Support Board
Date/Time: Wed, 27 Nov 2024 09:48:48 +0000
Post From: Fills not matching old instance after moving algo to new instance of Sierra Chart.
| [2023-09-01 03:54:14] |
| User414533 - Posts: 106 |
|
Okay... looks like I'm not out of the woods yet! But I have figured SOME stuff out. The Estimated Position in Queue Tracking helped. But when I went back to the Continuous Futures Contract - Date Rule Rollover Back Adjusted. The fills and times got screwy again. So to be clear, both instances (old and new) matched perfectly backtesting one quarterly futures contract. Well... almost perfect. There was ONE trade that had an exit price .25 higher than the newer instance. And I ran the entire backtest twice and the exact same exit price printed. One instance 4010.50, the other 4010.75. Every other transaction matched perfectly. Any idea how there's one mistake like that with both platforms downloading from the same data library? Back to the Continuous Contract issue... I noticed that on my old instance, under "Data Limiting", the date range in file FROM shows 9-9-2022. In the new instance it shows from 12-30-2022. I tried to change the dates so they match, but they just revert when I hit OK. I tried using the date range limiting method and set the dates the same, but got the exact same mismatching pricing and fills during backtest. Since one date range file is different from the other platform, is that what's causing the prices to not match? Because they are back adjusted from different starting dates? If so, how can I get the file dates to read the same? Right now I'm using "Number of Days to Load" as my limiting method. And like I mentioned above, it's allowing me to backtest ONE quarterly contract, with two instances, with almost perfectly matching results. But I need to be able to backtest more than 3 months at a time, and I'd like the backtest output to match between the two platforms. |