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Date/Time: Mon, 25 Nov 2024 15:03:48 +0000



Post From: "accurate" backtest results change when multiple charts opened

[2014-02-09 04:33:33]
Sierra Chart Engineering - Posts: 104368
Maybe we should not focus too much on the persistent variable issue you mentioned, but that we know absolutely is an indicator something is wrong with your own code or the compilation of the code. Here is a complete test:


//This is the basic framework of a study function.
SCSFExport scsf_SkeletonFunction(SCStudyGraphRef sc)
{
  // Section 1 - Set the configuration variables and defaults
  if (sc.SetDefaults)
  {
    sc.GraphName = "Persistent Variable Test";
    
    // During development set this flag to 1, so the DLL can be rebuilt without restarting Sierra Chart. When development is completed, set it to 0 to improve performance.
    sc.FreeDLL = 1;

    sc.AutoLoop = 1; //Auto looping is enabled.
    
    sc.Subgraph[0].Name = "Name";
    sc.Subgraph[0].DrawStyle = DRAWSTYLE_LINE;
    sc.Subgraph[0].PrimaryColor = RGB (0, 255, 0);
    
    sc.Input[0].Name = "Float Input";
    sc.Input[0].SetFloat(0.0f);
    
    return;
  }
  
  
  // Section 2 - Do data processing here
  
double &DoubleReference= sc.PersistVars->Doubles[0];
float TestFloatValue = 3.0f;
DoubleReference= TestFloatValue;//No exception occurs
sc.Subgraph[0][sc.Index]= DoubleReference;
  
}

This code has been run extensively without any exceptions. And there should not be any exceptions. It would make no sense if there are exceptions. We also did a test using the Sierra Chart provided compiler. That passed the test without any problems. We know what we are talking about here.


I have spent a great amount of time finding "undocumented features" (bugs) of ACSIL and I am really starting to question if SC is even capable (or stable enough) to handle an "auto-bot" trading system...

And with a comment like this without any kind of basis (code examples and steps to reproduce), we will defend our position, look into as best as we can the issues described and confirm that there are no problems. And we did confirm that there was not a problem with the described issues. And why do you not point out these particular "bugs" with a simple code example and steps to reproduce. If you consider all of this a "poor support attitude" then so be it because what could we do if you do not provide a simple code example demonstrating an issue, or demonstrating a relatively simple question for us. Obviously we cannot debug your code we cannot even see and we cannot debug a complex function you have created, that would be your responsibility.

In regards to this particular issue described in this thread with consistency, the primary consistency issue lies within your own code and not Sierra Chart. Refer to this section here:
https://www.sierrachart.com/index.php?l=doc/doc_Backtesting.php#BackTestConsistency

If you test the Sierra Chart provided trading systems you will find consistency between them every time. What does this show you?
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: 2014-03-08 06:03:36