Support Board
Support Board
Search Board
Control Panel
View My Posts / Threads
Direct MessagesDate/Time: Sat, 04 May 2024 03:08:28 +0000
Backtesting
View Count: 617
| [2016-06-11 04:42:13] |
| Mike_S - Posts: 42 |
|
I'm currently coding an automatic trading strategy for Ninjatrader only because I know how to get that done easier at the moment, but I was wondering if there was anything specific I should know about backtesting that Sierra can do better. My strategy trades daily bars, but I need to access intraday bar info for my entries and exits which I believe Ninja cannot do. Can Sierra do this? I need the Open and pre close prices to determine if I will exit on those days at those times. Thanks |
| [2016-06-12 19:24:15] |
| |
|
Here is the documentation for back testing in Sierra Chart: https://www.sierrachart.com/index.php?page=doc/doc_Backtesting.php My strategy trades daily bars, but I need to access intraday bar info for my entries and exits which I believe Ninja cannot do. Can Sierra do this?
We think the best way to do this is to create daily bars from Intraday data: https://www.sierrachart.com/index.php?page=doc/doc_SessionTimes.php#CreatingDailyBarsCustomSessionTimes And perform a replay back test. The bars will form during the replay and then you can access the necessary data. 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 Date Time Of Last Edit: 2016-06-12 19:24:49
|
To post a message in this thread, you need to log in with your Sierra Chart account: