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Date/Time: Mon, 25 Nov 2024 05:19:47 +0000



Post From: Backtesting questions

[2024-03-31 21:05:12]
PS - Posts: 40
Hello. I am a relatively new user of your platform (a few months) and am looking to start backtesting with your software. I have coding experience, and although not super familiar with C++, can pick it up easily. I'll be using ASCIL for writing strategies. I have a few questions regarding logistics.

I apologize in advance if these questions have been answered in the documentation already. I've searched through them but have been unsuccessful in finding answers.

1. Running in background -- I'd like to be able to run bar-based backtests while still viewing other, live-data charts intraday. Is this possible?
2. Instances -- I'd like to have 2 concurrent instances of Sierra running on my 2 machines. Do I need to purchase a 2nd license of Sierra to do this?
3. Delta -- I'd like to write custom indicators using delta, sort of like the ones OFL and other co's have created. How do I refer to these alternative data streams in ASCIL?
4. Multiple symbols -- I'd like to run bar-based backtests on multiple symbols in one test. I see that using multiple charts is possible. Is multiple symbols possible as well?
5. C++ packages -- I'd like to use Sierra to backtest some more "mathy" strategies, using things like OLS (ordinary least squares), etc. There are packages for these available online. Can Sierra strategies support the use of external C++ packages?

Thank you in advance for your help.