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Date/Time: Wed, 27 Nov 2024 19:29:42 +0000



Mismatching results on different

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[2023-07-11 10:34:51]
User309103 - Posts: 12
Hi,
I have only one chart in the chartbook on which I am running my strategy. However, I am getting different results when I select different "Charts to Replay" option. Also, when I run the strategy for All chart in the chartbook (which contains single chart), all trades enter near the end of the minute and not at the point of time signal was generated. I have also observed that backtesting for all charts in chartbook happens at a faster rate. Please give some insights over this. I am also attaching few trades from the results for visualization.
imagesingle_chart_mode.png / V - Attached On 2023-07-11 10:30:51 UTC - Size: 140.77 KB - 73 views
imageall_charts_mode.png / V - Attached On 2023-07-11 10:34:24 UTC - Size: 133.33 KB - 78 views
[2023-07-11 14:07:56]
John - SC Support - Posts: 36341
What "Replay Mode" are you using when you see the difference in the results between 1 chart and all charts?

You will definitely see differences between different replay modes. Refer to the information here:
Replaying Charts: Replay Mode

Also refer to the information on the different back-testing options starting here (if you are running back-testing specifically):
Auto Trade System Back Testing: Bar Based Back Testing
For the most reliable, advanced, and zero cost futures order routing, use the Teton service:
Sierra Chart Teton Futures Order Routing
[2023-07-11 14:29:06]
User309103 - Posts: 12
I am using Calculate At Every Tick/Trade in both cases. I previously tried "Accurate Trading System Back Test Mode" in both cases, but I faced this problem there also.
[2023-07-11 18:10:36]
Sierra_Chart Engineering - Posts: 17198
Refer to this section here:
Auto Trade System Back Testing: Performing Back Testing on a Trading System That Uses Multiple Charts

Are you replaying multiple charts? What is the Processing Step in Seconds you are using? Try using 1 Second.
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
Date Time Of Last Edit: 2023-07-11 18:11:01
[2023-07-11 18:20:06]
User309103 - Posts: 12
Only 1 charts I am using in chartbook, and it is giving entry at last seconds of any trade each time.
I am running it using all charts options, please suggest accurate and best way
[2023-07-12 09:10:13]
User309103 - Posts: 12
I am not replaying multiple charts. I am running a single chart in the chartbook. Please refer to the first post in this thread.
[2023-07-12 09:44:14]
Sierra_Chart Engineering - Posts: 17198
Only 1 charts I am using in chartbook, and it is giving entry at last seconds of any trade each time.
I am running it using all charts options, please suggest accurate and best way

On the Replay window set the Charts to Replay to Single Chart. How is the automated trading system developed? Is it using ACSIL, a Spreadsheet or what?
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
Date Time Of Last Edit: 2023-07-12 09:44:41
[2023-07-12 09:56:17]
User309103 - Posts: 12
I am using ACSIL. Also, the chartbook contains a single chart. However, when replaying the chartbook in 'Single Chart' and 'All Charts in the Chartbook' modes, I am getting different results. In single chart mode, I am getting the trade while backtesting at the point of time when signal is generated. But in 'All charts in the chartbook' mode, I am getting the trades towards the end of the minute. Please take a look at the screenshot I have attached in the 1st post of this thread.
[2023-07-21 12:53:56]
Sierra_Chart Engineering - Posts: 17198
We apologize for the delay. This can be solved.

When you are starting the replay when using 'All Charts in the Chartbook' , are you prompted for a Processing Step in Seconds?
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
Date Time Of Last Edit: 2023-07-21 12:54:20
[2023-07-21 13:46:16]
User309103 - Posts: 12
I AM SHARING WITH YOU TRADE LIST OF SINGLE CHART AND ONE IN WHICH ALL CHARTS(ONLY ONE CHART IN CHARTBOOK) HAS BEEN USED. YOU WILL OBSERVE THAT THERE IS STILL GAP OF MICROSECONDS
imageScreenshot 2023-07-21 144336.png / V - Attached On 2023-07-21 13:45:23 UTC - Size: 275.38 KB - 73 views
imageScreenshot 2023-07-21 135951.png / V - Attached On 2023-07-21 13:45:30 UTC - Size: 249.29 KB - 74 views
Attachment Deleted.

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