Support Board
Date/Time: Sat, 11 Jan 2025 17:52:07 +0000
backtest
View Count: 845
| [2016-12-12 18:30:48] |
| User376746 - Posts: 63 |
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Please I need to do a backtest by Sierra Chart (SC). Is it possible to run a test (in 5 steps) like this? 1) Start: I insert in SC an initial BUY order for a futures (for example) at Price= VWAP study at chosen a fixed time. with - STOP LOSS (SL) price = VWAP-3 tick (the actual VWAP value-3 tick); - TAKE PROFIT (TP) price = VWAP + 10 tick 2) I run manually the order over a chosen fixed time period (time frame); 3) when SL or TP triggers: SC is waiting state; 4) If, over that fixed time period chart is running, the condition: "Close Price = VWAP study" is true than a) SC sets automatically my SL = VWAP -3 tick and TP = VWAP + 10 tick; b) SC runs automatically next identical initial order 5) when time frame is over, Sierra Chart returns the net equity(in $ and %) in that fixed time frame. I think many people did a question like that in the support board. Hope in your answer, thank you very much. user: lenato69 |
| [2016-12-12 18:40:23] |
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This is something you can certainly develop in Sierra Chart but it is not within the scope of our support to help with this. You can do this by using the Spreadsheet System for Trading study: https://www.sierrachart.com/index.php?page=doc/SystemsAlerts.php The study may also be helpful: Attached Orders: Study Controlled Targets and Stops 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 |
| [2016-12-13 10:11:01] |
| User376746 - Posts: 63 |
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ok, if I have other question I'll reply, thank you!
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