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Direct MessagesDate/Time: Fri, 26 Apr 2024 23:41:35 +0000
backtesting with orders from a DTC client?
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| [2019-03-22 14:38:39] |
| uM8137 - Posts: 180 |
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I have written a DTC client to place orders, based on my own computations, that runs in an external process and talks to SierraChart with SC acting as a DTC server. I am wondering if I can use SC to backtest my client's order placing strategy--to provide the fill price logic. Can I "replay a chart" to generate a backtest, while have SC take orders from my DTC client rather than from an ACSIL study? Apologies if this is documented somewhere. A broker told me it was possible, but I'm not finding the docs on it. If I must I supposed I could write an new ASCIL study in a DLL that calls out to my external process to decide when to order, but I suspect there may be a simpler approach. Any advice here appreciated! Thank you. |
| [2019-03-22 18:16:39] |
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The only way this could be done is if you are generating your own data feed that is replaying data, provided through your own DTC server that Sierra Chart would connect to. Refer to: Data and Trading Communications (DTC) Protocol Test Client 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 |
| [2019-03-22 18:57:36] |
| uM8137 - Posts: 180 |
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Interesting, and unexpected. So if SierraChart is acting as DTC client to my DTC server, what message would my server send to the SC client to tell it to place a market buy order, for example? Update: meh. It's not that hard to write an ASCIL DLL; I'll just do that and link my library in. That will save on InterProcessCommunication overhead anyway. Date Time Of Last Edit: 2019-03-22 23:18:32
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| [2019-03-23 04:30:19] |
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You would both have a market data DTC server feeding Sierra Chart the data, where Sierra Chart is the DTC client, and then you would also have a DTC client which submits orders in response to the market data which would be fed from the DTC server of Sierra Chart. So this last part you already have. Understood about using ACSIL if you have a solution for 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: 2019-03-23 04:30:29
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