Support Board
Date/Time: Mon, 03 Feb 2025 18:24:50 +0000
[User Discussion] - Can't backtest multiple charts?
View Count: 1344
| [2019-11-21 03:19:43] |
| j4ytr4der_ - Posts: 944 |
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I'm trying to run an AutoTrade System Replay BackTest using 2 charts, one that overlays a specific study onto the other, so it's required that the charts replay together. However I can't figure out how to do this. If I select Charts To Replay > Charts with Same Link Number and then start the backtest, the dropdown menu will switch to Single Chart, and the backtest will only run that way. Is there any way to conduct a replay backtest with multiple charts? If so, how? |
| [2019-11-21 17:06:47] |
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When using that option make sure you have set up a Chart Link Number: https://www.sierrachart.com/index.php?page=doc/ChartSettings.html#LinkNumber 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 |
| [2019-11-21 17:21:08] |
| j4ytr4der_ - Posts: 944 |
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Yes the charts are linked.
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| [2019-11-22 02:15:42] |
| j4ytr4der_ - Posts: 944 |
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Any other thoughts on this? It's really hampering my ability to run system tests. I'm having to do all my testing with a regular replay instead.
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| [2019-11-22 17:39:48] |
| ForgivingComputers.com - Posts: 994 |
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Any other thoughts on this? It's really hampering my ability to run system tests. I'm having to do all my testing with a regular replay instead.
Did you select All Charts in Charts to Replay? |
| [2019-11-22 18:03:45] |
| j4ytr4der_ - Posts: 944 |
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Yes I have tried both All Charts and Linked Charts. Regardless it switches to Single Chart the moment I begin the Backtest.
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| [2019-11-25 01:53:40] |
| j4ytr4der_ - Posts: 944 |
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Just to be crystal clear, here is a video demonstrating the problem. https://www.loom.com/share/b438dce7d73845a89239ee115ff32f05 Also attached as mp4. |
Private File |
| [2019-11-25 03:51:40] |
| Sawtooth - Posts: 4165 |
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The only way to backtest and synchronize multiple charts is to use Replay Chart. Auto Trade System Back Testing: Replay Back Testing - Manual Auto Trade System Back Testing: Performing Back Testing on a Trading System That Uses Multiple Charts Date Time Of Last Edit: 2019-11-25 14:44:59
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| [2019-11-25 04:10:28] |
| j4ytr4der_ - Posts: 944 |
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OK, that was exactly what I was trying to get to the bottom of. Unfortunately I have all kinds of problems trying to do a multi-chart replay as well (see my other post on that). I'm spending all my time just trying to get the tools to behave properly. =(
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| [2019-11-25 12:35:23] |
| ForgivingComputers.com - Posts: 994 |
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Watching your video it appears you are using Auto-Trade Replay Backtest, and not the manual replay, which is required when backtesting multiple charts. The method you are using for backtesting will appear to skip bars. Manual back testing is used when you want to run the Back Test at a slower speed to observe what it is doing and it may be necessary to use this type of Back Test when you are back testing a trading system that involves multiple charts.
Date Time Of Last Edit: 2019-11-25 12:35:30
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| [2019-11-25 13:56:25] |
| j4ytr4der_ - Posts: 944 |
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Yes that is exactly right. I was not clear that this was not supported, and I will have to use manual replay. Most unfortunate as it means thoroughly backtesting any strategy over multipl in-sample and out-of-sample datasets will take a looooong time.
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