Support Board
Date/Time: Fri, 29 Nov 2024 00:52:49 +0000
Post From: Replay / back test beyond the current futures contract period
| [2023-03-19 22:30:37] |
| User936721 - Posts: 10 |
|
I hope someone can assist me. I am looking at testing a strategy - back for at least 12 months. I am reviewing a short term replay period, ie from Jan 2023 to date, and the charts / data are 100% complete. I have also tested this strategy coded to a autotrader on live data - and then replayed the day afterwards, to see how accurate the replay of the sierra chart (SC) data is - and it's impressive. Now here is my issue. I want to go back further - say to Jan 2022. I have made sure the data server settings are set to 1 TICK accuracy for say 400 days (Global Settings | Data/Trade Service settings). I've also set the instrument (NASDAQ) in the Chart Settings | Data limiting to 400 days (intraday). My SC service level is Package 11 (incl live feed). The issue is that if I go earlier than mid Dec, there is some data on the chart, but is is not complete. I am also not able to go back as far as I want. My understanding and hope was that I could replay tests, going back many years, with tick by tick accuracy. Could any one help me, ideally pointing me to a suitable solution? I think I have everything set up correctly - but may be there are some additional steps to take? Many thanks in anticipation Thank you |