Support Board
Date/Time: Tue, 26 Nov 2024 11:19:48 +0000
Post From: Replay is skipping days?
| [2023-12-04 23:11:24] |
| User61168 - Posts: 403 |
|
but not always at the same place at the same time - this is exactly what I meant. It used to drive me insane. Now, it is all business as usual to me lolI will respond to 2,3,4 just to avoid any misunderstanding. #2 and #3 - Please read a recent update made my SC Engineering to their documentation regarding use of start date/time checkbox. You can use the "home" hotkey to take you to the beginning of chart and include whatever historical days your algo needs.. then place the chart so that last bar displayed is where you want to start your replay (match this with your session start time) and then uncheck the "use Start date/time" checkbox before clicking start. It takes a few seconds to do this. #4 - you misunderstood what I am saying. Do what I suggested only on the onset of start of replay (for first few minutes) to understand the relationship between your computer's CPU/GPU clock speed etc on how fast you can run a replay with chart moving rapidly. Depending on chart update interval setting, this is a variant and unknown until you do this once for the strategy to come to a realistic replay speed. just one time per strategy and not for every replay re-runs. As for relying on results... that is something I would definitely never, ever do. I don't care how great the backtests are, all that does is show me there might be something to the idea I'm exploring. Nothing ever really counts until it's forward, in live markets. I dont even bother with forward testing unless I have run atleast once in calculate on every tick accuracy mode. Good luck fighting your daemons with replay issues. The worst one is a random trigger of dozens of contracts per trade in the middle of a replay lmao. #10 - I have one more. Date-exclude all partial trading sessions throughout the year. I do this once in december for cover the next year. I also exclude public holidays and usually a day before the holiday if it falls on a monday or friday. To address your dilemma on how to find missing days in TAL, here's what I do in Excel. Step1: Cell A2 enter "Period" Cell A3 enter 1/3/2023 (first trading day of the year) Cell A4 = =IF(OR(WEEKDAY(A3)=1,WEEKDAY(A3)=2,WEEKDAY(A3)=3,WEEKDAY(A3)=4,WEEKDAY(A3)=5),A3+1,IF(WEEKDAY(A3)=6,A3+3,IF(WEEKDAY(A3)=7,A3+2,0))) Drag this formula to next 260+ rows to give you all the weekdays Step2: delete rows when CME holidays. This will give you your actual trading days throughout the year (Step1 and 2 is required only once to save it in excel for repeat use) Step3: After each replay run, copy all from Period tab and paste it in Column B to quickly determine if there are any missing days :-) Protip: All this should be part of your overall equity curve analysis. Attaching a screenshot since I am in the mood to share today. Date Time Of Last Edit: 2023-12-04 23:19:06
|
 equity curve.png / V - Attached On 2023-12-04 23:11:17 UTC - Size: 162.97 KB - 62 views |