Login Page - Create Account

Support Board


Date/Time: Tue, 26 Nov 2024 17:26:28 +0000



Backtesting

View Count: 1510

[2014-05-21 13:24:09]
infpz - Posts: 826
1)I have a spreadsheet strategy that places trades.

2) I want to load that strategy to a chart with a lot of data (and long as I can go back) with no playback --- but just loading the template somehow.

3) I want to run a backtest see the entry/exit/profit on the chart AND in some tab form.

4) I want to adjust my strategy and reapply it to the chart to see the different results. (Of course I know how to readjust the logic and studies, etc; but, my question here is more about once I change the strategy/template do I just reload it onto the same chart or make a new chart?)

Can you provide some instruction on how to achieve this and answer the question in #4?
[2014-05-22 03:07:17]
Sierra Chart Engineering - Posts: 104368
1. Has this already been developed using the Sierra Chart Spreadsheet System for Trading study? If not, here is the documentation to create it:
http://www.sierrachart.com/index.php?l=doc/doc_SystemsAlerts.php

2. Refer to this page:
http://www.sierrachart.com/index.php?l=doc/doc_ContinuousFuturesContractCharts.html

3. Refer to this page:
http://www.sierrachart.com/index.php?l=doc/doc_Backtesting.php

4. Use the same chart and adjust the Study Settings and run the back test again.
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
[2014-05-22 19:29:01]
User75277 - Posts: 33
Sorry, I was unclear; I thought I said I had already developed a spreadsheet.
And, thanks for the links on continuous charts and back testing; these are what I needed.

But, can you tell me how to place the prices for entry/exit and the profit amount on the chart with a line connecting them?

Thanks.
[2014-05-22 20:37:09]
User75277 - Posts: 33
Hi - Sorry that I was not clear and more specific.

Yes, this Spreadsheet has been already developed (as I said), so I do not need link one (above).

OBJECTIVE: I do not know how to be sure the entry and exit and profit labels are printed by each trade. I want to put up a chart with the longest amount of data possible (12 months is desirable) and load my template onto the chart so that I see all the trades (with entry, exit, profit) on the chart and in a tabular form.

I see the links for continuous testing and back testing above and I will attempt to follow them.

But, how do I show the entry, exit and profit for each trade on the chart with a line connecting them?

Thanks for your help.


[2014-05-23 03:58:28]
Sierra Chart Engineering - Posts: 104368
For back testing results you can use the following.

Trade Statistics tab:
http://www.sierrachart.com/index.php?l=doc/doc_TradeActivityLog.php#TradeStatisticsTab

Order fill drawings on the chart:
http://www.sierrachart.com/index.php?l=doc/doc_ChartTrading.html#DisplayingOrderFills

These support connecting lines as well.


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

To post a message in this thread, you need to log in with your Sierra Chart account:

Login

Login Page - Create Account