Support Board
Date/Time: Sat, 11 Jan 2025 17:50:54 +0000
Post From: backtest
| [2016-12-12 18:30:48] |
| User376746 - Posts: 63 |
|
Please I need to do a backtest by Sierra Chart (SC). Is it possible to run a test (in 5 steps) like this? 1) Start: I insert in SC an initial BUY order for a futures (for example) at Price= VWAP study at chosen a fixed time. with - STOP LOSS (SL) price = VWAP-3 tick (the actual VWAP value-3 tick); - TAKE PROFIT (TP) price = VWAP + 10 tick 2) I run manually the order over a chosen fixed time period (time frame); 3) when SL or TP triggers: SC is waiting state; 4) If, over that fixed time period chart is running, the condition: "Close Price = VWAP study" is true than a) SC sets automatically my SL = VWAP -3 tick and TP = VWAP + 10 tick; b) SC runs automatically next identical initial order 5) when time frame is over, Sierra Chart returns the net equity(in $ and %) in that fixed time frame. I think many people did a question like that in the support board. Hope in your answer, thank you very much. user: lenato69 |