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Direct MessagesDate/Time: Fri, 03 May 2024 15:40:53 +0000
trade activity log with trades counted twice making wrong P/L calculation.
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| [2016-10-21 10:52:44] |
| User558587 - Posts: 1 |
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You can see in the two enclosed files "strange results" coming from some trades counted twice (August appears for the second time mid of september). Files comes from backtest trade activity log saved in txt filetype: -"statistic" page in order having global overview in ttachatstatistics1.txt -"trade" page for deeper analysis in ttachatstatisticstrade1.txt. I made again a backtest later and got right results but with lower P&L. I attached the file too in ttachatstatisticstradebis.txt So I request your help to understand how to avoid this kind of issue making difficult my strategy appraisal. Best regards |
Private File Private File Private File |
| [2016-10-21 17:13:22] |
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Make sure there is no out of order timestamps in the chart. Refer to: http://www.sierrachart.com/index.php?page=doc/helpdetails63.html Also, do not use the All Symbols and the All Accounts settings on the Trade Activity Log. You only make things much more complex and confusing that way. Specify a specific Symbol and Account. Otherwise, the problem is most likely because you have run a replay at different points in time and did not clear the Trade Activity Log between those replays resulting in out of order data in the Trade Activity Log. So this is a problem that you created by your actions. 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: 2016-10-21 17:14:27
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