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Date/Time: Fri, 29 Mar 2024 04:42:01 +0000



Accounting metrics for back test - way to create periodic report by-system/symbol/etc?

View Count: 652

[2019-04-10 17:11:26]
Chad - Posts: 231
Hi. Is it feasible to use sc.CreateProfitLossDisplayString and/or sc.GetTradeStatisticsForSymbol during or after a backtest routine, which would have accounting metrics (PnL, drawdown, etc) as 'snapshots' every minute/hour/etc? If so, could it also be done by-system (strategy), assuming a parse of the Text Tag in Notes field?
[2019-04-11 05:06:51]
Sierra Chart Engineering - Posts: 104368
Yes those functions can be used at any point during a back test. Obviously this can be done by an ACSIL trading system because these are ACSIL functions.
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:
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[2019-04-11 15:53:47]
Chad - Posts: 231
Would using these functions in conjunction with a trading system built from the Spreadsheet System for Trading work as well?
[2019-04-11 18:02:42]
Sierra Chart Engineering - Posts: 104368
Yes.
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
[2019-04-11 21:01:51]
Chad - Posts: 231
Okay, thanks. One last question on this: in order to set the format of the returned strings as minutely, would I need to use sc.UpdateAlways = True and sc.SetDefaults::Input_SaveInterval.SetInt() as 60 for sixty seconds?
Date Time Of Last Edit: 2019-04-11 21:32:33
[2019-04-12 17:01:36]
Sierra Chart Engineering - Posts: 104368
We do not see how we can answer this question. You have to make your own programming decisions. Understand you know what it is you are doing and what you need to accomplish.
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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