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Direct MessagesDate/Time: Fri, 26 Apr 2024 23:09:13 +0000
Backtesting issue
View Count: 1122
| [2020-02-10 21:46:01] |
| sugart - Posts: 25 |
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Backtesting has a problem. When backtesting a strategy, it does not show the backtested [Sim] symbol and the statistics results. I am using the latest Sierra version 2048, 64 bit. However, the backtested results are included all together in [Sim] All Symbols. I have to clear all previous results, then re-run the backtest and then I am able to see the results for the specific symbol. Please let me know. Thanks. |
| [2020-02-11 03:10:51] |
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Tell us the exact symbol of the chart and the exact Trade Account the chart is set to. And then provide a screenshot of the Trade Activity Log set to that same symbol and Trade Account, by following these instructions: https://www.sierrachart.com/index.php?page=PostingInformation.php#AttachFile 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: 2020-02-11 03:11:02
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| [2020-02-11 18:59:46] |
| sugart - Posts: 25 |
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It does it with all symbols. For example, I tried UBER, FB, AAPL, etc.
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| [2020-02-11 19:01:25] |
| sugart - Posts: 25 |
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Also, in the previous Sierra versions, the backtesting results were updated without needing to press apply.
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| [2020-02-11 19:23:34] |
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Yes you do have to use the Apply button. Was that the problem that you were not using Apply? Here are the current instructions: Trade Activity Log: Viewing Historical Trade Activity 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 |
| [2020-02-26 07:45:25] |
| sugart - Posts: 25 |
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No, the problem is not because I did not press APPLY. The problem is in the backtesting of this Sierra Chart version 2048 64bit. As mentioned previously, I can see the backtested results in [Trades] but not in [SIM] Symbols. Please attached snapshots. Thanks. |
 SierraChartBacktesting1.GIF / V - Attached On 2020-02-26 07:42:35 UTC - Size: 109.9 KB - 229 views SierraChartBacktesting2.GIF / V - Attached On 2020-02-26 07:42:44 UTC - Size: 66.58 KB - 258 views Attachment Deleted. |
| [2020-02-26 12:24:15] |
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What is the problem you are intending to show in those screenshots? It is not clear for us. Also the second one is eligible.
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: 2020-02-26 12:28:48
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| [2020-02-26 20:10:25] |
| sugart - Posts: 25 |
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I am trying to show you that the symbol for example CL, after backtesting it, does not show up in the results of backtested [SIM] symbols, like as it should be [SIM] CL. So, you cannot select it to see the statistics and results. It only shows its trades in [Trades], if you select [SIM]All Symbols. |
| [2020-02-26 20:12:55] |
| sugart - Posts: 25 |
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I have to repeat the backtest 4 to 5 times until I can see the symbol. Or, I have to clear all tests and rerun again, which is very tiring. It was not like this in previous versions.
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| [2020-02-27 07:09:50] |
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In the drop-down list of Symbols on the Trade Activity Log, are there 300 symbols listed? If necessary we can do a remote assistance session to look into this. 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: 2020-02-27 07:10:07
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| [2020-02-27 14:02:08] |
| sugart - Posts: 25 |
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I can see the 300 symbols in the drop-down list.
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| [2020-02-27 18:27:51] |
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Okay we have identified the problem. There is a limit of 300 for that list. We will increase the limit, but would you be able to delete data for individual symbols from the trade activity log that you no longer need? That is supported: Trade Activity Log: Clearing Trade Activity Data And it is essential that you are running an up-to-date version: 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: 2020-02-27 18:28:28
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| [2020-02-28 14:32:17] |
| sugart - Posts: 25 |
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Ok, well noted. Does this limitation have an impact to live trading as well? I.e., do we need to clear the trade activity data and if yes, how often do we need to do it? Thanks.
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| [2020-02-28 18:15:22] |
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No it has no impact on live trading and it has no effect upon trade activity logging either. It is just affecting the list and we are going to allow you to manually type a symbol into the top of the list. If you update to prerelease 2058, the limit is now 400.
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 |
| [2020-02-28 18:55:58] |
| sugart - Posts: 25 |
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Ok, thanks.
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| [2020-05-23 08:57:50] |
| sugart - Posts: 25 |
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Hi again, I would like to inform you that I still experience many problems with Sierra Chart backtesting. For example, after running backtesting on a symbol, I neither see the symbol in the results nor the trades. Or, after pressing "clear all simulation orders & data", it does not clear the data. I many have to press it several times. Or, I run backtesting on a symbol and then rerun it on the same symbol, however, it does not clear the original results but it adds them to the previous results and makes a mix of both. And so many other issues... Thanks. Regards, T.K |
| [2020-05-23 16:29:31] |
| sugart - Posts: 25 |
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Please look at the attached backtesting results snapshot. It shows clearly a result from a previous backtest still appears on the first row and thus it mixes with the current backtesting results, although I cleared all simulated orders and results prior to running the new backtest.
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| SierraChart Backtesting Error.GIF / V - Attached On 2020-05-23 16:23:05 UTC - Size: 132.23 KB - 217 views Attachment Deleted. |
| [2020-05-24 03:04:22] |
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Basically the problems you are describing in post #16 indicate a trade activity query performance issue. This can be due to having too much trade activity data or the file organization structure not being updated. We have prepared this comprehensive documentation related to all of this: Trade Activity Log: Trade Activity Not Displaying or Clearing (Improving Trade Activity Query Performance) Read that over and confirm the problem is resolved after you have deleted the old simulated trade activity. And make sure you also convert the trade activity format to the new format if you have not already done that. That could be part of the problem. Or, I run backtesting on a symbol and then rerun it on the same symbol, however, it does not clear the original results but it adds them to the previous results and makes a mix of both. This is because you are not clearing the prior trade activity for the symbol and Trade Account when prompted.Or perhaps the operation to clear has not finished before you start of the back test. That operation is done a background thread. Another thing you can do is just use a different Trade Account: Auto Trade System Back Testing: Running Multiple Back Tests For Comparisons This is really the safest thing to do when doing multiple back tests. So that one is not conflicting with another. 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: 2020-05-24 03:29:09
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| [2020-05-24 18:36:24] |
| sugart - Posts: 25 |
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Please take a look at this snapshot. I run a backtest on QQQ, I see the results, but... I don't see QQQ within the [SIM] symbols... |
 Sierra Chart Backtesting Error.pdf - Attached On 2020-05-24 18:32:16 UTC - Size: 381.88 KB - 217 views |
| [2020-05-24 23:01:21] |
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The image quality is very poor and we cannot see all of the symbols in the list. If there is indeed Trade Activity data for that symbol, then just manually type it as [Sim]QQQ and press the Apply button. However, we see that this is actually not working right in the current version. We have this now resolved and we are going to be putting out version 2110 in about 20 minutes. 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: 2020-05-24 23:01:38
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