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Date/Time: Thu, 18 Oct 2018 17:19:21 +0000



Replay statistics error and instance only have 1 year data

Support Request:
[2017-11-22 05:31:07]
seven0907 - Posts: 29
Hi, SC
I found the replay summary "drawdown" have many unreasonable amount showing in the table, are those amount include in p/l summary? how can we trust it?

I login SC account on both my computer and cloud, cloud running the main account and 1 sub-instance without any issue, but once I try to open sub-instance in my computer, whatever I set the data load days and trade max days, the chart only can show the 1 year data, I tried delete all data and re-download even I tried copied the data from main SC folder, the result not change, pls help to fix it, thanks.
Private File
[2017-11-22 18:01:06]
Sierra Chart Engineering - Posts: 64948
Tell us the time zone that Sierra Chart is set to.

Provide us the Trade Activity Log file following these instructions:
https://www.sierrachart.com/index.php?page=doc/TradeActivityLog.php#TradeActivityLogFileToSupport

We will see what the problem is and resolve.

are those amount include in p/l summary?
No.

whatever I set the data load days and trade max days, the chart only can show the 1 year data
Follow through the instructions here:
https://www.sierrachart.com/index.php?page=doc/HistoricalIntradayData.html#DownloadingViewingMoreHistoricalIntradayData

Be sure to go through each of the steps carefully so you do not miss anything.
Sierra Chart Support - Engineering Level

Your definitive source for support. Other responses are from users. If possible please keep your questions brief and to the point. Please be aware of support policy:
https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation

If your question/request has been answered and you do not have anything further, then it is easiest for us if you do not reply again to say thank you.
[2017-11-23 02:01:42]
seven0907 - Posts: 29
Hi, SC
Both my computer and cloud system set the time zone to (UTC-6), Chicago central time.
Private File
[2017-11-23 02:41:09]
seven0907 - Posts: 29
I exactly follow the instruction to download more data, i tried delete all data function, I also tried go to windows system sierra chart folder to manual delete all data and re-open sierra chart to download, but looks like the date lock to 2016-10-18, could you help to solve it?thx.
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[2017-11-23 04:50:42]
Sierra Chart Engineering - Posts: 64948
But you did not take note of the fact that futures contracts have a limited life as the documentation we referred to you explains.

Refer to this page:
https://www.sierrachart.com/index.php?page=doc/ContinuousFuturesContractCharts.html
Sierra Chart Support - Engineering Level

Your definitive source for support. Other responses are from users. If possible please keep your questions brief and to the point. Please be aware of support policy:
https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation

If your question/request has been answered and you do not have anything further, then it is easiest for us if you do not reply again to say thank you.
[2017-11-23 06:15:47]
seven0907 - Posts: 29
I understand need use continues futures contract.
I setup exactly same as cloud and my computer, only my computer instance have issue, cloud instance works fine.
During the backtest, I found the contract month and actual trading date miss-match, pls review the image below.
imageCapture3.PNG / V - Attached On 2017-11-23 06:15:12 UTC - Size: 73.25 KB - 68 views
[2017-11-24 03:39:30]
Sierra Chart Engineering - Posts: 64948
The Trade Activity Log file you provided does not contain the same data as you provided in the spreadsheet because it is back from 2013.

You will need to run a back test again and also adjust the relevant settings to cause that data to be saved:
https://www.sierrachart.com/index.php?page=doc/GlobalTradeSettings.html#NumberDaysSaveTradeActivity


In regards to the last question in post #6 refer to:

https://www.sierrachart.com/index.php?page=doc/ContinuousFuturesContractCharts.html#BackTestingAndTradingWithContinuousFuturesChart
Sierra Chart Support - Engineering Level

Your definitive source for support. Other responses are from users. If possible please keep your questions brief and to the point. Please be aware of support policy:
https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation

If your question/request has been answered and you do not have anything further, then it is easiest for us if you do not reply again to say thank you.
Date Time Of Last Edit: 2017-11-24 03:40:35
[2017-11-25 08:07:07]
seven0907 - Posts: 29
Hi, SC
I did a lots backtest and found sometimes the trade statistics corrected sometimes not.
I have another questions below:
I use standard package 5 and connect to IB for latest 20min data, and my trading strategy used NISS-NYSE study, how can I know the data is not delay and IB is supported this study?
I used same setting and same test time to do actually backtest, I found the result is not consistent, may I know why?
[2017-11-28 03:13:21]
Sierra Chart Engineering - Posts: 64948
Any trade statistics which involve the High Price While Open and Low Price While Open in their calculation might potentially have an issue and this is something we are going to be reviewing and working out as soon as we can. That area of code potentially can have a problem under certain conditions. It is something that we want to rework how it is all implemented.

Although in your particular case, we think the problem is different in that there is a calculation involving 0 for the low price causing these large Loss values. And that is probably most likely a completely separate issue.

This is a Sierra Chart market statistics symbol:
NISS-NYSE

Refer to:
https://www.sierrachart.com/index.php?page=doc/SCMarketStatistics.php

In regards to back testing inconsistencies, refer to:
https://www.sierrachart.com/index.php?page=doc/Backtesting.php#DifferencesBackTestRealTime
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. If possible please keep your questions brief and to the point. Please be aware of support policy:
https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation

If your question/request has been answered and you do not have anything further, then it is easiest for us if you do not reply again to say thank you.

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