Support Board
Date/Time: Tue, 26 Nov 2024 13:29:26 +0000
Post From: speed backtesting raffect reliability
| [2023-01-06 18:52:50] |
| User61168 - Posts: 403 |
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Here's my experience backtesting for past 3 years in Sierra Chart. My experience is limited strictly to simple alerts only so keep that in mind. - Never use standard replay if your entries are tick based. if you have entries at bar open/close then this is probably okay just to eye ball and test your logic is working or now. Regardless, I have stopped using this mode . - "Accurate trading system back test mode" - this is far from accurate. I never use this mode at all. - "Calculate same as real time" - this is also flaky and dependent on speed. for simple study collections, it works well but if you go above 25+ studies, it becomes highly unpredictable. I stopped using this also - "Calculate at every tick" - I had to invest in a latest CPU model laptop last year out of sheer frustration and now this is the only mode I have chosen to use and still I never go above speed 30 taking me days to complete my backtest. 100% of my backtest results from old laptop had to be discarded after buying the new laptop. - Breakdown your backtesting range into 3 months interval. It drastically slows down if the historical data file goes above a gig in size Overall, my experience with backtesting has been highly unpredictable so never ever flip around these modes.... test one setting, validate it works 100% on a small sample and then stick to that setting in order to maintain consistency. Even after all these precautions, take backtesting with a grain of salt imo and expect live results to vary :- |