Support Board
Date/Time: Wed, 22 Jan 2025 18:17:37 +0000
few backtesting issues when using renko charts
View Count: 1599
| [2018-10-07 18:05:04] |
| User61576 - Posts: 445 |
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Hi pls check attached screenshots: 1. "price above stop" you can see my short position and although price is higher than stop price it's not being triggered. I think it has to do with the renko chart setup as the position does get "stoped" later on after price went down from 60.95 to match the stpo price @ 60.91. how can it be that the order is not being triggered base on price? 2. the same thing happens on 2nd short trade 3. when entering later a long trade, the entry price (68.07) has nothing to do with the actual price at the time/bar of the entry marked (~67.44) this didn't happen before. can it be kind of cash memory issue? the setting of the renko? pls advice thanks |
 price above stop and not sopedout.png / V - Attached On 2018-10-07 17:56:12 UTC - Size: 137.21 KB - 290 views price above stop and not sopedout 2.png / V - Attached On 2018-10-07 17:59:02 UTC - Size: 139.46 KB - 255 views wrong entry price.png / V - Attached On 2018-10-07 18:04:05 UTC - Size: 134.62 KB - 276 views |
| [2018-10-08 17:58:53] |
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For information about all of this, refer to: Trade Simulation: How Orders are Filled Also you are using Stop-Limit orders. 3. when entering later a long trade, the entry price (68.07) has nothing to do with the actual price at the time/bar of the entry marked (~67.44) Not sure this will make any difference but make sure you are running the current version of Sierra Chart. Update following these instructions here: Software Download: Fast Update 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: 2018-10-08 18:05:17
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| [2018-10-08 20:43:37] |
| User61576 - Posts: 445 |
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upgrading didn't solve this problem the bid/ask spread at the time of the trade is an avg. of 3 ticks. not 1 bug point. this does not make any sense. I know and re read the "how orders are filled" this is not happening on other trades simulated on the same instrument. |
| [2018-10-09 00:04:16] |
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Can you can consistently reproduce the issue just doing manual trading during a chart replay on that particular chart?
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: 2018-10-09 00:04:33
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| [2018-10-09 06:50:40] |
| User61576 - Posts: 445 |
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yes this is reproduced on manual trading i checked time& sale and the bid /ask is 67.3 X 68.05 this is over CLU18 on Aug. 21st around 14:57 est time. it's my mistake as it was last day of trading for this instrument and i didn't notice that in first place |
| [2018-10-09 06:52:43] |
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Okay so you do not need us to look into this further? That explanation does make sense.
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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