Support Board
Date/Time: Sat, 10 May 2025 10:24:49 +0000
Sweep trading system parameter and view change in trade activity log
View Count: 2063
| [2013-07-17 14:42:01] |
| umair1 - Posts: 86 |
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I have a lot of parameters in my trading system. I find myself tweaking and adjusting these parameters like profit target and stop offset and viewing the resulting performance in the trade activity log. I wanted to know if there is someway to instruct sierra chart to sweep a trading system parameter from a starting value to an end value at a specified step value and have sierra chart run all the necessary backtests and generate a trade activity log for each step. --- And then ideally it would be great if sierra chart could produce graphs like total profit/loss vs profit target total profit/loss vs stop offset win % vs profit target etc Graphing the results is probably asking for a lot- but being able to sweep a parameter instead of having to do this manually would save a lot of time and be useful for evaluating a trading system. Date Time Of Last Edit: 2013-07-23 19:04:06
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| [2013-07-22 16:02:19] |
| umair1 - Posts: 86 |
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bump
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| [2013-07-22 17:57:11] |
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None of this is supported or planned. At least not anytime soon. Probably this would be looked at sometime next year.
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: 2013-07-22 17:59:22
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| [2013-07-23 19:03:10] |
| umair1 - Posts: 86 |
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I believe this is a very useful feature. It would help to hear from others who program their own trading systems. I have to believe that others who design trading systems must have adjustable parameters as well. I'm sure they don't get every single thing right the first time and that their trading system works for all time. It seems reasonable that a trading system designer will have to iterate on the trading system at least a few times. Having the capability to at least instruct sierra chart to run multiple backtests, each with a different parameter, each backtest producing it's own trading activity log would help save a lot of time and make it very easy to compare the performance of one trading system iteration to another. Also I realize it's not trivial to add this feature to sierra chart- but I don't believe it's that hard either. I'm not asking for new functionality. I essentially want to repeat existing functionality over and over again. |
| [2013-07-25 04:50:47] |
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This will have to wait. We have too many other things to do.
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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