Home >> Support Board

Support Board

Date/Time: Sat, 27 Apr 2024 03:22:39 +0000

How to Post a Message for Support

Backtesting issue automated trading

View Count: 962

[2019-04-25 15:29:55] #1 [Go To First Post]
User69554 - Posts: 2
Hi, when we run the baktesting of our Custom Study, while replaying it, it does mix the real time trading with the historical timeframe we start the bactesting with. That creates a conflict because the system often takes an immediate position (if the custom study calls for it) and thus prevents the historical backtesting of the Custom Study since we have a maximum position open of 1 at all times and therefore prevents any further trade. How can we start the backtesting properly from the historical starting point (we always put the correct start time and date but the backtest immediately takes a position on the real time market prices and it screws the auto trade system bar based back test for us. Please help!!

[2019-04-26 14:21:40] #2 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
Hi, when we run the baktesting of our Custom Study, while replaying it, it does mix the real time trading with the historical timeframe we start the bactesting with. but the backtest immediately takes a position on the real time market prices This definitively cannot possibly be true at all. The problem must be with the trading system itself. The real-time market data is not even available to the trading system. Also make sure that when you are starting the back test you are choosing the option to clear the existing trading data for the symbol and Trade Account of the chart. If you want to preserve that data, then you need to choose a different Trade Account before you start the replay: Auto Trade System Back Testing: Running Multiple Back Tests For Comparisons 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: 2019-05-04 17:26:04

[2019-05-04 17:04:39] #3 [Go To First Post]
User69554 - Posts: 2
Here are some examples of what happens when the replay of the chart with the custom study starts. (Attached files) In the first image, a trade made on the current day is included in the list of trades, while in the second image the second trade does not allow the custom study to take any positions, because it cannot be closed.


Cattura.PNG / V - Attached On 2019-05-04 16:58:53 UTC - Size: 56.02 KB - 242 views Cattura2.PNG / V - Attached On 2019-05-04 16:59:03 UTC - Size: 47.51 KB - 233 views

[2019-05-04 17:31:23] #4 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
If it is a case of an order submission getting rejected/ignored, then refer to the method of troubleshooting this here: Automated Trading From an Advanced Custom Study: Debugging/Troubleshooting Automated Trading Systems 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: 2019-05-04 17:31:36

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