Support Board
Support Board
Search Board
Control Panel
View My Posts / Threads
Direct MessagesDate/Time: Fri, 19 Apr 2024 13:28:56 +0000
intraday chart - Accurate Trading System Back Test Mode with trailing stop
View Count: 361
| [2022-06-11 19:26:56] |
| User61576 - Posts: 418 |
|
when reading here Replaying Charts: Replay Mode It says that the functions are being called only on a new bar. so if I am using a trailing stop of 20 points, and within a bar (let's say I am long), open is 12000 and high is 12100 but close of bar is 12050, where will my trailing stoped order be simulated? will it be 12080 (as expected due to trailing stop) or 12050 (b/c pf the new bar)? thanks! |
| [2022-06-13 14:36:57] |
| John - SC Support - Posts: 30953 |
|
We are not sure why you state that during replays "functions are being called only on a new bar". There is no such exact statement. The "Accurate Trading System Back Test Mode" does state that it calculates when a New Bar is added, but it also does a calculation whenever a new High, Low, or Last price is updated. In this particular mode, it does this to give a tradeoff of performance vs. accuracy. The other replay modes do not work this way and calculate differently. Refer to the information for each one at the following link: Replaying Charts: Replay Mode For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2022-06-13 16:37:48] |
| User61576 - Posts: 418 |
|
so just to make sure i understand, when using "Accurate Trading System Back Test Mode" if using a trailing stop of 20 points, and within a bar (let's say I am long), open is 12000 and high is 12100 but close of bar is 12050, my trailing stoped order be simulated at 12080 (as the code was called on a new high)? is this correct? |
| [2022-06-13 16:58:33] |
| John - SC Support - Posts: 30953 |
|
Yes. Try it and see.
For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
To post a message in this thread, you need to log in with your Sierra Chart account: