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Direct MessagesDate/Time: Fri, 19 Apr 2024 22:14:28 +0000
Having Problems With Replay Backtest After Update
View Count: 615
| [2020-02-05 06:38:55] |
| User650124 - Posts: 6 |
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Upgraded my sierrachart to the latest version recently to resolve an account issue with my broker and now am having problems with backtesting. I didn't change any settings i had from the prior version but I'm unable to get any of my previously coded strategies to backtest properly. The issue is 1 trade will be made and then the backtest will continue to run without additional trades where previously i would get many trades. I know that's not a super helpful description of the problem but it looks like the replay backtest isn't recognizing when a new day occurs and resetting the daily P/L accordingly. My version number is 29817:29825M. Message log is below, thanks: Replay 1.00X: F.US.ENQH20 [CV] 1.50 Range #3 | Back test processing: NumberOfTimesCalculateCalled (Cumulative) = 4942424 | 2020-02-04 22:14:47.438 F.US.ENQH20 [CV] 1.50 Range #3 | Reloading chart. | 2020-02-04 22:14:47.445 F.US.ENQH20 [CV] 1.50 Range #3 | StartDateTimeForLoadingOrderFills: 00:00:00 | 2020-02-04 22:15:00.640 F.US.ENQH20 [CV] 1 Day #4 | Reloading chart. | 2020-02-04 22:16:57.868 F.US.ENQH20 [CV] 1 Day #4 | StartDateTimeForLoadingOrderFills: 00:00:00 | 2020-02-04 22:17:06.405 File >> Disconnect selected. | 2020-02-04 22:19:00.410 DTC Client socket (1) | CloseSocket call. | 2020-02-04 22:19:00.413 DTC Client socket (1) | Shutdown started. Waiting for graceful close. | 2020-02-04 22:19:00.413 DTC Client socket (1) | Socket gracefully closed by remote side. | 2020-02-04 22:19:00.414 DTC Client socket (1) | Closed. | 2020-02-04 22:19:00.414 CQG WebAPI | Disconnected. | 2020-02-04 22:19:00.432 Bar Backtest: F.US.ENQH20 [CV] 1.50 Range #3 | Back test processing: NumberOfTimesCalculateCalled (Cumulative) = 0 | 2020-02-04 22:19:56.158 F.US.ENQH20 [CV] 1.50 Range #3 | Reloading chart. | 2020-02-04 22:19:58.381 F.US.ENQH20 [CV] 1.50 Range #3 | StartDateTimeForLoadingOrderFills: 00:00:00 | 2020-02-04 22:20:12.476 Replay 1.00X: F.US.ENQH20 [CV] 1.50 Range #3 | Reloading chart. | 2020-02-04 22:21:57.440 + Loading market depth data. | 2020-02-04 22:21:57.590 Replay 1.00X: F.US.ENQH20 [CV] 1.50 Range #3 | Back test processing: NumberOfTimesCalculateCalled (Cumulative) = 2063641 | 2020-02-04 22:31:04.529 F.US.ENQH20 [CV] 1.50 Range #3 | Reloading chart. | 2020-02-04 22:31:04.535 F.US.ENQH20 [CV] 1.50 Range #3 | StartDateTimeForLoadingOrderFills: 00:00:00 | 2020-02-04 22:31:17.683 |
| [2020-02-05 06:49:28] |
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Update to the latest prerelease. We think we know what the reason is from and it is resolved. Instructions: Software Download: Fast Update 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: 2020-02-05 06:49:49
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| [2020-02-05 07:06:18] |
| User650124 - Posts: 6 |
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OK looks like everything is working perfect now, thank you very much!
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