Support Board
Support Board
Search Board
Control Panel
View My Posts / Threads
Direct MessagesDate/Time: Sat, 18 May 2024 05:24:56 +0000
BackTesting Glitch
View Count: 449
| [2020-12-15 20:12:13] |
| B.Mitchell - Posts: 6 |
|
I created a spreadsheet trading system and in attempting to backtest it, it doesn't behave right, there are many trades that it takes when the criteria is not met, and many trades that it takes at off times from the post even when I have it set to only cue signals on the post, and have the strict only cue signals on the post set to Yes. I have to run the sim, and go back and look at the trade arrows (which are actually accurate), but it takes way more trades then just what the arrows indicate. It just is confusing, and weird. Looking at the arrows manually, it shows over 90% accuracy with substantial profits, looking at the trading log it is a way lower accuracy with a substantial loss. Any ideas?
|
| [2020-12-17 18:33:07] |
| |
|
Regarding this, refer to: Spreadsheet Systems, Alerts and Automated Trading: Disappearing Arrows or Signals (Disappearing Arrows or Signals) Also refer to: Automated Trading Management: Troubleshooting Automated Trading System Behavior 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 |
| [2020-12-17 18:44:59] |
| B.Mitchell - Posts: 6 |
|
Thank you. I did have another question though. When doing the replay version of backtesting, when I have "signal only on bar close", and "strict Signal only on bar close" for the buy and sell entry columns, it still takes trades at off post times. Also, there are many times when it closes trades randomly. I have the buy and sell exit column in the spreadsheet blank and control the exit with the attached orders windows on the trade window, setting a TP lets say of 3 pips, (0.0003), and a SL of 20 pips (0.0020), and with the setting set to "good till cancelled" which from my understanding should leave the trade open till the TP or SL is hit, but there have been times doing backtesting that there are losses of 7.5 pips, gains of 1 pip, losses of over 60 pips.... And yes, use attached orders is marked on the trade order window. The signals seem to look good on live and slow replay, but the automatic order taking system does not seem to work that well. That is just my experience, I'll try to get some screen shots of this error.
Date Time Of Last Edit: 2020-12-17 18:54:42
|
| [2020-12-17 19:19:15] |
| B.Mitchell - Posts: 6 |
|
I have attached several screen shots and an excel of the trade log showing individual trade data. I have highlighted cells that are errors, several of them have profit and losses that are NOT 3 pips gain or 20 pip losses respectively, as the setting show should be the case, and one cell, has an entry date that is out of order by several days, and the exit time for that order is 3 days before the entry, and that cell shows a loss of 111 pips. There are times when it seems like it just closes the trade after 1 hour, regardless of where it is. Those are some of the errors. Please review, this should be working and mostly works, but those errors completely invalidate the point of doing backtesting, especially a random 111 pip loss, and random closes at a loss when, if the trade stayed open it would have won.
Date Time Of Last Edit: 2020-12-17 19:20:51
|
 BackTest Glitches.xlsx - Attached On 2020-12-17 19:17:15 UTC - Size: 16.77 KB - 154 views  Screen Shot 2020-12-17 at 12.01.34 PM.png / V - Attached On 2020-12-17 19:18:57 UTC - Size: 602.6 KB - 145 views |
| [2020-12-17 19:20:24] |
| B.Mitchell - Posts: 6 |
|
Here are the other 2 screen shots showing the settings, it should only be taking trades on the post, and it should keep them open till 3 Pip TP is hit or 20 Pip SL is hit.
|
| Screen Shot 2020-12-17 at 12.01.41 PM.png / V - Attached On 2020-12-17 19:20:07 UTC - Size: 601.42 KB - 157 views Screen Shot 2020-12-17 at 12.02.21 PM.png / V - Attached On 2020-12-17 19:20:14 UTC - Size: 624.44 KB - 149 views |
To post a message in this thread, you need to log in with your Sierra Chart account: