Support Board
Date/Time: Fri, 24 Jan 2025 18:25:19 +0000
Post From: Replay 'Charts with Same Link Number' or 'All Charts in Book' issue
| [2019-01-14 21:24:39] |
| GiantAvocado - Posts: 67 |
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• Re:Chart Replay ->> Accurate Trading System Back Test Mode ->> Charts With Same Link Number issues; Updated additional info: • Due to the variety of outcomes of my testing this mode I had to suspend my system trading since 01/01/2019; It was over the Christmas Holiday I spent time exploring options to the systems I have been trading due to less than acceptable results in 'Live' trading verses back tested results. To get somewhat consistent trade outcomes in 'Live Feed' from backtesting replay is my biggest pillar to lean on when system trading; if you can't trust the system you can't trade it properly. Right now I can't trust mult chart replay however I do trust 'live feed' and the single chart replay; since my systems run with multiple filters from different time frames I need to test in multi-mode. I read this thread that piqued my interest - Replay - Different filled prices in different speeds • I have spent many hours testing just one multi-chart system trying to get some feel where the problem exist. I simplified the testing to 1 day of trading comparing the live feed trade automation to a replay of the same trading session. • Since I opened the support ticket I changed: • all the start times in all charts to 000000 - 235959 • Kept the trading session limited to 0700 - 1200 • shorted days to load to 8 days; did away with the range to load • removed any spreadsheets not needed in the support charts that filter for trades in the main chart • removed any unnecessary studies in the support charts • Started testing at slower speeds i.e. 30 • All tests begin at 06:59 at the hard right edge and end at 12:00 • Note: main system chart uses tick data in its' calculations • It is my observation in multi chart replay that there are different trade outcomes depending on speed; in 'live feed' the all charts play back with what seem to be good sync & my trade signals are valid; • At speed 30 I got better results than before i.e. the replay would finish where it would not before; (longer time frame charts would be replaying after the main chart finished); • When I jumped the speed to 120 or 240 I started missing trades notably at the beginning of the session; • When set to high (30720) the symptom is the main chart finishes with no trades logged in the Trade Activity Log, but the 3 other support charts are still in replay as designated in the chart tab. (finished about 5 mins later) • Example replay back test for Monday 1/14/19; 06:59-12:00; comparing live trades logged, to back test trades logged after the session; • All tests validated on a second computer system instance; • All tests were run with DTS connected and disconnected; • Speed 30 - 7 trades logged consistent with the live feed for Monday; same results disconnected; • Speed 120 - 6 trades logged, missing the first trade in session; same results disconnected; • Speed 240 - 3 trades logged, missing the 4 earliest in session; when run disconnected [dis] no trades logged; • Speed 30720 - no trades logged, support charts continued to replay after main trade chart appears to have completed; same results connected or disconnected to DTS; • System Replay backtest running: ○ 6E19 1 Min. main chart with spreadsheet for trading ○ 6E19 10 Min. chart filter indicator ○ 6E19 1 day (intraday) chart filter indicator USDX 1 day (intraday) chart filter indicator |