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Direct MessagesDate/Time: Mon, 06 May 2024 08:29:53 +0000
"auto trade system replay back test"
View Count: 1027
| [2015-09-01 18:50:57] |
| User175327 - Posts: 31 |
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HI- A quick question: I have been using the "auto trade system replay back test" for a 4 range chart that has a "study/price overlay" that is an ask/bid volume difference bar for a 5 minute chart. One of the contingencies I am back testing for entry is based on the last or current ask/bid value(delta) of the current 5 minute bar.....for example if the ask/bid volume is +50 or -50 as a preset to entry. It is just one of many things in my entry formula but I am concerned the back test is only calculating the closing value of the 5 minute bar and thus, giving me false results in the back test. I realize that in a live market the formula is able to give the most recent value for the study being overlayed but what happens in the back test? If I change the "settings and inputs", specifically set the "synchronize" to "no" the charting system doesn't seem capable to populate the data for the corresponding study overlay onto the 4 range chart, and if I leave "synchronize" to "yes" It seems the back test is looking at the data only after the close of the 5 minute bar and not the individual 4 range bars. Any suggestions or help would be great!! |
| [2015-09-01 19:12:49] |
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You need to perform a replay of multiple charts. This is explained here: https://www.sierrachart.com/index.php?page=doc/doc_Backtesting.php#BackTestingMultipleCharts 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 |
| [2015-09-02 17:11:18] |
| User175327 - Posts: 31 |
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Thank you. Do you know what the smallest replay time increment is? The default is 60 but what is the smallest increment I can set this to, 1 second, .5 second? |
| [2015-09-02 18:37:50] |
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The default is not 60 seconds if that is what you are referring to. The Intraday data can be stored in tick by tick units. Refer to the documentation on this page here about this: https://www.sierrachart.com/index.php?page=doc/doc_ReplayChart.html 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 |
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