Support Board
Date/Time: Wed, 07 May 2025 16:58:30 +0000
Inconsistent trade results after each chart replay
View Count: 293
| [2024-11-19 17:56:59] |
| User742216 - Posts: 2 |
|
Issue 1: I have added multiple indicators to a 1 Day chart and loaded around 2000 days if the chart for backtesting a strategy. I replay the chart using Standard Replay mode and after each replay my results are different. The trade entry and exit days remain same but the entry and exit time is different, also the entry and exit price is different for each replay. This results in different P/L for that strategy. I tried running it in "Calculate at every tick/trade" mode and now the entry, exit and P/L are same for each run but the number of signals have reduced, that is in Standard Replay mode if I am getting 10 signals (my strategy conditions are satisfied and a trade is taken), in the Calculate at every tick/trade mode I am getting only 5 to 6 signals. What could be the reason for this? I even tried to update my Sierra version to the latest but still facing the same issue. Issue 2: In my strategy, I am using trailing stop order. The issue is Sierra only allows to update any order 20 times and if it exceed more than 20 times there is an error. I have added checks to avoid unnecessary order modification like only modify if the new calculated stop order price is not equal to the existing stop order price, but as my strategy is based on a swing trade logic, there are more than 20 signals generated. How can I modify my stop order more number of times? |
| [2024-11-19 23:05:23] |
| John - SC Support - Posts: 39675 |
|
1. Refer to the following: Auto Trade System Back Testing: Differences Between Back Testing and Real-Time Auto Trade System Evaluation 2. In general, there are rate limits set for trading accounts. This is not a Sierra Chart thing, it is an exchange thing, but you can ask your broker to make changes to your account to allow for more modifications, it is up to them as to how much they can change it. But this should not be occurring during Simulation Mode. Where are you coming across this? What service are you connected to? For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2024-11-21 11:25:20] |
| User742216 - Posts: 2 |
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1. Thanks 2. The issue with order modification limit occurs on simulation, I have turned on the Trade Simulation mode. I am unaware of the server that I am connected to, how can I find it? |
| [2024-11-21 15:02:36] |
| John - SC Support - Posts: 39675 |
|
Sorry, we are not certain of the setup at the time that you had the issue with the order modifications. Was "Trade Simulation Mode On" enabled or disabled (i.e. was there a checkmark next to this option or not at the time you received that message)? If disabled, then we need to know the service you were connected to at the time. To find this, select "Global Settings >> Data/Trade Service Settings >> Main Settings" and tell us what the entry for "Current Selected Service" is set to. For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
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