Home >> Support Board

Support Board

Date/Time: Sun, 19 May 2024 11:05:42 +0000

How to Post a Message for Support

Replay 'Charts with Same Link Number' or 'All Charts in Book' issue

View Count: 2141

[2019-01-06 18:40:07] #1 [Go To First Post]
GiantAvocado - Posts: 67
I have been struggling to complete replay with multiple charts using: Replay chart -> charts with same link number OR all charts in chartbook -> accurate trading system mode; there are 4 charts (all intra day) with same link number, 3 futures with same symbol different time frames (1M, 10M & 1 day) and a 4th chart, an index, 1 day time frame; Running latest version of Sierra Chart 1856 64 bit; The process appears to get stuck I have to (alt-ctrl-del) to kill it after an hour. What I have found is that one of the charts is in replay still [the index #4] after the others appear to have completed [futures]. I have trades showing in the 'trade activity log' to the end date of 12-31-2018 but no trades before 12-05-2018 for some reason. How can the trades be valid if one of the filters for trades comes from the chart still running its' replay? What I have setup is the following; Disconnect from feed; Global> General 2 > Use Controlled Order Chart Updating = true; Replay 65 day range 11/01/2018 - 12/31/18; scroll trading chart to beginning and hit 'play'; (do not get the window asking playback interval [60] default) 1M intraday chart (link#1); the Main Trading Chart with 1 'spreadsheets for trading' [rows set to 50]; this chart depends on indicators on 3 other charts to filter trading; 65 day range above loaded; the chart time frame is 0600 - 12:10; (trading time frame); chart update interval at 125ms; 10M intraday chart (link#1); same symbol as 1M chart; this provides an indicator to the 1M chart via 'study price overlay'; days loaded 10-26-2018 -12-31-2018 (5 day extra to cover the lookback for the indicator); chart time frame is 1800-1700; (all hours) to have consistent indicator output to the 1M trade chart; chart update interval at 125ms; 1 Day intraday chart (link#1); same symbol as 1M chart; this provides an indicator to the 1M chart via 'study price overlay'; days loaded 10-01-2018 -12-31-2018 (30 days extra to cover the lookback for the indicator); chart time frame is 00:00:00-23:59:59; (all hours) to have consistent indicator output to the 1M trade chart; chart update interval at 200ms; 1 Day intraday chart (link#1); different symbol [index] as 1M, 10M & daily charts above; this provides an indicator to the 1M chart via 'study price overlay' from a spreadsheet [rows set to 90]; days loaded 10-01-2018 - 12-31-2018 (30 days extra to cover the lookback for the indicator in the spreadsheet); chart time frame is 00:00:00-23:59:59; (all hours) to have consistent indicator output to the 1M trade chart; chart update interval at 200ms; I am running multiple replay because that was recommended in the documentation but I am missing something and at a loss; Can you see something I am doing wrong? Thanks. followed all the instructions on the documentation: Auto Trade System Back Testing: Performing Back Testing on a Trading System That Uses Multiple Charts https://www.sierrachart.com/index.php?page=doc/ReplayChart.html#ReplayMode Auto Trade System Back Testing: Improving Back Test Performance General Settings Window: Use Controlled Order Chart Updating (Global Settings >> General Settings >> Charts >> Charts)

[2019-01-08 23:04:22] #2 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
We still need some more time to go through this in detail. (do not get the window asking playback interval [60] default) However, this has been fixed. Update to the latest prerelease following the instructions here: Software Download: Fast Update Run a replay at a speed of 10 times and also use 10 seconds for the processing step in seconds. And see if you have a problem with these smaller values. We think it might be better not to use controlled order chart updating if you have performance issues with that. Also all of the intricate details you have given regarding the chart and study configuration is not within the scope of our support to understand. 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: 2019-02-11 04:03:23

[2019-01-14 21:24:39] #3 [Go To First Post]
GiantAvocado - Posts: 67
• Re:Chart Replay ->> Accurate Trading System Back Test Mode ->> Charts With Same Link Number issues; Updated additional info: • Due to the variety of outcomes of my testing this mode I had to suspend my system trading since 01/01/2019; It was over the Christmas Holiday I spent time exploring options to the systems I have been trading due to less than acceptable results in 'Live' trading verses back tested results. To get somewhat consistent trade outcomes in 'Live Feed' from backtesting replay is my biggest pillar to lean on when system trading; if you can't trust the system you can't trade it properly. Right now I can't trust mult chart replay however I do trust 'live feed' and the single chart replay; since my systems run with multiple filters from different time frames I need to test in multi-mode. I read this thread that piqued my interest - Replay - Different filled prices in different speeds • I have spent many hours testing just one multi-chart system trying to get some feel where the problem exist. I simplified the testing to 1 day of trading comparing the live feed trade automation to a replay of the same trading session. • Since I opened the support ticket I changed: • all the start times in all charts to 000000 - 235959 • Kept the trading session limited to 0700 - 1200 • shorted days to load to 8 days; did away with the range to load • removed any spreadsheets not needed in the support charts that filter for trades in the main chart • removed any unnecessary studies in the support charts • Started testing at slower speeds i.e. 30 • All tests begin at 06:59 at the hard right edge and end at 12:00 • Note: main system chart uses tick data in its' calculations • It is my observation in multi chart replay that there are different trade outcomes depending on speed; in 'live feed' the all charts play back with what seem to be good sync & my trade signals are valid; • At speed 30 I got better results than before i.e. the replay would finish where it would not before; (longer time frame charts would be replaying after the main chart finished); • When I jumped the speed to 120 or 240 I started missing trades notably at the beginning of the session; • When set to high (30720) the symptom is the main chart finishes with no trades logged in the Trade Activity Log, but the 3 other support charts are still in replay as designated in the chart tab. (finished about 5 mins later) • Example replay back test for Monday 1/14/19; 06:59-12:00; comparing live trades logged, to back test trades logged after the session; • All tests validated on a second computer system instance; • All tests were run with DTS connected and disconnected; • Speed 30 - 7 trades logged consistent with the live feed for Monday; same results disconnected; • Speed 120 - 6 trades logged, missing the first trade in session; same results disconnected; • Speed 240 - 3 trades logged, missing the 4 earliest in session; when run disconnected [dis] no trades logged; • Speed 30720 - no trades logged, support charts continued to replay after main trade chart appears to have completed; same results connected or disconnected to DTS; • System Replay backtest running: ○ 6E19 1 Min. main chart with spreadsheet for trading ○ 6E19 10 Min. chart filter indicator ○ 6E19 1 day (intraday) chart filter indicator USDX 1 day (intraday) chart filter indicator

[2019-01-21 06:02:06] #4 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
Test again with version 1863. The multi-chart back test performance is reduced but the inconsistency described above with different replay speeds is addressed. However, you will need to use Accurate Trade System Back Test Mode: https://www.sierrachart.com/index.php?page=doc/ReplayChart.html#ReplayMode 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: 2019-01-21 06:06:00

To post a message in this thread, you need to log in with your Sierra Chart account: