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Direct MessagesDate/Time: Thu, 25 Apr 2024 13:15:19 +0000
[User Discussion] - Sierra Charts Backtester (PssSCBT)
View Count: 3999
| [2016-01-03 09:17:18] |
| crazybears - Posts: 314 |
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Hello info for anyone has interest to run a backtest with walk forward analysis with Sierra chart I've asked to the developer of Diamond Backtesting Manager if he could built a version for SC. after some time he sent me a link with a beta version :http://www.profsoftware.com/scbt/. if someone is interest ,you can contact him to test it. P.S. i'm neither affiliate with him nor i've economic benefit,i've just a great interest to this kind of analysis and studies in this field and a hope it helps to improve trading performance. |
| [2017-01-21 21:06:38] |
| bradh - Posts: 854 |
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I have tried it, and it is very buggy. Among the problems I have had: not finding chartbooks, not saving changes to tests, appearing ot run tests, but not saving the results, test editor issues, running the test on one chart, and switching to another. It gives the option to install on drives other than c:, but fails to load when starting because c: is hard coded. The walk forward part (a seperate add-on) doesn't support Sierra Chart. Good thing you get a 10 day trial period.
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| [2017-01-21 21:13:15] |
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We would expect some of these issues would just have to do with the fact that it is inherently difficult to integrate with Sierra Chart in the way that it requires for it to accomplish what it needs.
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 |
| [2017-07-13 20:46:41] |
| rhovega - Posts: 279 |
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Is there anyone with experience with the Sierra Charts Backtester (PssSCBT) from profsoftware.com/scbt that can share his/her experience? This is the only thread about it, and it is 18 months old. Thanks. |
| [2017-07-14 12:56:43] |
| bradh - Posts: 854 |
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rhovega wrote: Is there anyone with experience with the Sierra Charts Backtester (PssSCBT) from profsoftware.com/scbt that can share his/her experience?
This is the only thread about it, and it is 18 months old. Thanks. My post is 6 months old. I would give it a try if you are interested. You get 10 days for free. I was not happy with it, so I decided not to buy it. Brad |
| [2019-02-21 04:00:19] |
| User565689 - Posts: 19 |
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I found SCBT separately a while back, but recently had this thread brought to my attention. I'm not a fan of thread necro, but maybe this can help crazybears, rhovega, bradh, or anyone else that stumbles across it. SCBT has its quirks, but it is far improved over the version from a year or so ago. The developer is also responsive to bugs/requests as long as they are not crazy, and I had a good back-and-forth debugging exchange with him when Sierra Chart changed its Trade Activity Log at the end of last year away from true tabs to the current interface. I personally run it in a separate user account so that there is no contention between it trying to control my testing installation of SC and my actual live trading installation of SC in my main user account and just use Fast User Switching to go back and forth. This sounds more complicated than it is, but I can provide more details if anyone wants to know. I have Windows 10 Pro on a workstation, so I don't know if that's possible with a less featured version of Windows 10 such as Home. It did take me a few tries to get everything just right, but it definitely helps when running dozens of backtests. Before I had it I was manually entering every single test into a spreadsheet, which lead to numerous "do-overs" when I discovered that I had mistyped a value. Now I can program a strategy (I use SC's ACSIL), run it manually to make sure it is doing what I expect, and then hand it off to my SCBT installation to test dozens of permutations. The obvious cautions apply to not over-optimize against your data (I can design a strategy that will be 100% successful if I know what has already happened ;) ), and you have to be especially cognizant of that when using SCBT since there is now so little effort involved with running "just one more" backtest. I think you still get 10 days free, and if you do end up trying it and finding a problem during your trial, make sure to email the developer while using it. He extended my free trial multiple times while we were working out how to set it up with my particular computer. The companion software Diamond Backtesting with Walk Forward Manager (BTWFMgr) uses the logs created by SCBT to then display many ways of analyzing the backtests. It has way too many features for me to use it to its full potential, but I do own it and use part of it to see how each variable affected the whole batch of tests overall. It is also more expensive than SCBT, so I would recommend using the trial period for that. I have no relationship with SCBT or Prof Software except for being a customer. I'm still a bit picky about its quirks, but it really is amazing that it is able to interact with SC at all, just like SC Engineering said above. I do not have the slightest idea how to write a Windows program that can take control, even to a small extent, of another GUI process, and so I cut SCBT some slack when I consider the large amount of time it saves me. |
| [2019-03-24 21:38:14] |
| Chad - Posts: 231 |
