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Date/Time: Sat, 30 May 2020 01:00:21 +0000



Backtesting issue

[2020-02-10 21:46:01]
sugart - Posts: 18 | Ending Date: 2020-08-12
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]
Sierra Chart Engineering - Posts: 85677 | Ending Date: 2020-06-09
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. If possible please keep your questions brief and to the point. Please be aware of support policy:
https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation

If your question/request has been answered and you do not have anything further, then it is easiest for us if you do not reply again to say thank you.
Date Time Of Last Edit: 2020-02-11 03:11:02
[2020-02-11 18:59:46]
sugart - Posts: 18 | Ending Date: 2020-08-12
It does it with all symbols. For example, I tried UBER, FB, AAPL, etc.
[2020-02-11 19:01:25]
sugart - Posts: 18 | Ending Date: 2020-08-12
Also, in the previous Sierra versions, the backtesting results were updated without needing to press apply.
[2020-02-11 19:23:34]
Sierra Chart Engineering - Posts: 85677 | Ending Date: 2020-06-09
Yes you do have to use the Apply button. Was that the problem that you were not using Apply? Here are the current instructions:
https://www.sierrachart.com/index.php?page=doc/TradeActivityLog.php#ViewingHistoricalTradeActivity
Sierra Chart Support - Engineering Level

Your definitive source for support. Other responses are from users. If possible please keep your questions brief and to the point. Please be aware of support policy:
https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation

If your question/request has been answered and you do not have anything further, then it is easiest for us if you do not reply again to say thank you.
[2020-02-26 07:45:25]
sugart - Posts: 18 | Ending Date: 2020-08-12
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.
imageSierraChartBacktesting1.GIF / V - Attached On 2020-02-26 07:42:35 UTC - Size: 109.9 KB - 38 views
imageSierraChartBacktesting2.GIF / V - Attached On 2020-02-26 07:42:44 UTC - Size: 66.58 KB - 29 views
Attachment Deleted.
[2020-02-26 12:24:15]
Sierra Chart Engineering - Posts: 85677 | Ending Date: 2020-06-09
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. If possible please keep your questions brief and to the point. Please be aware of support policy:
https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation

If your question/request has been answered and you do not have anything further, then it is easiest for us if you do not reply again to say thank you.
Date Time Of Last Edit: 2020-02-26 12:28:48
[2020-02-26 20:10:25]
sugart - Posts: 18 | Ending Date: 2020-08-12
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: 18 | Ending Date: 2020-08-12
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.
[2020-02-27 07:09:50]
Sierra Chart Engineering - Posts: 85677 | Ending Date: 2020-06-09
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. If possible please keep your questions brief and to the point. Please be aware of support policy:
https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation

If your question/request has been answered and you do not have anything further, then it is easiest for us if you do not reply again to say thank you.
Date Time Of Last Edit: 2020-02-27 07:10:07
[2020-02-27 14:02:08]
sugart - Posts: 18 | Ending Date: 2020-08-12
I can see the 300 symbols in the drop-down list.
[2020-02-27 18:27:51]
Sierra Chart Engineering - Posts: 85677 | Ending Date: 2020-06-09
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:
https://www.sierrachart.com/index.php?page=doc/TradeActivityLog.php#ClearingTradeActivityData

And it is essential that you are running an up-to-date version:
https://www.sierrachart.com/index.php?page=doc/SoftwareDownload.php#FastUpdate
Sierra Chart Support - Engineering Level

Your definitive source for support. Other responses are from users. If possible please keep your questions brief and to the point. Please be aware of support policy:
https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation

If your question/request has been answered and you do not have anything further, then it is easiest for us if you do not reply again to say thank you.
Date Time Of Last Edit: 2020-02-27 18:28:28
[2020-02-28 14:32:17]
sugart - Posts: 18 | Ending Date: 2020-08-12
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.
[2020-02-28 18:15:22]
Sierra Chart Engineering - Posts: 85677 | Ending Date: 2020-06-09
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. If possible please keep your questions brief and to the point. Please be aware of support policy:
https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation

If your question/request has been answered and you do not have anything further, then it is easiest for us if you do not reply again to say thank you.
[2020-02-28 18:55:58]
sugart - Posts: 18 | Ending Date: 2020-08-12
Ok, thanks.
[2020-05-23 08:57:50]
sugart - Posts: 18 | Ending Date: 2020-08-12
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: 18 | Ending Date: 2020-08-12
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.
imageSierraChart Backtesting Error.GIF / V - Attached On 2020-05-23 16:23:05 UTC - Size: 132.23 KB - 7 views
Attachment Deleted.
[2020-05-24 03:04:22]
Sierra Chart Engineering - Posts: 85677 | Ending Date: 2020-06-09
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:
https://www.sierrachart.com/index.php?page=doc/TradeActivityLog.php#TradeActivityNotDisplayingOrClearing_ImprovingTradeActivityQueryPerformance

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:
https://www.sierrachart.com/index.php?page=doc/Backtesting.php#RunningMultipleBackTestsForComparisons

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. If possible please keep your questions brief and to the point. Please be aware of support policy:
https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation

If your question/request has been answered and you do not have anything further, then it is easiest for us if you do not reply again to say thank you.
Date Time Of Last Edit: 2020-05-24 03:29:09
[2020-05-24 18:36:24]
sugart - Posts: 18 | Ending Date: 2020-08-12
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...
attachmentSierra Chart Backtesting Error.pdf - Attached On 2020-05-24 18:32:16 UTC - Size: 381.88 KB - 3 views
[2020-05-24 23:01:21]
Sierra Chart Engineering - Posts: 85677 | Ending Date: 2020-06-09
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. If possible please keep your questions brief and to the point. Please be aware of support policy:
https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation

If your question/request has been answered and you do not have anything further, then it is easiest for us if you do not reply again to say thank you.
Date Time Of Last Edit: 2020-05-24 23:01:38

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