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Real trade and replay trade large difference

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[2017-12-08 02:47:35] #2 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
This is still pending review. We are going to create a set of information to ensure a back test matches real-time updating as much as possible. We already do have this, but we will be thinking through it again and making sure it is as up-to-date and complete as possible. 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

[2017-12-08 06:13:22] #3 [Go To First Post]
seven0907 - Posts: 34
Hi, SC Yesterday same issue, real(demo) trade entered, and 2nd day backtest no signal.I have some suspicion: 1. I only do day trade, so the signal stop at 1st day end and continue to update on 2nd day start. 2. SC market statistics calculate 24hrs a day. 3. Can I force the calculation period base on my trading chart setting? if this is a real problem, could you let the NISS-NYSE continue to calculate even my main chart stop(day trade only)? any other solution for it? This is only my suspicion, hope can help you.

[2017-12-08 13:24:34] #4 [Go To First Post]
seven0907 - Posts: 34
And 1 more thing, I use EMA study to calculate NISS, I found after 1 day close, the study result shift about 30mins to left, is this due to the calculation? Or this is the reason the chart signal shift? I tried the open all day result, the calculation signal changed, so we can say the historical data calculation based on the chart. The other possible reason is the new trading day start, the calculation reset, after 1 day finished, the data add into the historical which calculated based on previoud EMA data, pls help to verify it, thanks.

[2017-12-08 14:07:05] #5 [Go To First Post]
seven0907 - Posts: 34
Even I changed to simple moving average, the result same, highly suspect once the chart stop, the new day start value was not added in the previous days calculation, only added in historical chart.

[2017-12-08 16:18:02] #6 [Go To First Post]
seven0907 - Posts: 34
partial solution need to be verify. 1 min before trading, open evening session, then all calculation already based on 24hrs, then close evening session, the signal looks like already changed to historical which I found mismatch, could you verify it? if it is true, can we have a study for this? thank you very much!

[2017-12-08 17:43:00] #7 [Go To First Post]
seven0907 - Posts: 34
partial solution is not working, once the new bar coming, I need reload and re-calculated the chart to match the my each instance data, once the enough bar for study using, the data can final match.

[2017-12-09 12:09:48] #8 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
Post #3 through #7 are outside the scope of our support. Refer to: Automated Trading Management: Troubleshooting Automated Trading System Behavior Post #1 is still pending. 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

[2017-12-09 16:13:24] #9 [Go To First Post]
seven0907 - Posts: 34
Thx for replay, may I know the study calculation is reset on the beginning of the session, is it? but for study on the historical calculation based on the beginning of the chart roll to now, right? If yes, for MACD study, can we have a option to turn off the reset? thanks.

[2017-12-11 06:57:23] #10 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
Thx for replay, may I know the study calculation is reset on the beginning of the session, is it? What particular study calculation are you referring to? but for study on the historical calculation based on the beginning of the chart roll to now, right? We do not know what you are referring to. The MACD study does not reset. Here is the relevant documentation in response to post #1: Auto Trade System Back Testing: Differences Between Back Testing and Real-Time Auto Trade System Evaluation 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

[2017-12-16 15:32:54] #11 [Go To First Post]
seven0907 - Posts: 34
Hi, sc I found the problem, my signal is based on link chart study, even I followed all the instruction on documentation. The detail problem is: 1. When I use linked chart replay speed 30, the result looks like ok. 2. When use the speed higher than 120, the study signal always earlier than actual, looks like the replay speed is the key on my problem, could you explain it? Do not want to do every replay test on the speed lower than 30, if I replay 10 years, the time is very long. thanks.

[2017-12-18 05:37:14] #12 [Go To First Post]
seven0907 - Posts: 34
I tried another way, output two chart study data to same spreadsheet name and different sheets name, but still the result same once replay speed higher than 30 even I choose calculate at every tick. Looks like either the spreadsheet output is not fast enough or higher replay speed will lost a lot of detail, could you have any solution for it? Cos the replay result always give the signal too earlier that means I always use the 'future' value to predict current price, that is totally wrong, thanks.

[2017-12-18 05:39:44] #13 [Go To First Post]
seven0907 - Posts: 34
BTW, both 2 chart have same session time, same bar period but different symbols, one symbol give signal, the other signal execute to buy/sel.

[2017-12-18 05:45:27] #14 [Go To First Post]
seven0907 - Posts: 34
one more thing, the study/price overlay during replay only can show the static manner, that's why the buy/sell signal always show earlier, it's always show full bar signal even the main price/time not reach.

