Support Board
Date/Time: Fri, 22 Nov 2024 03:13:08 +0000
Post From: Backtest positions does not correlate with trade result and sc.GetTradePosition
[2024-09-06 11:53:10] |
PS - Posts: 40 |
Hello, I tried adjusting the "Order Fills Number of Days to Load" setting to 0, and this did not resolve the issues. And, in regards to the arrows not matching the orders because of potential order ignoring, I checked the Trade Service Log and it was empty. So no trades were being ignored. Plus, according to the backtest, orders are occurring in spots where an arrow was never even there, which is outside the scope of an order being ignored. I've attached a picture of the results from another Replay Backtest using Sierra's MA Crossover strategy on a 15m TSLA chart. Similar inaccuracies remain. Please do let me know what you discover in your testing -- I look forward to resolving this issue and getting back to some development using Sierra's incredible software! Thanks, PS |
TSLA Sierra MA Backtest.jpg / V - Attached On 2024-09-06 11:49:06 UTC - Size: 580.65 KB - 42 views |