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Date/Time: Fri, 29 Mar 2024 05:14:02 +0000



running backtests automatically

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[2021-02-22 20:39:26]
User30743 - Posts: 364
is there any way to do automatic backtest?

lets say i have a strategy and i want to run 100 of bectests, with different parameters (on one market). then another 100 bectests for another market. etc. is there any way to automate it?


i don't want to run 10000000 times manually backest.
[2021-02-22 22:27:35]
GravisHTG - Posts: 303
their is one program that you can find on the net , i dont know if its really good or not , I once try to get one but end up to never use it.

Sierra chart , at this moment, is more for live, simulated, market replay and automated trading than backtesting and finding good tuning in a Certain strat.

I would suggest you to find another way or platform for backtest only. ( ex : Ninja Trader ) And then place the result in sierra chart.
[2021-02-25 12:23:53]
User30743 - Posts: 364
Well, and is it possible to run automatic bectesting on Ninja Trader or other platforms?

The reason I want to stick with SC because it is C++ based code offering me some expresivenes, OOP approach etc. I dont know it other platforms offers the same when it comes to coding studies and systems.

I can see SC engineering did a good job on ACSIL, they put together nice libraries and also their own compiler. It must have been a tremendous amount of work, so making the platform suitable for allround algotrading would make a lot of sense.

I am curious if they have or plan to have some automation backtesting because that is the only thing really missing. Then I can go 100% auto only with SC. It should be possible I believe to implement something like this, and it would attract many people who are currently using other platforms for development of algo trading systems.
Date Time Of Last Edit: 2021-02-25 12:27:40
[2021-02-25 12:33:13]
User657945 - Posts: 226
I'm also searching for a backteting solution more fast and reliable than the backtesting available on SC but I did not find out anything that can manage fast using volume based signal. There a lot of solution to check OHLC but not whne you look at quant.Any suggetion will be appreciate
[2021-02-25 12:51:50]
User30743 - Posts: 364
I am not much bothered about the time it takes to backtest data, though the faster the better of course. But what is a huge pain in the ass is to run the test by clicking a button. If there was a way to run the tests in a loop, I don't care it will take some time, I would just run overnight and in the morning had plenty of datasets to analyze..


So far I have tried PyWinAuto but with not much success. I am definitely going to dig into this because this is a crucial issue for me.
Date Time Of Last Edit: 2021-02-25 12:52:16
[2021-03-01 00:53:59]
Sierra Chart Engineering - Posts: 104368
Regarding the first post, refer to this function:
sc.StartChartReplayNew()

And there are various other Replay related ACSIL functions.

You should be able to do what you want. There is a function to determine when a replay finishes and then you can start another one:
sc.GetReplayHasFinishedStatus()

And you can change study Inputs with this function and the other functions listed below:
sc.SetChartStudyInputInt()
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: 2021-03-01 00:56:08
[2021-03-01 08:41:20]
User30743 - Posts: 364
yeah, i have already seen these, they could be used in some situations, but about bar-based backets?

is there any function running bar-based back test? or how do i simulate it using acsil? and if it is not there, could you add it?

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