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Hi User565689, Would you be interested in consulting me on mimicking your workflow between SC/ACSIL-to-SCBT? I've got a 6-month license for SCBT, and have reviewed his demo video and some of the website instructions, but getting the files configured properly, among other things, is still hazy. Sent you a DM request, please message me there if interested. |
| [2019-08-28 03:09:34] |
| JayShea - Posts: 92 |
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User565689 Thanks for your review. How did you find the speed? Their last update were >100 Sierra revisions ago. JD |
| [2019-08-29 16:53:34] |
| User565689 - Posts: 19 |
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Hello JayShea, I have a bad habit of not updating the instances of Sierra Chart that I use for SCBT that is a carry over from the days of corporate Windows updates always breaking critical functionality (yes, I know that is terrible security practice, but it's not fun to have a critical system break right in the middle of a product launch or the trading day, depending on your field). I personally am still on SC v1875 for my backtests since I have not needed any of the new updates from SC. In the old days (and even with SC/SCBT) it was always risky to roll out a new Windows update without thorough testing, and it hasn't been worth the effort to update and make sure nothing was broken for me at this time. With the exception of the major Trade Activity Log breaking update in early 2019 (which I reference in my review and Burkhard worked with me to make SCBT work with SC again after that major SC change), it was normally a painless process to update SC to each new version, but I have not had the time to try since then. If there is another code-breaking change like that one, then I assume Burkhard would be willing to tweak the code again to make it work, but since I have no affiliation with him I can't say for sure if SCBT is still under active maintenance. As for your question about speed, SCBT uses the native SC backtesting process, so it is almost as fast as SC's backtests. I say almost since SCBT adds some overhead as it changes Inputs, saves the Trade Activity Log, reloads the chart, and the like. Those are all unavoidable actions if you want to iterate parameters, though, so you can't fault SCBT for that. Once the parameters are entered and the chart book is loaded, it runs at 100% of the SC backtest speed, which is limited by your computer. I run it in "Accurate Trading System Back Test Mode", which can take quite a while depending on how involved your custom studies are, but SCBT also supports the Bar Based Back Test Mode (Standard Replay), which runs very quickly. The downside to Standard Replay is that it only uses the OHLC data instead of tick data, so it is not that accurate if you make trades (entry or exit) within a bar instead of just on bar close. I have not seen any reduction in speed just due to SCBT. For example, if a backtest in SC takes 1 hour (after inputs are changed, etc.), then that same backtest using SCBT to control SC will also take 1 hour. You just have to add a few seconds to a minute extra for each backtest iteration to allow SCBT to do all of its supervisory functions. |
| [2019-08-29 19:47:16] |
| JayShea - Posts: 92 |
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Dear User565689 Thanks for the responsive and gracious reply. Have you found anything else that approximates the results that SCBT provides? Regards JD |
| [2019-08-29 21:35:29] |
| User565689 - Posts: 19 |
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Hello JayShea, Glad to help. Like I said earlier, hopefully my messages about SCBT help other users navigate its quirks. I think the results are worth it, but it definitely takes a little getting used to. I stopped searching once I found SCBT and finally got it working, so no, I have not found anything else comparable, but then again, I have not looked either. |
| [2022-03-30 12:35:10] |
| User134797 - Posts: 52 |
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Hi All, Is anyone still running SCBT from Profsoftware.com, Because it was build for 32bit. Sierrachart is not support 32bit any more, I like to know if somebody is still can run SCBT. Because I have some problem to run it. Best, Iwan |
| [2022-03-31 23:40:07] |
| User565689 - Posts: 19 |
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Unfortunately, I have not been able to get it to work with the 64 bit latest versions either. If you run SCBT it will successfully launch the 64-bit Sierra Chart, but then has an error finding the Open Chartbook window. If you have SC open your desired Chartbook on startup, then it can skip that, but trying to start a backtest results in an error for not detecting Sierra Chart running. This error is due to SC launching SierraChart_64 and SCBT looking for just "SierraChart". It seems that SCBT would need to be updated to use the new SC window interface (now that SC has their own dialog windows instead of the standard Windows interface), and also update the internal SCBT handle to refer to "SierraChart_64" instead of "SierraChart". If you contact Burkhard at ProfSoft then he will probably be willing to work with you. When I was using SCBT a few years ago he and I were able to diagnose and fix many changes to SC that broke SCBT at times. There have been quite a few changes to SC since then, but if you're willing to generate log files and send them to him, then he is pretty responsive. What I wrote above may be a start for the diagnostic process, but I am unable to go further at this time due to my own obligations. Sorry I can't do any more, but hopefully this helps. |
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