Support Board
Date/Time: Fri, 29 Nov 2024 14:29:09 +0000
Backtesting and real time trading is having different trading entries
View Count: 602
| [2023-01-24 22:26:35] |
| KingAB - Posts: 20 |
|
Hello, I'm having issues when running "AutoTrade System reply BackTest" with Replay Mode set to "Calculate at every tick/Trade" and Speed settings set to the lowest setting "0.01". I would expect that it should trade very close to what it would on a real market with those settings? The issue I believe is I am using 8 tick renko bars and looking at "Ask Volume Bid Volume Difference" indicator on a 20,000 volume bar data from a different chart. In the live market, the "Ask Volume Bid Volume Difference" indicator updates differently than back testing and hence the signals are incorrect. Am I potentially missing something here? I already looked at all the details regarding this in https://www.sierrachart.com/index.php?page=doc/Backtesting.php. Settings: 1. Intraday Data Storage Time Unit: 1 tick 2. Use Controlled Order Chart Updating: Yes 3. Chart Update Interval in Milliseconds: 10 |
| [2023-01-26 17:41:00] |
| KingAB - Posts: 20 |
|
Also to note, I understand that order fills will be different. But I'm seeing entries on live market that I'm not seeing on back testing or vise versa.
|
| [2023-01-27 02:15:41] |
| KingAB - Posts: 20 |
|
I figured out that I had to start from replay window instead of TRADE>AutoTrade System Reply BackTest. Getting tick trade data now, however the problem remains, data taken from the different chart does not update with every trade. Just the data on the original chart is updating. I confirmed I have "Use Controlled Order Chart Updating:" set to Yes which should fix the problem?
|
| [2023-02-06 19:18:33] |
| Sierra_Chart Engineering - Posts: 17228 |
|
We apologize for the delay here. We need some time to go through this and understand what is happening.
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, use 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: