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Direct MessagesDate/Time: Tue, 16 Apr 2024 16:18:31 +0000
Inconsistent data between leaving Sierra open and closing it only to open an hour later.
View Count: 398
| [2021-05-11 06:37:47] |
| User963483 - Posts: 22 |
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I'm using CLEM with default chart settings and using an automated trading system with a basic VWAP StdDev formula. If I leave Sierra open it takes DIFFERENT trades vs leaving it closed and open it only 1 hour later EG. I make TWO copies of the Sierra folder A and B 1. Open A and let it trade for 2 hours. It takes a long trade via signal at 09h50. 2. Close A 3. Open B and let it "download historical data" and catchup ONLY the last 2 hours. 4. B's long trade happens at a different and better location at 10h05. A's signal doesn't show on B's. Running a replay on B from 08h00 shows it does NOT take the same trades as A. Using Trade > AutoTrade System Replay BackTest and Replay > Accurate Trading System Back Test both show the same results ie A and B are different. I even run a replay on A and B at a speed of 1x and I get the same results. A and B take different trades. Immediately the BUY / SELL signals are in different places. A always gets the SAME signals and B gets it's SAME signals. This is only after 1 hour, how can the DATA be THAT different? I have tested this on my laptop, desktop and server with NO other charts open. CPU hits around max 2%. RAM has AMPLE 26GiB and host has NVME based drives. Internet is via 20M/20M FIBRE line. Tried this on both Linux and Windows. CQG data. I really would love to keep using Sierra as I have invested loads of time and money in it but these inconsistencies are driving me mad. Please can someone assist? What am I missing? Date Time Of Last Edit: 2021-05-11 06:42:13
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A.jpg| [2021-05-11 07:51:40] |
| User963483 - Posts: 22 |
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Should I use Denali instead of CQG or is this a Sierra issue?
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| [2021-05-12 13:31:45] |
| John - SC Support - Posts: 30887 |
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We certainly can not say what is happening, as we do not know how your trading system is setup. But the first thing to check is the data. It does not make sense that the downloaded data would be different, but we have seen odd things with CQG data, so you would first to ensure that the data is the same in both situations. And you would need to ensure that the data is the same at every tick. You should not have to review all of it, just a few data points to ensure they are the same. Then you would have to look at your trading system to see why it might give you what you are seeing. If the data is consistent, along with everything else, then the only other possibility is the trading system. For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2021-05-12 13:34:05] |
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Should I use Denali instead of CQG Yes.You can first look at the data provided with the Denali Exchange Data Feed by using the Sierra Chart Historical Data Service: Sierra Chart Historical Data Service 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 |
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