Support Board
Date/Time: Sun, 09 Mar 2025 20:24:06 +0000
Post From: [Automate Trading][Replay] How to make a good bot backtesting
| [2022-03-06 00:11:45] |
| noaah - Posts: 32 |
|
Hey there! I recently and with your help (I got to thanks you all) achieve making my trading strategy automated with Spreadsheet. I got here two questions: How to be sure my bot Buy Exit and Sell Exit when I want ? Because on the chart I got arrows at the candles where the bot enter in the market but I dont have arrow where it exit the market. No matter got the exact value of the exit point if that is too complicated, but if I at least can get like the arrow pointing the entry candle for the exit candle it would help me a looot for quickly visualize wich trades I win in detail, just by looking the chart. My Buy Exit formula: =OR(AND($J$8 > 0, ID0.SG4@$3 <= $J$9-2), AND($J$8 > 0, ID0.SG4@$3 >= $J$9+2))
My Sell Exit forumla: =OR(AND($J$8 < 0, ID0.SG4@$3 >= $J$9+2), AND($J$8 < 0, ID0.SG4@$3 <= $J$9-2))
I here want to instant exit when I got 2 points or -2 points. Are my formulas seems corrects for you ? My second (or third) question: How to be sure making good bot backtesting ? Before launching my bot for real trading Im doing a lot of backtest with it on simulated mode combinated with the Replay tool offer by Sierra Chart. After reading lot of documentation here on Sierrachart and testing a lot of things im blocked at this point: Depending the Replay mode I set I got differents results in term of DPL (showed in my DOM that is also replayed combinated with my Chart replay (they got the same Link Number). I got Standard Replay, Calculate Same as Real Time, Accurate Trading System Backtest Mode and Calculate at every tick/trade options. I already read the documentation but I dont know what is here the best setup to replay the days I want to test with my strat and verify if it works. I want to make tests where the result will be the same that if I was in real time mode. Depending the setup I got a 20 points gap, that's huge ! With the experience of those who already got spreadsheet bots and, I think, backtest these before launching these in real time market, do you got an ideal configuration to work with during replay backtests ? Thanks a lot if you read me ! Have a good day ! |