Support Board
Date/Time: Fri, 22 Nov 2024 22:54:30 +0000
Market depth backtesting
View Count: 209
| [2024-09-25 10:44:12] |
| User111911 - Posts: 12 |
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Hi, When backtesting, the market depth window shows different price levels vs the intraday chart. For instance, market depth window shows depth for 4809.25 to 4807 price levels for ES during backtesting (for Jan 18 2024) whereas the chart shows 4999 as the latest price. Is this due to any time or date adjustments (and how to adjust for those) or is there any other reason. Many thanks. |
| [2024-09-25 14:15:17] |
| John - SC Support - Posts: 36238 |
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The Market Depth window is not going to update during a backtest/replay unless there is market depth data present for that time. If there is no market depth data, then only a single line will be displayed in the Market Depth window and it will not update with the price (as there is no Market Depth data to cause an update). If you are seeing something else, then we need to see an image of what you are seeing by following these instructions: Support Board Posting Information: Attaching or Posting a Screenshot/Image (Optional) For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2024-09-26 03:29:10] |
| User111911 - Posts: 12 |
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Thanks. The Market Depth window displays multiple lines since I had downloaded historical market depth data for the time in question. So that's not the issue. I have uploaded the image as per instructions. Please see below link: https://www.sierrachart.com/image.php?Image=1727321082445.png |
| [2024-09-26 23:53:33] |
| Sierra_Chart Engineering - Posts: 17145 |
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To make sure there is actually market depth data for the time period being replayed, add the Market Depth Historical Graph study to the chart. And you need to be seeing, actual changes with market depth quantities at each bar. Otherwise, you may be seeing market depth data from the past which has not subsequently updated. 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 |
| [2024-09-28 14:55:21] |
| User111911 - Posts: 12 |
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Thank you. Disabling continuous contracts and backtesting within rollover dates seems to have resolved the issue.
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