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Direct MessagesDate/Time: Mon, 06 May 2024 03:43:52 +0000
Different DMI Values between simulation and Live?
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| [2016-12-30 19:53:10] |
| AcquaLife - Posts: 33 |
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I am a little confused on why my simulations are different than the live trading. I have a question relating to this. First I am doing a 30min DMI overlay on the 30sec chart. SO, during simulation does the final DMI value for the 30min get assigned to all the 30sec bars within that 30min? I think this is what is happening, but i do not know. Because during live the final DMI value is not known, obviously, so during live the DMI value from the 30min changes and gets updated on the 30sec chart. I think this is my problem. So, Does the final DMI value from the 30min chart get assigned to all the 30sec bars during simulation from the get go, or does the DMI change dynamically during simulation and just end with the same DMI value that is the end value of the time period? Meaning during that 30min interval some 30sec bars have one DMI and some 30sec bars have another DMI, or do they have all the same DMI (the final value)? Thanks! |
| [2016-12-30 22:03:56] |
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How this works is controlled by the study Inputs of the Study/Price Overlay study: Study/Price Overlay Study: Study Inputs And we also do not know what you mean by "simulation" in this case. Meaning during that 30min interval some 30sec bars have one DMI and some 30sec bars have another DMI, or do they have all the same DMI (the final value)? They should all be the same.
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 |
| [2016-12-31 03:53:53] |
| AcquaLife - Posts: 33 |
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When i say simulation i mean "autotrade trade system replay back test" So what you are saying is the DMI value for the 30sec bars within the 30min will be the same for every bar? is the the DMI value for the 30min once it is closed? Since it is in the past it already knows that value so are all the 30sec bars within that 30min bar assigned that final value? Because when it is live the DMI value can change during that 30min bar and the final value of the DMI when the bar closes is what you see when you go back to the 30min bar later to look at the dmi. Is there anyway to get the actual values of the 30sec bars within that 30min time frame that they were when they were live? Thanks |
| [2017-01-02 17:37:16] |
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When using that particular command on the Trade menu, only one chart is replaying. All responses below make an assumption that the Back Test was started on the 30 seconds chart. So what you are saying is the DMI value for the 30sec bars within the 30min will be the same for every bar? Yes in this particular case. is the the DMI value for the 30min once it is closed? Yes.Since it is in the past it already knows that value so are all the 30sec bars within that 30min bar assigned that final value? Yes.Is there anyway to get the actual values of the 30sec bars within that 30min time frame that they were when they were live? Yes. You need to use a multiple chart back test. Refer to:http://www.sierrachart.com/index.php?page=doc/Backtesting.php#BackTestingMultipleCharts 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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