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Date/Time: Mon, 16 Sep 2024 19:10:44 +0000



Post From: Market Replay vs. Live Simulation issue

[2024-07-12 17:28:41]
User414533 - Posts: 106
This has us confused again. When the price hit the blue line, what should your algorithm have done?

That particular algorithm should have noted the break above the blue line (Step 1), then taken a short when the next criteria is satisfied, which it was. We'll call that Step #2. Since the short wasn't taken at Step #2, it became Step #1. Then a long was taken at what would be Step #3. Everything got out of order on this particular algo because the break above the blue line was never recognized.

And again, the algo works perfectly, every time, on a market replay over the same area of concern. And since these trades are occurring over higher timeframes, there really shouldn't be that much difference between market replay and live trading results, which my records show there hasn't been.

I'm just hoping to glean some tips or tweaks, I may have missed on getting these little guys running as efficiently as possible.

Maybe some tips on ideal server/CPU configurations for running Sierra in the way that I am would be helpful as well.