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Direct MessagesDate/Time: Fri, 26 Apr 2024 20:48:04 +0000
Backtesting triggers
View Count: 896
| [2018-05-31 19:35:13] |
| User459170 - Posts: 262 |
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While backtesting with replay, Stop Loss doesn't trigger when price touches the stop loss order. What is the reason? Thanks.
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| [2018-05-31 19:49:55] |
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Refer to: Trade Simulation: How Orders are Filled 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 |
| [2018-05-31 20:24:15] |
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Make certain though that the price did indeed touch the order. It would be unlikely there is a problem, but if there is, we would need a way to reproduce it. Are you able to consistently reproduce this using the same stop price and using the same data by replaying the data across that stop order over and over again? 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: 2018-05-31 20:24:38
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| [2018-06-04 00:04:08] |
| User459170 - Posts: 262 |
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It seems to be happening most of the time. i.e., lets say I have a stop loss set at 21180 for YM, it wont get executed unless price closes above that price. What is the expected behaviour for backtesting bar by bar? Thanks a lot. |
| [2018-06-04 20:37:22] |
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So you are using the replay window to step through the back testing of bars, bar by bar? Tell us the settings on the replay window and tell us the particular date-time and time zone, of the price bar which is not filling the order and tell us the details of that order. In the case of a stop order just touching the stop price is enough to trigger it. Unless it is a Stop-Limit order? We can still not reproduce any issue like this. Would be incredible if this is happening most of the time. We may have to do a remote assistance session. 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: 2018-06-04 20:38:30
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| [2018-06-06 00:01:05] |
| User459170 - Posts: 262 |
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Please see attached chart. Its a 1 min chart of YM on 6th June 2017 YM data. buy stop loss at 21173, price touched 21173 and is coming down, but as you can see order has not triggered.The bar that touch 21173 but didnt trigger SL is at 8.50 a.m PST Attached also is the replay configuration Date Time Of Last Edit: 2018-06-06 00:03:13
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si.png| [2018-06-06 23:26:12] |
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We would like to use remote assistance to have you show this to us so we can see how to reproduce the problem and gain more of an understanding about it. Could you set your telephone number here: https://www.sierrachart.com/UserControlPanel.php?page=ManageAccountInfo 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: 2018-06-06 23:26:37
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| [2018-10-17 01:33:37] |
| User459170 - Posts: 262 |
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Hi, will you be able to do this with remote assistance now if possible. This is on my backtesting screen now. I have updated my tel no. Hi, I am going to have to continue with my backtesting, looks like you guys are not here, anyway, heres the screenshot. http://www.sierrachart.com/image.php?Image=1539744142717.png Price has touched 24739 but order has not triggered. Date Time Of Last Edit: 2018-10-17 02:44:50
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