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Direct MessagesDate/Time: Wed, 15 May 2024 14:47:34 +0000
Strategy backtest feature
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| [2017-10-23 15:30:00] |
| User71961 - Posts: 144 |
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does SierraChart have a strategy backtest feature, using conditions based on a chart study? For example, i would like to backtest a strategy that buys when price touches the lower bollinger band, and then either gets flat when price touches the midline, or when a stop level gets touched, where the stop is set either as a % of the original distance from the entry price to the midline, or a fixed number of ticks from the entry price. Is this possible, and is this something that is pre-built into SierraChart? The backtest would result in a list of trades in a spreadsheet, which could also be annotated onto the chart with BuyEntry, SellEntry, SellStop and BuyStop indicators (Maybe either the letters "BE", "SE", "SS", "BS" or some other custom character or string)? This would also be able to create a P&L study based on the trade signals and the security price movement (P&L priced in the same increments as the instrument...so cents for crude oil futures, and 32nds for Treasury Futures). Is this possible? Date Time Of Last Edit: 2017-10-23 15:32:25
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| [2017-10-23 17:25:07] |
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Yes you can do this. Refer to these pages: Automated Trading Management Auto Trade System Back Testing And refer to this section: Chart Trading and the Chart DOM: Displaying Order Fills on the Chart 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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