Support Board
Date/Time: Wed, 12 Feb 2025 17:59:13 +0000
Replay Back Testing Single Chart Vs Multiple Chart
View Count: 779
| [2020-11-01 17:54:54] |
| User128888 - Posts: 30 |
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I'm running a test on triggering buy/sell on a crossover using 1 Tick intraday data. I have two methods here. 1) I run replay on a Single Chart using Accurate Trading System Back Test Mode. 2) I run replay on All Charts using Accurate Trading System Back Test Mode where there's 2 charts in total. One chart has a Study/Price overlay from the other. Method 2 which has 2 charts run significantly fast than Method 1. We are talking about a few times faster. I also notice that with Method 2, the entries and exists are done on the close of a bar instead of within a bar which tick by tick calculations should do. So it just seems like tick by tick data is only used when I use a Single chart and isn't used when I'm running multiple charts. Is running back testing with multiple charts not using tick by tick data? Thanks. |
| [2020-11-02 21:57:10] |
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Tick by tick data is used but it works a little different. How this works is documented in the section here for Accurate Trading System Back Test Mode: https://www.sierrachart.com/index.php?page=doc/ReplayChart.html#ReplayMode the entries and exists are done on the close of a bar instead of within a bar which tick by tick calculations should do We do not have an explanation for this. We do not know how your trading system is working.
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: 2020-11-02 21:57:18
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