Support Board
Date/Time: Fri, 22 Nov 2024 22:59:02 +0000
[User Discussion] - speed replay based on delta/volume/minutes
View Count: 1692
| [2013-05-29 19:03:54] |
| User32496 - Posts: 26 |
|
when doing backtesting with the auto trade replay, does the jumps in minutes or seconds make a difference when my algo is based on delta bars vs. using 5 min bars or 500 contracts volume bars? would it be better do the jumps in 1 seconds X speed of 100000 vs. jumps of 1 minute X speed of 10000? thanks |
| [2013-05-30 01:55:21] |
| |
|
Are you referring to the Intraday Data Storage Time Unit? It should be 2 seconds or less for non-time-based bars.
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 |
| [2013-05-30 05:17:58] |
| User32496 - Posts: 26 |
|
i am referring to this image i want to back test based on 3000 delta bars so i need to set it as in here? when the speed is 100000 it make the calculation after aggregating all ticks for 100000 seconds? |
Attachment Deleted. |
1.jpg| [2013-05-30 06:04:13] |
| |
|
Please read the documentation for the Replay Window for information about that setting. And for further help you need to have a paid account. You have a misunderstanding of what that setting is for. It is completely unrelated to a back testing and is not even used while the replay is running. 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 |
To post a message in this thread, you need to log in with your Sierra Chart account: