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Direct MessagesDate/Time: Thu, 16 May 2024 05:02:00 +0000
Playback versus RealTime
View Count: 715
| [2015-11-16 19:20:49] |
| User143052 - Posts: 32 |
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I ran a new template I have been testing today in Sim mode and real time. By 10:00 it was down about $500. I ran a playback of today's data with the very same template using the exact same time frame and it made $1275 profit by 10:00 AM. I started the playback on the opening bar. Why is there such a vast difference between real time results and playback results using the same template at the same time frame and trading period? Is playback an exact recorded copy of real time or is it different?
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| [2015-11-16 21:33:11] |
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This is very hard for us to comment on, because there are so many variables involved. We do not know anything about the trading system. This information here will be helpful: http://www.sierrachart.com/index.php?page=doc/doc_Backtesting.php#DifferencesBackTestRealTime http://www.sierrachart.com/index.php?page=doc/doc_Backtesting.php#BackTestConsistency http://www.sierrachart.com/index.php?page=doc/doc_Backtesting.php#UsingActualBidAskPrices 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 |
| [2015-11-16 22:45:56] |
| User143052 - Posts: 32 |
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I wasn't doing back testing. I was doing playbacks. My question remains.Isn't it true that a playback should reflect the actual market performance for the time frame being played back?
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| [2015-11-16 22:55:13] |
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The information we linked to does explain this subject and what you should do. Basically you want to make sure Sierra Chart is set to tick by tick data configuration and re-download the data if necessary. And you also must use the Accurate Trading System Back Test Mode when doing the replay. 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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