Support Board
Date/Time: Tue, 26 Nov 2024 11:58:48 +0000
Post From: Replay is skipping days?
| [2023-12-05 19:29:30] |
| User61168 - Posts: 403 |
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consistent replay will only be possible by using Calculate At Every Tick/Trade, hiding all studies, and running many instances in parallel (and off a RAM disk for truly squeezing every possible bit of performance out of your machine). Beyond that I don't think there's much else that can be done to accelerate anything further.
Another idea you could incorporate to speed up your repeat replays: Once you have a full run, go to trade activity tab, copy/paste the entire log into excel. then apply filters on your entry and exit study names to generate the list of days when your algo traded. Next step is the determine the days when no trades are executed. Once you have the non-trading days, the use the fantastic date-exclude feature in sierra charts via global symbol settings > go to symbol and look for custom date exclude field to cut and paste all your non-trading days. Then do a chart reload and recalculate for setting to go into effect. After this step, you will see all the days where you have your trade fills for quick analysis and for future replay re-runs by drastically cutting your replay time. I do this almost everyday with every re-run to analyze all the losing days. It brings huge benefit that no other trading platform I know of is capable of doing. Attaching Screenshot that shows how to generate the exclude string in excel via simple cut/paste. |
 exclude days.png / V - Attached On 2023-12-05 19:28:03 UTC - Size: 81.45 KB - 61 views |