Support Board
Date/Time: Sat, 10 May 2025 15:43:15 +0000
replay accuracy question
View Count: 1393
| [2018-02-21 18:39:21] |
| User98657 - Posts: 360 |
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i'm replaying a strategy and getting different results based on the speed at which i replay the data. I"m trying to understand at what speed, or mode, i need to replay the data to get an accurate result. (I am using Accurate Trading System Back Test Mode). i didn't change anything about the strategy, simply rolled the chart back to the start of this particular day and replayed again and again. I replayed at 2x, 5x, 10x, 30x, 60x, and 120x and got a different result each time. All i was trying to do was test the validity of higher-speed replay, before i started researching different strategies. The chart is a 4-tick renko, playing back on tick data. The strategy is a simple one, driven by a spreadsheet for trading study. However, it does use the Renko Bar Predictor study as part of the order placement. I am NOT requiring bars to close to enable fills. So i'm wondering if i need to use the "Calculate Every Tick/Trade" Replay Mode. if the entries are driven by the Renko Bar Predictor, i'm wondering if the batch processing described in the documentation is causing fluctuations in my fills. Date Time Of Last Edit: 2018-02-21 18:41:01
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| [2018-02-21 19:16:44] |
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The only information we have available about this is here: https://www.sierrachart.com/index.php?page=doc/Backtesting.php#BackTestConsistency We cannot provide any further help about this. 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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