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Date/Time: Wed, 12 Aug 2020 15:59:48 +0000



Chart replay lags

[2015-07-01 15:07:32]
wat - Posts: 67 | Ending Date: 2016-06-07 [Expired]
Hi,
I am testing my fairly easy strategy via chart replay. Whenever I play it at 2880 and faster, it tends to skip entries, orders and it even freezes for a couple of minutes. I have all the data downloaded in my PC. I have SSD disc (so the loading speed should not be problem), 8GB RAM which is used only at 10% at its peak and the same with i5, 3,5GHz processor.

What could be the problem? How can I solve it? Is it common problem for other users also? I need to perform my backtests faster.

Thank you.
[2015-07-01 17:47:11]
Sierra Chart Engineering - Posts: 88536 | Ending Date: 2021-04-05
The extent of the problem you describe is unusual.

However,regarding skipped order entry, make sure you have the replay mode set to Accurate Trading System Back Test Mode. Refer to:
http://www.sierrachart.com/index.php?page=doc/doc_ReplayChart.html#ReplayMode

Consider using Bar Based back testing:
http://www.sierrachart.com/index.php?page=doc/doc_Backtesting.php

Also refer to this section here about using Spreadsheets:
http://www.sierrachart.com/index.php?page=doc/doc_Backtesting.php#ImprovingPerformanceSpreadsheets
Sierra Chart Support - Engineering Level

Your definitive source for support. Other responses are from users. If possible please keep your questions brief and to the point. Please be aware of support policy:
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If your question/request has been answered and you do not have anything further, then it is easiest for us if you do not reply again to say thank you.
Date Time Of Last Edit: 2015-07-01 17:49:40
[2015-07-02 00:28:06]
moonmist - Posts: 127 | Ending Date: 2016-04-04 [Expired]
Hi User588626,

Two years ago, when I did a backtesting of some rubber band trades in "Accurate Trading System Back Test Mode", I discovered that some entries would be missed, unless the "Chart Update Interval" was decreased to 200 milliseconds. I have been using a "Chart Update Interval" of 100 milliseconds since then. My PC has a third generation i5 3.4 GHz processor, 16 GB RAM and SSD. I do not recall any freezing problem.


Good Luck.
Date Time Of Last Edit: 2015-07-02 00:31:20
[2015-07-02 00:38:30]
Sierra Chart Engineering - Posts: 88536 | Ending Date: 2021-04-05
In the case of "Accurate Trading System Back Test Mode" changing the Chart Update Interval will not affect the back test results.

If it does, we need to know and we need to get a test Spreadsheet and Chartbook.
Sierra Chart Support - Engineering Level

Your definitive source for support. Other responses are from users. If possible please keep your questions brief and to the point. Please be aware of support policy:
https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation

If your question/request has been answered and you do not have anything further, then it is easiest for us if you do not reply again to say thank you.
[2015-07-06 09:39:10]
wat - Posts: 67 | Ending Date: 2016-06-07 [Expired]
Chart Update Interval does not affect any results form Accurate trading system back test.
Also no trades are skipped, so this solved my issue.

I am not using spreadsheets, study is in .dll so what threw me off there was it kind of lags with higher replay speed (I have 2 years loaded), but I guess it is just the way it works. Important thing is it does not miss on orders and trades.

Thank you for help.
[2015-07-06 16:46:13]
Sierra Chart Engineering - Posts: 88536 | Ending Date: 2021-04-05
Make sure you have sc.FreeDLL = 0, set in the custom study. This is critical for the best performance.

There could be other inefficiencies also but those you would have to debug yourself.
Sierra Chart Support - Engineering Level

Your definitive source for support. Other responses are from users. If possible please keep your questions brief and to the point. Please be aware of support policy:
https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation

If your question/request has been answered and you do not have anything further, then it is easiest for us if you do not reply again to say thank you.

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