Support Board
Date/Time: Fri, 07 Feb 2025 17:03:41 +0000
[User Discussion] - Running backtest with my own manual entries/exits
View Count: 186
| [2024-12-01 12:18:04] |
| User59879 - Posts: 74 |
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I would like to use Sierra for a backtest; but instead of using indicator-generated entries, I want to mark the entries and exits in the charts myself, manually. Then run the backtest, which would generate a list of trades, that I can now import in a statistics package for further analysis. There is a lot of great documentation available for Sierra, but before I start ploughing through all of this I would appreciate some ideas on how to do this. I there a quick and easy way to mark my entries and exits manually, in such a way that a backtest will generate the corresponding trades? Thank you all in advance! |
| [2024-12-02 22:12:48] |
| User59879 - Posts: 74 |
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Perhaps I am asking this question either in the wrong way, or in the wrong support forum ...? I have tried to use a rectangle to mark entry and exit moments and levels, and created an alert attached to this rectangle. But how can I connect these alerts to a trading spreadsheet? If I use an indicator in a Studyset then the alert has a name that I can refer to, but the alerts generated by my rectangle don't seem to have a name. I'm sure I am looking at this totally wrong. Can anyone give me a some hints in a direction? Tia :-) |
| [2024-12-02 23:11:49] |
| Sawtooth - Posts: 4173 |
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The spreadsheet study cannot see User Drawings, but the Color Bar Based On Alert Condition study can. However, this workaround is not user friendly, and is probably more trouble than it's worth. - Create the User Drawing, and note its ID# and Anchor# - Add the Color Bar Based On Alert Condition study, and on its Alerts tab, access that User Drawing with this syntax: Study/Chart Alerts And Scanning: Referencing Chart Drawings - The Color Bar study will output a 1 in the spreadsheet row where the alert occurred. Another option is to use the Trading System Based on Alert Condition study. But this is still cumbersome because you would still need to constantly edit the formula with the correct UDID. Date Time Of Last Edit: 2024-12-03 01:14:23
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| [2024-12-03 11:13:01] |
| User59879 - Posts: 74 |
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Thank you Sawtooth, now I understand what the problem is: a Study is very different from a Drawing, because a study applies to all bars. So I guess that one way to do this is: write a program that somehow finds all the Rectangles (or another drawing) on the chart, then uses these to create the associated Buy Enter/Exit and Sell Enter/Exit orders Would this be a good approach? Or is there a better way? Greatly appreciate your feedback, TIA. |
| [2024-12-03 14:13:11] |
| Sawtooth - Posts: 4173 |
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write a program that somehow finds all the Rectangles (or another drawing) on the chart, then uses these to create the associated Buy Enter/Exit and Sell Enter/Exit orders
Yes, an ACSIL custom study is the only real solution.
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