[2017-12-18 06:46:59] #15 [Go To First Post]
seven0907 - Posts: 34
Is there any way both display tick data in spreadsheet(number of trade set 1) and signal only on 15min or 30min once? Or just set 15min bar on chart but spreadsheet display every trade?

[2017-12-18 14:35:41] #16 [Go To First Post]
seven0907 - Posts: 34
looks like once we use link chart replay, signal symbol calculation is much less than real trade symbol, so that's why everytime the signal finish first and always give wrong result, could you let both chart calculation match time as much as possible? I already change system time to atomic server.

[2017-12-18 16:09:55] #17 [Go To First Post]
seven0907 - Posts: 34
Hi, SC I can't find any documentation for the study named " add additional symbol", it's looks like a solution, but chart hang after added, only can display once click the reload and recalculate chart.

[2017-12-19 08:30:22] #18 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
I can't find any documentation for the study named " add additional symbol", it's looks like a solution, but chart hang after added, only can display once click the reload and recalculate chart. We are still working on this study. It should be ready before the end of the week. You need to wait until then. In regards to the other questions, really it is hard for us to answer those. It is hard for us to us explain why the speed is making a difference. From our perspective we just do not know because we do not know exactly what you are doing. You will want to replay all of the charts that make up the trading system as explained in the documentation we linked to previously, but it sounds like you might already be doing that. 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: 2017-12-19 08:31:41

[2017-12-22 14:20:38] #19 [Go To First Post]
seven0907 - Posts: 34
Hi， SC The new method 'Add additional symbol' fail during chart replay(i choose single chart replay) all data lost and study calculation base on added symbol all not work during replay and calculation is not based on tick data.

[2017-12-22 14:52:45] #20 [Go To First Post]
seven0907 - Posts: 34
BTW， I updated latest SC version which is 1674. add additional symbol data and study not work at real time.

[2017-12-22 18:55:52] #21 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
Yes, these issues are because the Add Additional Symbol study is not yet finished. It will be done later today. Look for version 1675. It should be complete in that version. 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: 2017-12-22 19:08:38

[2017-12-24 04:00:27] #22 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
Version 1675 is now out. The study Add Additional Symbol is now complete. There is some minor additional work we will be doing related to it supporting its own price multiplier and preventing the historical data from being cleared when modifying Study Settings directly through the chart for that particular study. 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: 2017-12-24 11:51:12

[2017-12-26 15:29:30] #23 [Go To First Post]
seven0907 - Posts: 34
Hi, SC My trading signal based on add additional symbol, so the study added on it on the single chart now, once the replay, the chart looks like working fine, but after you choose reload and recalculate, chart study calculation changed. It's may due to replay speed still too high, I choose 1000x or 7000x, some period show zero value based on my MACD calculation, may 'jump' or 'miss' the data. so the conclusion is the replay still unreliable, hold you can fix it. BEST Regards.

[2017-12-27 22:41:32] #24 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
We have done some additional work on the Add Additional Symbol study. We want you to use "Prerelease" version 1677.: Software Download: Fast Update In your particular case we are not sure it is going to make any difference though. There may be something else going on which you are doing which we are not aware of. , chart study calculation changed. What is changing exactly? Are you referring to the Add Additional Study bars themselves? We would not expect those bars to change, but if they are, that is something we can definitely resolve. Possibly the problem is related to study calculation precedence. Refer to this section here about this: Chart Studies: Study Calculation Precedence And Related Issues 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: 2017-12-27 23:20:04

[2017-12-28 12:08:42] #25 [Go To First Post]
seven0907 - Posts: 34
Hi, SC I attached the file to explain my questions. 1. replay chart: My calculation chart, main chart use ES, add symbol make the signal, MACD calculation on add additional signal, pls look the detail chart shape. 2. actually: same chart as replay, just click reload and recalculate, the signal on region 2 shape already changed. 3. Single chart: use new chartbook, single chart on the add additional symbol, study MACD on it at region 2, looks like shape also change, that's why I asked is there any calculation update. Pls help to fix it, thanks. BTW: replay speed I tried from 1980x to max, looks like higher speed cause different result or even not calculated.


Private File Private File replay.PNG / V - Attached On 2017-12-28 12:01:00 UTC - Size: 39.84 KB - 346 views Attachment Deleted.

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