Support Board
Date/Time: Thu, 27 Feb 2025 22:41:12 +0000
[Programming Help] - Backtesting
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[2021-07-22 02:50:46] |
User626838 - Posts: 2 |
Hi Sierra Chart Support team I'm new to SC and Programming and I'm trying to learn how to back test a study using Bars Replay As I read through the documentation on website, I learnt that for each bar, a study is calculated 4 times for OHLC prices but when I tried to back test a very simple study (place a Buy entry if year > 2021) I noticed that except for the first day which actually has 4 buy entries, the other days have 5 buy entries for each day with the open price has been placed twice buy entry. I'm not sure if i'm doing it wrong or something else: here is my code: sc.MaximumPositionAllowed = 100; sc.AllowOnlyOneTradePerBar = FALSE; sc.AllowMultipleEntriesInSameDirection = TRUE; if (sc.BaseDateTimeIn[sc.Index].GetYear() >= 2021) { s_SCNewOrder neworder; neworder.OrderQuantity = 1; neworder.OrderType = SCT_ORDERTYPE_MARKET; //neworder.TimeInForce = SCT_TIF_GOOD_TILL_CANCELED; sc.BuyEntry(neworder); } |
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