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Date/Time: Sun, 28 Feb 2021 00:08:20 +0000



Processing Step In Seconds

[2021-02-14 19:04:46]
Kutyasa - Posts: 21 | Ending Date: 2021-02-28
Why does setting up different settings for "Processing Step In Seconds" yields different trading backtest results? Your explanations within the site make clear that chart and signal processing is exactly the same and that the only variance is the batch size for efficiency purposes.

I'm using the latest version available (2230) with Accurate Trading System BackTest Mode. Testing ES continuous contract from April 2020 to today; 2 charts and 8 standard SC indicators on 3-min bars.

Results won't vary using different speed levels, Charts With Same Link Number or All Charts in Chartbook. Only the processing step is impacting results: reducing processing step yields more trades AND the trades entered have slight entry/exit times and levels.

Data settings are set to 1 tick.

Which setting to trust and why?
[2021-02-16 10:49:42]
Kutyasa - Posts: 21 | Ending Date: 2021-02-28
BTW, also related to backtesting, when replaying charts with accurate backtesting and selecting "Clear All Trade Data for Symbol and Account" does not always clear all prior trading data for the Symbol and Trade Account. Sometimes it works, sometimes not. Any comments?
[2021-02-16 15:27:01]
Sierra Chart Engineering - Posts: 94398 | Ending Date: 2021-03-27
when replaying charts with accurate backtesting and selecting "Clear All Trade Data for Symbol and Account" does not always clear all prior trading data for the Symbol and Trade Account. Sometimes it works, sometimes not.
Most likely it relates to this:
https://www.sierrachart.com/index.php?page=doc/TradeActivityLog.php#TradeActivityNotDisplayingOrClearing_ImprovingTradeActivityQueryPerformance

Further response is still pending.
Sierra Chart Support - Engineering Level

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Date Time Of Last Edit: 2021-02-16 15:27:32
[2021-02-16 15:47:33]
Kutyasa - Posts: 21 | Ending Date: 2021-02-28
long text; does not help at all. We're not talking millisecs here, but minutes. Issue still pending.
[2021-02-22 12:42:53]
Kutyasa - Posts: 21 | Ending Date: 2021-02-28
I'd appreciate a response to the original posts
[2021-02-22 15:47:12]
Sierra Chart Engineering - Posts: 94398 | Ending Date: 2021-03-27
Specifically what are you referring to here?:
We're not talking millisecs here, but minutes.

Why does setting up different settings for "Processing Step In Seconds" yields different trading backtest results?
We apologize for the delay. We wanted to take the time and create proper documentation. What we can explain is that when you increase the processing step, as each chart is calculated, all of the data for that specified time in seconds is processed, and the studies are calculated. So the larger the value, the larger the timeframe and that then alters the data that is then presented to other charts when those other charts are calculated, in an automated trading system.

So based upon the behavior of your trading system, which only you can determine, that can affect the results.

We will put together some more details, we hope later today.
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: 2021-02-22 15:48:37
[2021-02-22 15:53:14]
Kutyasa - Posts: 21 | Ending Date: 2021-02-28
So, in other words, the backtest will treat the "Processing Step In Seconds" as the minimum unit (or block) for trading and will therefore only "see" High, Low, Open and Close within that period of time, regardless of the bar setting used. Please confirm.
[2021-02-22 15:54:37]
Sierra Chart Engineering - Posts: 94398 | Ending Date: 2021-03-27
Yes this is correct although it is still hard for us to consider your specific scenario because we do not know what the bar timeframe is or the processing step in seconds.
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: 2021-02-22 15:54:55
[2021-02-22 16:51:03]
Kutyasa - Posts: 21 | Ending Date: 2021-02-28
As clearly stated in my original post, I'm using 3-min bars. SC standard "Processing Step In Seconds" is set at 60. I have used 60, 30, 15, 10 5 and 1. All generating different results. Back to my original question in the hope that I get a straightforward answer: backtest will treat trades as if I was using 1 min bars (or 30, 15, 10, 5 and 1 sec bars) regardless of the 3-min bar constant setting?

Also, the clear trade log is still erratic; does not always work.
[2021-02-23 18:04:18]
Sierra Chart Engineering - Posts: 94398 | Ending Date: 2021-03-27
backtest will treat trades as if I was using 1 min bars (or 30, 15, 10, 5 and 1 sec bars) regardless of the 3-min bar constant setting?
As each chart gets calculated during a back test the amount of data processed at each chart calculation is going to be as you set. So when the automated trading system is looking at the data from its own chart and other charts, it is going to be seeing a different state of the three-minute bars depending upon the processing step.

The setting of this option is also going to be relevant when replaying multiple charts:
https://www.sierrachart.com/index.php?page=doc/GeneralSettings.html#UseControledOrderChartUpdating

Also, the clear trade log is still erratic; does not always work.
The answer to this is explained here:
https://www.sierrachart.com/index.php?page=doc/TradeActivityLog.php#TradeActivityNotDisplayingOrClearing_ImprovingTradeActivityQueryPerformance

It cannot be erratic. There cannot be a problem with the clear operation not working. Potentially there could be a problem where the visible Trade Activity Log perhaps does not refresh but you can do that with Edit >> Refresh Log. If you do that, and then you see the entries cleared, then the log just did not refresh and we need to look into that.

However , keep in mind the clear operation can take time and you have to use that Refresh Log command sometime after the clear operation completes in the background. If you then notice the entries cleared, then there was a problem with it not refreshing. We are not aware that this issue does exist, but it is something we have to consider.
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: 2021-02-23 18:08:20

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