Support Board
Date/Time: Mon, 10 Feb 2025 01:50:43 +0000
Post From: Replay Backtest Issues
| [2020-06-08 01:58:15] |
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Regarding post #5 you need version 2118. I see the [M] on my chart but its delayed. Does this mean I have some version of it? Yes you must be receiving the Delayed Exchange Data Feed then.but it would have been nice to know ahead of time that there was only one data feed that enabled accurate backtesting
Regarding bid and ask prices during a replay, there is not any known issue with using CQG data. That should not be a problem. Based on one of the questions we were just pointing out that the Denali Exchange Data Feed was not being used. Not that there is a problem with CQG data. The known issues are that sometimes the bid and ask data can lag behind the last trade price but this is an exchange level behavior and is not common. It is resolved with this setting: Chart Settings: Always Simulate Bid and Ask Prices During Replay (Chart >> Chart Settings >> Trading menu) Also this setting is new. Also there were some recent versions, not the current versions, that when market depth data is also being replayed, under some conditions the best bid and ask prices were not getting set properly. This has been resolved. And finally regarding bar based back testing, that is provided for efficiency and it is well documented how it works. You have to make your own judgment as to the usefulness of that based upon your use case. Certainly it is of value. 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: 2020-06-08 01:59:14
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