Support Board
Date/Time: Sun, 24 Nov 2024 10:36:45 +0000
Auto Trade System Back Testing - Trading Evaluator
View Count: 200
| [2024-06-11 00:31:54] |
| jrob - Posts: 22 |
|
Hello, When executing the AutoTrade System Replay BackTest, is it possible to select a Trading Evalutor account or is a SimX account required? If a Sim account is required, is there a way to track the account's balance over a long back test broken up into different intervals? Lastly, I am noticing some inaccuracies with the stop amount during the backtest vs how the OCO is configured. For example, I am using a 12.5 stop, but I see many trades being stopped at 11 and 12 points. Is there a way for me to improve the accuracy? Thanks in advance. |
| [2024-06-11 14:39:18] |
| John - SC Support - Posts: 36238 |
|
You can not use a Trading Evaluator account for backtesting/replays. You have to use the built-in Simulation mode for this, therefore using the SimX accounts. The Simulation Mode does not have an account balance associated with it. It just tracks Profit and Loss. With regards to the Stops, you need to consider how the backtesting is calculated. Refer to the following: Auto Trade System Back Testing: Differences Between Back Testing and Real-Time Auto Trade System Evaluation For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2024-06-12 21:06:47] |
| jrob - Posts: 22 |
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Thanks for the reply John. I have one additional question. Is it possible to export basic trade details with bar and study data? Currently, I am merging the bar/study export data with the Trade data from the trade activity log and didn't know if it was possible to export all of this data into one file. I am not looking for all of the data in the trade activity log, just basic entry/exit/profit/loss info. |
| [2024-06-13 14:29:01] |
| John - SC Support - Posts: 36238 |
|
The way to do what you are asking for would be to have a study that has the order fill information in it, then you could export the bar data and study information. But we do not have a built-in study that does this. You could create a custom study that does this. Refer to the following: Automated Trading From an Advanced Custom Study: Getting Order Information List of Third Party Sierra Chart Study and System Programmers For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
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