Support Board
Date/Time: Mon, 25 Nov 2024 05:32:50 +0000
[Programming Help] - Backtesting questions
View Count: 297
| [2024-03-31 21:05:12] |
| PS - Posts: 40 |
|
Hello. I am a relatively new user of your platform (a few months) and am looking to start backtesting with your software. I have coding experience, and although not super familiar with C++, can pick it up easily. I'll be using ASCIL for writing strategies. I have a few questions regarding logistics. I apologize in advance if these questions have been answered in the documentation already. I've searched through them but have been unsuccessful in finding answers. 1. Running in background -- I'd like to be able to run bar-based backtests while still viewing other, live-data charts intraday. Is this possible? 2. Instances -- I'd like to have 2 concurrent instances of Sierra running on my 2 machines. Do I need to purchase a 2nd license of Sierra to do this? 3. Delta -- I'd like to write custom indicators using delta, sort of like the ones OFL and other co's have created. How do I refer to these alternative data streams in ASCIL? 4. Multiple symbols -- I'd like to run bar-based backtests on multiple symbols in one test. I see that using multiple charts is possible. Is multiple symbols possible as well? 5. C++ packages -- I'd like to use Sierra to backtest some more "mathy" strategies, using things like OLS (ordinary least squares), etc. There are packages for these available online. Can Sierra strategies support the use of external C++ packages? Thank you in advance for your help. |
| [2024-04-01 14:51:46] |
| John - SC Support - Posts: 36238 |
|
1. Yes you can do this but we recommend doing the back testing in another instance of Sierra Chart. Refer to the following for how to install another Sierra Chart: Using Multiple Data and Trading Services at the Same Time: Step-By-Step Instructions to Install Multiple Copies of Sierra Chart 2. No, you do not need a second Sierra Chart account. 3. Refer to: ACSIL Programming Concepts: Accessing Volume at Price Data Per Bar 4. It is not possible to do a bar based back test on multiple symbols at the same time. 5. You can make reference to them, in your custom custom study function and DLL. Although this is outside the scope of our support. You cannot use Remote Build for this. You have to build with Visual C++ using a separate installation of that. 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: 2024-04-03 05:18:25
|
| [2024-04-01 17:26:06] |
| Sawtooth - Posts: 4120 |
|
I'd like to run bar-based backtests... I see that using multiple charts is possible.
The AutoTrade System Bar Based BackTest cannot be used with multiple charts.Same with the AutoTrade System Replay BackTest. There is no synchronization between charts using these back tests. From the documentation: "When you are replaying multiple charts at the same time to perform a back test, then you need to use the Replay Back Testing - Manual method." Auto Trade System Back Testing: Performing Back Testing on a Trading System That Uses Multiple Charts |
| [2024-04-02 19:53:20] |
| PS - Posts: 40 |
|
Thank you both for your replies. After your responses, I did another search of the Support Board via Google. I found this post, which explains how to test multiple symbols in a bar-based backtest. Backtest Multiple Symbols Is this no longer supported? Thank you again. |
| [2024-04-03 05:19:49] |
| Sierra_Chart Engineering - Posts: 17169 |
|
Yes that is supported and we are familiar with that . However, it is back testing one symbol after another, not simultaneously. If it does what you want, go ahead and use that.
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: 2024-04-03 05:20:07
|
To post a message in this thread, you need to log in with your Sierra Chart account: