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Direct MessagesDate/Time: Sat, 11 May 2024 20:00:10 +0000
LIVE and Replay Results Different (Spreadsheet Trading System)
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| [2020-10-16 00:16:13] |
| User848713 - Posts: 16 |
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I am using a spreadsheet trading system that I developed. Trade activity results from chart replay and LIVE are different for the same day (e.g. for today, October 15th, there were 2 trades (on micro NQ) that took place on my LIVE account and both lost. Upon replaying today, there are 4 trades reported with 3 winners and 1 loser). Same trading day, same strategy, only difference is one is LIVE/real results and the other is a SIM replay. Have you encountered an issue like this before? If so, any tips for how to identify the issue? I have been using Transact for live data, but switched to the Denali data feed yesterday to see if I would have a different result, but the issue is still present. Buy and sell entries are limit orders and Signal Only On Bar Close is enabled. |
| [2020-10-16 02:05:30] |
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Refer to: Auto Trade System Back Testing: Differences Between Back Testing and Real-Time Auto Trade System Evaluation 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 |
| [2020-10-17 01:17:21] |
| User848713 - Posts: 16 |
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Thank you for the reply. I applied the applicable components of the link that you sent: - Use Controlled Order Chart Updating - Had all charts replay since multiple charts are referenced - Tried various replay settings - "Signal Only on a Bar Close" is already enabled The SIM back test results are still different from the real-time live results. |
| [2020-10-18 11:09:50] |
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We cannot provide further help with this. If you find the back testing functionality does not meet your requirements, then simply do not use it.
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: 2020-10-18 11:10:04
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