Support Board
Date/Time: Sun, 19 Jan 2025 12:37:24 +0000
Post From: sim (becktest) vs. live real time
| [2018-03-26 02:24:31] |
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You still are failing to simply examine your own trading system. You must examine your own code. The problem is on your side. That is abundantly clear. 1. If this is true, then you would notice differences with repeated back tests on the same simulation account. What this only shows is that your trading system is unstable in its behavior. Why your system is giving such inconsistencies is something you need to resolve. Refer to: Auto Trade System Back Testing: Consistency Between Back Tests We are not sure what type of back test you are performing as there are several supported. If you are using a replay back test with Accurate Trading System Back Test Mode, there is the potential for some slight inconsistencies when it comes to the number of times the study function is called. We know this is going to be very small and we did an experiment to see the extent of the problem during the day trading session for 3 days: Replay 120X: YMM18 1 Min #1 | Back test processing: NumberOfTimesCalculateCalled (Cumulative) = 237879 | 2018-03-25 22:14:08 Replay 120X: YMM18 1 Min #1 | Back test processing: NumberOfTimesCalculateCalled (Cumulative) = 237880 | 2018-03-25 22:14:22 Replay 120X: YMM18 1 Min #1 | Back test processing: NumberOfTimesCalculateCalled (Cumulative) = 237880 | 2018-03-25 22:14:38 Replay 120X: YMM18 1 Min #1 | Back test processing: NumberOfTimesCalculateCalled (Cumulative) = 237879 | 2018-03-25 22:14:48 Replay 120X: YMM18 1 Min #1 | Back test processing: NumberOfTimesCalculateCalled (Cumulative) = 237879 | 2018-03-25 22:14:59 Replay 120X: YMM18 1 Min #1 | Back test processing: NumberOfTimesCalculateCalled (Cumulative) = 237880 | 2018-03-25 22:15:14 Replay 120X: YMM18 1 Min #1 | Back test processing: NumberOfTimesCalculateCalled (Cumulative) = 237880 | 2018-03-25 22:15:26 Replay 120X: YMM18 1 Min #1 | Back test processing: NumberOfTimesCalculateCalled (Cumulative) = 237880 | 2018-03-25 22:15:44 Replay 120X: YMM18 1 Min #1 | Back test processing: NumberOfTimesCalculateCalled (Cumulative) = 237879 | 2018-03-25 22:15:55 So as you can see, there is a difference of 1 between these back tests in regards to the number of times the study function is called. This is tiny and insignificant and essentially irrelevant. The basic point that the documentation makes is that if your trading system is so affected by this, then it shows it is unstable and not well designed. And while it may seem better to get a consistent result it is completely meaningless when it comes to the fact that during real-time updating you are going to get yet another result. opens trades at different timestamps OK, so tell us why this is the case. It is trading system doing this! You are failing to understand this.2. This is likely because there is some variation with the data between systems. That is the more likely explanation. And once again what this is really revealing is your trading system does not have a stable design to it. And also, we do not even know how exactly how you are doing the back test and whether the back test is started at the exact same Date-Time in the chart. If we are mistaken and there is some inconsistency on the Sierra Chart side, you can determine precisely what it is and let us know. 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, *change* to the Teton service: Sierra Chart Teton Futures Order Routing Date Time Of Last Edit: 2018-03-26 04:03:27
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