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Support Board


Date/Time: Sat, 20 Oct 2018 01:22:44 +0000



Back Testing Functionality

Support Request:
[2016-03-02 05:54:04]
User713273 - Posts: 409
It would be nice to have the ability to run strategy optimization (determining the best combination of parameters), Monte Carlo simulation, etc. Any plans on back testing improvements?
[2017-11-28 11:54:43]
User106180 - Posts: 58
The question above had been asked previously in 2014 in the following post, where you stated that you had no near term plans for any of the feature suggestions - https://www.sierrachart.com/SupportBoard.php?ThreadID=6816

Are there plans to add any of these features? Running back tests with different values for parameters is essential for testing automated trading strategies, and the ability to do this automatically would be very useful.

Thank you.
[2017-11-28 18:18:36]
Sierra Chart Engineering - Posts: 65025
We would expect optimization to hopefully come within the next 6 to 9 months.
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.
[2018-03-17 14:30:15]
User166876 - Posts: 1
Hi,

Sierra Chart is a fast and reliable platform with a wide range of features.
I tried about 30-40 tools with different programming languages.

But there is one area for improvement - backtesting with optimizing parameters (determining the best combination of parameters), Monte Carlo simulation, 2D and 3D visualization ...
May be the best realization is in AmiBroker platform. Another example is MT5 platform.

The other area is docs and examples for developing strategies for automated trading (though for manual trading and configure there are a lot of docs).
For example, the site for MT5 platform (MQL5 language) www.mql5.com has hundreds/thousands examples, articles, code samples, and additionally well-structured for self studying.

Sierra Chart has all to be the best platform for manual trading and searching/developing/backtesting/optimizing automated strategies.
And we (users) want you (developers) to hear us and we (users) are willing to help ...
Date Time Of Last Edit: 2018-03-17 14:30:32
[2018-03-19 20:02:10]
Sierra Chart Engineering - Posts: 65025
There are examples. Refer to:
https://www.sierrachart.com/index.php?page=doc/ACSILTrading.html#ExampleCode
https://www.sierrachart.com/index.php?page=doc/ACSIL_ExampleTradingSystems.html

Optimization will be added.
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.
[2018-06-16 19:21:30]
User713273 - Posts: 409
We would expect optimization to hopefully come within the next 6 to 9 months.

What is the status on optimization capabilities? Will this be available within the next couple weeks or so?
[2018-06-18 05:34:46]
Sierra Chart Engineering - Posts: 65025
We do not know when this will be released. Nothing has been done with this development at this point in time. Allow about 1 to 2 years. Sierra Chart should not be relied upon for this type of functionality at this point in time. You need to use another program.
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.
[2018-06-18 06:45:42]
@sstfrederik - Posts: 282
You can check this out. No recommendation in any way.

http://www.profsoftware.com/scbt/home.htm
[2018-06-18 17:54:17]
User924725 - Posts: 26
i will not put my hand on fire for this but i think
this is outdated and maybe run in problems with recent updates
of sierra charts,

do you have any any feedback from users that are using it now ?
[2018-06-18 18:02:53]
@sstfrederik - Posts: 282
No I don’t. You need to find out for yourself.

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