Support Board
Date/Time: Wed, 15 Jan 2025 21:36:33 +0000
Import backtested trade data
View Count: 948
| [2017-09-13 20:15:22] |
| vectorTrader - Posts: 86 |
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I have some data from my backtesting program with entry and exit times that I would like to import to sierra for further analysis. Is there any way to import that data into sierra? i would like to see markers on the chart of the entry and exits It is in the following format. trade entry_ date entry_time exit_date exit_time PNL 1 20120322 03:40 20120323 09:35 -352.50 2 20120323 11:45 20120323 15:51 105.00 3 20120326 09:11 20120327 10:03 -40.00 4 20120328 03:22 20120328 10:22 -20.00 5 20120329 15:21 20120330 09:12 442.50 6 20120402 04:16 20120402 16:03 -127.50 7 20120403 10:57 20120403 14:10 -582.50 8 20120404 09:55 20120405 08:51 -447.50 |
| [2017-09-14 18:33:27] |
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Order fills can be imported into the Trade Activity Log. Here is an example of the format: ActivityType DateTime Symbol OrderActionSource InternalOrderID ServiceOrderID OrderType Quantity BuySell Price Price2 OrderStatus FillPrice FilledQuantity TradeAccount OpenClose ParentInternalOrderID PositionQuantity FillExecutionServiceID HighDuringPosition LowDuringPosition Fill 2017-09-11 06:57:44.480 [Sim]GCZ17 Trade simulation fill. Bid: 1339.5 Ask: 1339.6 Last: 1339.6 21350 21350 Market 1 Buy Filled 1339.6000200 1 Sim1 Open 1 21350.1 1339.6000200 1339.6000200 Not all of these fields need to be set but they need to be present. The following need to be set: ActivityType DateTime Symbol BuySell FillPrice FilledQuantity TradeAccount For more information, refer to: http://www.sierrachart.com/index.php?page=doc/TradeActivityLog.php#ImportingExportingData 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: 2017-09-14 18:39:40
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| [2017-09-14 18:39:54] |
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The prior post has been corrected.
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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