Support Board
Date/Time: Tue, 07 Jan 2025 12:49:35 +0000
Post From: Depth market data for backtesting
| [2024-12-13 14:57:50] |
| John - SC Support - Posts: 37037 |
|
I created a second instance for sierra chart for back-testing. I am assuming all settings i.e. symbol settings for recording market depth etc. is carried forward.
If this is a Sub-Instance (started with File >> New Instance) then all the settings as they were in the main instance are copied to the sub-instance at that time. From that point forward, the sub-instance is completely separate from the Main Instance, so changes you make in one will not affect the other. There are options to force the Global Settings and Symbol Settings to sub-instances from the main instance when the sub-instance is started. Refer to the following the setting below it: General Settings Window: Use Symbol Settings in New Instances when Started (Global Settings >> General Settings >> General >> New Instances) If this is a completely separate installation, then there is no connectivity between the installations. You would have to copy files manually if you want to keep them the same. Will the market depth data be stored automatically or do i need to open the second instance everyday?
You will have to open the sub-instance every day to store the Market Depth data, just like the main instance. Again, these instances are completely separate in terms of the stored data. Also while back-testing will the quote board also show data as they day it was on the simulated day?
The Quote Board does not replay. So no, it will not show the data as it was on that day. It only shows the current information. For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |