01-05 21:13:01] |
| Sawtooth - Posts: 3993 |
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The only way to do this is to create a table of holiday trading times, as in the example spreadsheet attachment. Then the J28 formula needs to reference it with a lengthy formula, as in the text attachment. Also, there are things you can do to automatically exit trades after the disable autotrading window: http://www.sawtoothtrade.com/example-4.html Date Time Of Last Edit: 2015-08-14 02:16:50
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 holiday J28 formula.txt - Attached On 2015-01-05 21:07:06 UTC - Size: 396 B - 428 views HolidaysES.scwbf - Attached On 2015-01-05 21:07:45 UTC - Size: 6.02 KB - 414 views |
| [2015-01-06 01:49:36] |
| User13863 - Posts: 10 |
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tomgilb, Thank you for your prompt reply. Happy New Year. |
| [2015-01-06 08:19:18] |
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An end of day close position feature could easily be done as a study. Create an ACSIL trading study that uses sc.UpdateAlways and examines the current time or the time of the last bar in case of replay. When there is a nonzero position and the appropriate time is reached, then submit an offsetting order. 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: 2015-01-06 09:35:39
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