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Direct MessagesDate/Time: Tue, 30 Apr 2024 07:21:16 +0000
Replay trades Never the same
View Count: 302
| [2022-06-11 21:37:25] |
| Infinite - Posts: 134 |
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I have never been a fan of chart replay for back testing auto trading. I recently decided to use chart replay. Thought after using the same 60 days of data over and over 100's of parameters and finally having a nearly 100% win rate on an AutoTrader I thought I had arrived!. Without changing any numbers, speed, or anything I can replay the same data 20 times and the results are 100% never the same or even close. So I am not a fan and have decided chart replay cannot be relied on for backtesting in my experience. Date Time Of Last Edit: 2022-06-11 22:02:50
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| [2022-06-12 07:49:23] |
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Why is this the case?: I can replay the same data 20 times and the results are 100% never the same or even close.
If we were to take one of the trading systems that Sierra Chart provides, and test it over and over again, we will get exactly the same result each time. See if you can figure out why there is an inconsistency. We do not know. First thing we recommend you do is not use chart bars which are based upon a variable timeframe and instead a fixed time per bar. Although this not matter, but at least it eliminates some degree of complexity. Refer to: Auto Trade System Back Testing: Consistency Between Back Tests 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: 2022-06-12 07:50:30
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