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Date/Time: Mon, 25 Nov 2024 03:01:23 +0000



Post From: Sierra Charts Backtester (PssSCBT)

[2019-02-21 04:00:19]
User565689 - Posts: 19
I found SCBT separately a while back, but recently had this thread brought to my attention. I'm not a fan of thread necro, but maybe this can help crazybears, rhovega, bradh, or anyone else that stumbles across it.

SCBT has its quirks, but it is far improved over the version from a year or so ago. The developer is also responsive to bugs/requests as long as they are not crazy, and I had a good back-and-forth debugging exchange with him when Sierra Chart changed its Trade Activity Log at the end of last year away from true tabs to the current interface.
I personally run it in a separate user account so that there is no contention between it trying to control my testing installation of SC and my actual live trading installation of SC in my main user account and just use Fast User Switching to go back and forth. This sounds more complicated than it is, but I can provide more details if anyone wants to know. I have Windows 10 Pro on a workstation, so I don't know if that's possible with a less featured version of Windows 10 such as Home.

It did take me a few tries to get everything just right, but it definitely helps when running dozens of backtests. Before I had it I was manually entering every single test into a spreadsheet, which lead to numerous "do-overs" when I discovered that I had mistyped a value. Now I can program a strategy (I use SC's ACSIL), run it manually to make sure it is doing what I expect, and then hand it off to my SCBT installation to test dozens of permutations.
The obvious cautions apply to not over-optimize against your data (I can design a strategy that will be 100% successful if I know what has already happened ;) ), and you have to be especially cognizant of that when using SCBT since there is now so little effort involved with running "just one more" backtest.

I think you still get 10 days free, and if you do end up trying it and finding a problem during your trial, make sure to email the developer while using it. He extended my free trial multiple times while we were working out how to set it up with my particular computer.

The companion software Diamond Backtesting with Walk Forward Manager (BTWFMgr) uses the logs created by SCBT to then display many ways of analyzing the backtests. It has way too many features for me to use it to its full potential, but I do own it and use part of it to see how each variable affected the whole batch of tests overall. It is also more expensive than SCBT, so I would recommend using the trial period for that.

I have no relationship with SCBT or Prof Software except for being a customer. I'm still a bit picky about its quirks, but it really is amazing that it is able to interact with SC at all, just like SC Engineering said above. I do not have the slightest idea how to write a Windows program that can take control, even to a small extent, of another GUI process, and so I cut SCBT some slack when I consider the large amount of time it saves me.