Support Board
Date/Time: Fri, 03 Jan 2025 00:26:51 +0000
Post From: Backtest getting stuck and not testing all my data
| [2024-10-31 10:44:06] |
| User813832 - Posts: 11 |
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Hi, I am fairly new to Sierra Charts. I created a new 'spreadsheet system for trading' - it only has one sell condition and I am using the 'Simple Bracket' TPSL that is set up via the trade window. However when I run a backtest, as you can see in the screenshots, it only tests a few dozens days before getting stuck in a position and not testing the rest of the data. Please see attached screen. I have a year of data in the chart but as you can see about 2 weeks in it gets stuck in a position that doesn't close and then it gets stuck there and doesn't take anymore trades for the rest of the 200+ days. For clarity, I have 01/10/23-01/10/24 data loaded in and it gets stuck 03/11/23. I changed some settings (such as turning reset conditions on new bar and reducing max number of positions) and as you can see in the second screenshot, it got further, but it did not fix the issue. What is going wrong here? From the two images, I can see that both trades got stuck when the backtest was in a trade when the market gapped up/down due to the fact I have the day session set up. Could that be the problem? EDIT: It was something to do with the gaps, I fixed the problem by including a sell exit condition (buy to cover) that if the bar number = 81 (the 5min ES session is 81 bars) then exit. This has fixed the issue. However it feels like a "fix" not really a solution. Is there a better way to solve this out there? Thank you for your help Date Time Of Last Edit: 2024-10-31 12:22:14
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 SCstucktest.png / V - Attached On 2024-10-31 10:41:06 UTC - Size: 128.69 KB - 46 views SCstuck2re.png / V - Attached On 2024-10-31 11:05:37 UTC - Size: 149.25 KB - 38 views |