Support Board
Date/Time: Thu, 06 Mar 2025 22:23:12 +0000
Trade Activity Log Delay
View Count: 759
| [2022-02-03 14:14:14] |
| User39772 - Posts: 311 |
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Hello, when I run a Auto Trade Bar Based Backtest with 500 to 1000 Trades the Trade Activity Log shows under Trades & Statistics nonsense. It is also impossible to switch the symbol or any other settings. I found, that after a while (e.g. 3-5 minutes) the Auto Trade Bar Based Backtest seems to get updated somehow and shows data that makes more sense. What is the reason for that behaviour ? What is the meaning of BP and EP added to the Entry/Exit Date/Time ? Date Time Of Last Edit: 2022-02-03 14:21:36
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| [2022-02-03 14:40:00] |
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Refer to this section: Trade Activity Log: Trade Activity Not Displaying or Clearing (Improving Trade Activity Query Performance) (Trade Activity Not Displaying or Clearing (Improving Trade Activity Query Performance)) What is the meaning of BP and EP added to the Entry/Exit Date/Time ? These mean the beginning and ending of a position.
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: 2022-02-03 14:40:13
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| [2022-02-03 20:21:24] |
| User39772 - Posts: 311 |
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In my Trading system I use sc.GetBarHasClosedStatus() == BHCS_BAR_HAS_CLOSED for both buy and exit conditions. When I remove it e.g. for the exit condition the Trade Activity Log shows trades without BP/EP remarks, e.g. trades are not closed properly. Additionally strange things happen with statistic and other rows, e.g. the Max. Open Quantity increases. What exactly is the effect of sc.GetBarHasClosedStatus() == BHCS_BAR_HAS_CLOSED regarding entry and exit ? My understandig is, that the close prices are taken as entry and exit price and no prices in between. But isn't that generally the effect of using Auto Trade Bar Based Backtest, even without this condition ? Why does the behaviour change if I remove this condition ? |
| [2022-02-09 18:40:29] |
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Whether you are using this or not: sc.GetBarHasClosedStatus() == BHCS_BAR_HAS_CLOSED In no way is going to cause any " strange" behavior with the Trades or Trade Statistics in the Trade Activity Log. This is just simply impossible. The results will be different, but be completely correct based upon the actual order fills and the prices/ sides of those fills. The fill prices received, will be different and are explained here: Based upon the above, when using bar based back testing with an ACSIL Trading system and only allowing order submission with sc.GetBarHasClosedStatus() == BHCS_BAR_HAS_CLOSED, then this means that the fill price will always be the Open price of the last bar in the chart at the time of the order submission. When not using sc.GetBarHasClosedStatus() == BHCS_BAR_HAS_CLOSED, then the fill price can be either the Open, High, Low, or Close of the current chart bar at the time of the fill.
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: 2022-02-09 19:00:35
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| [2022-02-10 09:46:32] |
| User39772 - Posts: 311 |
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Thx for the explanation above. The problems I encounter here are the following: a) My trading system relies on accurate execution of stop and target orders, otherwise this has a negative impact on statistics like hit rate, profit ratio, etc. As I can see from the explanation above, without the statement, the result is more or less random based on H,L,C,O prices and not predictable. With the statement it is at least in so far predictable, that the open price is used. If I need to make sure that the exact price levels are logged in the Activity Sheet, what would I have to do, or is that impossible with SC ? b) Wen I play with the statement above I see sometimes in the Activity Sheet under Trades, that the trade duration differs, depending upon if I use the statement or not. Without the statement sometimes BP/EP is missing or not identical to a run with the statement, some is valid with open and close time of a position. But according your explanation this can not be the case. On the other hand, the code of my system should be executed the same way, independent of the use of statement. |
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