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Direct MessagesDate/Time: Sat, 20 Apr 2024 13:05:53 +0000
different results on accurate back testing
View Count: 943
| [2017-05-26 15:04:00] |
| User61576 - Posts: 418 |
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when running on speed X60 i get trades done correct but when running on speed X100000 i don't get all trades done and even opposite direction i don't have this issue over 5 min chart but only in delta bars pls advice here thanks |
 200 delta speed 60 signal executed.jpg / V - Attached On 2017-05-26 15:00:16 UTC - Size: 593.52 KB - 269 views 200 delta speed 100000 signal executed.jpg / V - Attached On 2017-05-26 15:00:27 UTC - Size: 571.99 KB - 281 views |
| [2017-05-26 17:42:18] |
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Have your tried setting the Replay Mode to Calculate at Every Tick/Trade: https://www.sierrachart.com/index.php?page=doc/ReplayChart.html#ReplayMode Let us know if that resolves the issue for you. Sierra Chart Support |
| [2017-05-27 06:19:25] |
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Really the problem is with your automated trading system. Refer to: Automated Trading Management: Troubleshooting Automated Trading System Behavior https://www.sierrachart.com/index.php?page=doc/Backtesting.php#BackTestConsistency 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 |
| [2017-05-31 19:22:07] |
| User61576 - Posts: 418 |
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pls check attached screenshots. this is delta chart i have a signal on the chart on 01-05-17 when using standard replay i get the exits correct but under accurate replay there is a huge mass as i exit only once (but not in the log - it shows 2 exits and on chart i c only 1 exit where compared with standard replay i have all 3 exits) i didn't change settings between runs i am sure there is a bug here on the delta chart replay as i can see there is a spike in prices on that bar and if i send limit sell orders i would expect them to be lifted same as it does (as expected) in the standard replay i have sent the msg log for both standard replay and for accurate replay both speed 60 will appreciate your time verifying this as it looks to me as a bug as this happens again and again in delta chart but not on bar charts |
Private File Private File |
| [2017-05-31 19:29:26] |
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We most definitely cannot help you with this. The reasons are clearly explained here: Automated Trading Management: Troubleshooting Automated Trading System Behavior Refer to the descriptions for the different Replay Modes here: https://www.sierrachart.com/index.php?page=doc/ReplayChart.html#ReplayMode It is absolutely astounding that we are even expected to even begin to understand an automated trading system that you created and its own log messages. This is not a service we provide. We do not provide automated trading system debugging. If you really think there is a bug, which has less than .1 percent chance of actually existing, you are going to have to present this in a very very simplified way. 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: 2017-05-31 20:06:00
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| [2017-05-31 20:04:47] |
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If you want us to refer you to a developer who can help you for an additional cost, let us know.
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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