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Direct MessagesDate/Time: Fri, 03 May 2024 17:29:46 +0000
[User Discussion] - How to Create a DATE RANGE for the Replay
View Count: 1092
| [2020-01-07 22:21:59] |
| sourdubber - Posts: 52 |
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Currently, only the START DATE/TIME option is available in the Replay window. I want to backtest my strategy between xx/xx/xxxx and xx/xx/xxxx in the past. Basically, I want to walk-forward so I can get more accurate picture. Is there a way to specify the END DATE/TIME?
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| [2020-01-08 22:32:57] |
| Ackin - Posts: 1865 |
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Refer to: Use Date Range >> From / To (Chart >> Chart Settings >> Main Settings menu) https://www.sierrachart.com/index.php?page=doc/ChartSettings.html#UseDateRangeFromTo This applies to one range. For more ranges you have to use Spreadsheet to filter time and date ... or Acsil to limit the non-trading date or replay skip period |
| [2020-01-08 22:35:18] |
| sourdubber - Posts: 52 |
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For more ranges you have to use Spreadsheet to filter time and date
How would I do that on the spreadsheet? |
| [2020-01-08 22:54:13] |
| Ackin - Posts: 1865 |
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How would I do that on the spreadsheet?
The condition is that if it is within a "certain range, do not trade". You won't do the SKIP replay itself - or I don't know it would be possible. tomgilb is a professional for the Spreadsheet - address him directly https://www.sawtoothtrade.com/ Date Time Of Last Edit: 2020-01-08 22:56:56
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| [2020-01-08 23:28:00] |
| Sawtooth - Posts: 3992 |
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You can include something like this in your K3/M3 entry formulas: =AND(INT($J$41)>=DATEVALUE("12-20-2019"),INT($J$41)<=DATEVALUE("12-31-2019"),YourEntryConditions) Or you can use J28 to disable autotrading for all dates outside a date window with a formula like this: =OR(INT(J41)<DATEVALUE("12-20-2019"),INT(J41)>DATEVALUE("12-31-2019")) |
| [2020-01-09 03:46:16] |
| Sawtooth - Posts: 3992 |
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The only way to limit a replay to a time range like your example is to enable autotrading inside of that range in K3/M3, or to disable autotrading outside of that range in J28. Then start the replay before the time range, and end it after. Enable it like this in K3/M3: =AND($J$41>=DATEVALUE("01-04-2020")+TIMEVALUE("09:00:00"),$J$41<=DATEVALUE("01-05-2020")+TIMEVALUE("16:00:00"),YourEntryConditions) Or disable it like this in J28: =OR(J41<DATEVALUE("01-04-2020")+TIMEVALUE("09:00:00"),J41>DATEVALUE("01-05-2020")+TIMEVALUE("16:00:00")) |
| [2020-01-10 04:50:05] |
| sourdubber - Posts: 52 |
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The only way to limit a replay to a time range like your example is to enable autotrading inside of that range in K3/M3, or to disable autotrading outside of that range in J28. Then start the replay before the time range, and end it after.
Thanks for your help. That definitely makes sense. I have one question though. What's the difference between J28 and $J$28? When is it appropriate to use one vs another? |
| [2020-01-10 13:53:25] |
| Sawtooth - Posts: 3992 |
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What's the difference between J28 and $J$28?
Preceding a column and/or a row with the $ makes it an absolute value. This is necessary when referencing a constant value in a Formula Column, but generally not necessary elsewhere.Working with Spreadsheets: Relative and Absolute References |
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