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Date/Time: Sat, 01 Mar 2025 14:25:10 +0000

Post From: Backtest discrepancy

[2021-10-01 14:05:34] Link To Thread - Link To Post [Go To First Post]
dRich - Posts: 5
Hi, After running a backtest of a simple strategy, my colleague and I received the same incorrect results which showed missed trades that should have fired. One of the screengrabs attached here shows an absence of expected trades. A third colleague ran the same backtest using the same strategy which we exported to him as a CHT file. Thus he had the exact same settings. His results showed different but accurate trades. See attached screengrab. What are some of the common causes for this discrepancy? For your inspection, the CHT file is attached here. HD Request # 2 | Timestamp of first Intraday data file record written: 2021-10-01 13:55:34.009000 | 2021-10-01 13:55:47.003 HD Request # 2 | Received 13 Intraday data records from 2021-10-01 13:55:34.009000 to 2021-10-01 13:55:46.088000 (12.1 seconds) and wrote 13 records for ESZ21_FUT_CME | 2021-10-01 13:55:47.003 HD Request # 2 | Add time&sales data | Remembered last file record date-time: 2021-10-01 13:55:46.088000 | 2021-10-01 13:55:47.004 HD Request # 2 | Completion time: 1s | 2021-10-01 13:55:47.004 HD Request # 2 | Intraday data download complete for ESZ21_FUT_CME. Unique request ID: 2 | 2021-10-01 13:55:47.004 Removing historical data download ID 2. | 2021-10-01 13:55:47.004 Real-time Intraday chart data file updates started for ESZ21_FUT_CME | 2021-10-01 13:55:47.004 Opened cached Intraday file: S:\usr\cots\SierraChart\installation2\Data\ESZ21_FUT_CME.scid. Thread ID: 8596 | 2021-10-01 13:55:47.004 Intraday chart data file opened for ESZ21_FUT_CME | 2021-10-01 13:55:47.004 HD Request # 2 | Enabling Intraday chart updating for symbol. | 2021-10-01 13:55:47.005
0x Thank you
correct trades.png / V - Attached On 2021-10-01 13:56:30 UTC - Size: 82.13 KB - 165 views incorrect trades.PNG / V - Attached On 2021-10-01 13:58:02 UTC - Size: 53.74 KB - 151 views CynthiaStrategy - 3600BackTest.Cht - Attached On 2021-10-01 13:58:44 UTC - Size: 4.89 KB - 326 views