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Direct MessagesDate/Time: Sat, 27 Apr 2024 19:09:08 +0000
Trading Activity Log - Automated Trading Drawdown Spikes
View Count: 798
| [2016-07-23 20:22:15] |
| sigmadict - Posts: 95 |
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Hello, I am Backtesting with AutoTrade System Replay BackTest with Tick by Tick Accurate mode. My Spreadsheet Study for Automated Trading seems to works well and my Orders are Filled normally and accordingly to my Targets and Stops. The problem is : When I look at the Trade Activity Log, the Drawdown Column Data seems to spike to high numbers for example (+-)700-800 at innapropriate moments, meaning that I have a strike of Wins of +100, with a +-100 Target and Stop, and I get -500 in the Drawdown Column of the last positive trade (which would have taken me out of the Trade, i.e, would have been a negative profit, not vice versa). My concern is about the accuracy of the Drawdown during High Accuracy Backtest, can we rely on it ? I have experience innacuracy with it, and it is mesing up the Trades Statistics by spiking weirdly. Please let me know if I can rely on the Drawdown Column in this context, in extention to the Trade Statistics, and why I might experience this (I am maybe be missing something here also..). Thanks Regards Date Time Of Last Edit: 2016-07-23 20:32:48
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| [2016-07-24 10:30:21] |
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For more information about the fields you are asking about, refer to the field descriptions here: https://www.sierrachart.com/index.php?page=doc/doc_TradeActivityLog.php#TradeStatisticsTabFieldsDescriptions When you notice what you are describing, go to the Trade Statistics tab of the Trade Activity Log and select Edit >> Copy All. Paste the text here so we can look at the values. 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: 2016-07-24 10:30:43
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