Support Board
Date/Time: Wed, 15 Jan 2025 17:41:18 +0000
Spreadsheet entry/exits vs. Back-testing entry/exits
View Count: 1187
| [2017-07-12 15:21:55] |
| User606491 - Posts: 164 |
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When using the spreadsheet system for trading: at times my entry/exit triggers (i.e. value of "1" when formula is true) differ from the fills I get when back-testing the system (both in replay and bar-based back-testing). Sometimes the difference between the spreadsheet trigger and the back-tested fill can be as much as several bars. Why does this happen? More importantly, when I send real trades to my broker will those trades be filled in line with the spreadsheet fill or in line with results I've received during back-testing? thanks |
| [2017-07-12 19:02:29] |
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This is the relevant documentation: Auto Trade System Back Testing: Differences Between Back Testing and Real-Time Auto Trade System Evaluation The reason this happens has to do with the times at which the automated trading study is calculated. There are going to be timing differences between real-time updating and a back test. And the state of the bars and studies at these calculation times. More importantly, when I send real trades to my broker will those trades be filled in line with the spreadsheet fill or in line with results I've received during back-testing? They are not necessarily going to match the back test.
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 |
| [2017-07-12 20:06:27] |
| User606491 - Posts: 164 |
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Will actual trades (real trades) be filled in line with the spreadsheet or similar to the backtest?
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| [2017-07-13 05:57:14] |
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This is hard for us to answer because we do not know what the trading system is doing and how it is designed. It is not going to be an exact match between Live trading and the back test. 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 |
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