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Date/Time: Tue, 07 May 2024 02:59:45 +0000



Backtest deviations in the data feed

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[2019-08-01 13:52:22]
User993201 - Posts: 2
Hello SierraChart ,

I have the following problem :

The backtest with the same settings and the same data feed in the Bar Based Backtest Replay mode generally delivers drastically different results with the data feed Rithmic , CTS however is always the same. Do you have an idea ? It's very important for me because I have several automatic systems running and I can't explain where the differences come from. Are there any possible settings to ensure the accuracy of the replay - except accurate trading system backtest ?


many thanks for the answer
[2019-08-02 04:54:50]
Sierra Chart Engineering - Posts: 104368
We are not understanding this. There is no "bar based backtest replay mode".
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

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[2019-08-02 07:05:47]
User993201 - Posts: 2
thought it was generally known the function ... "AutoTrade System Replay Backtest" is my test environment.

Thank you
[2019-08-02 10:41:10]
Sierra Chart Engineering - Posts: 104368
What are you comparing this backtest to where you are seeing an inconsistency?
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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