Support Board
Date/Time: Mon, 23 Dec 2024 06:26:16 +0000
Post From: User Questions
[2014-12-08 18:26:00] |
Sierra Chart - Max - Posts: 5756 |
Here is a brief description of the problem I am experiencing. I'd really appreciate it if you can help find a solution for it. I am using a spreadsheet system for trading on a chart with flex renko bars. The problem is when I backtest the system it works correctly. But when I manually replay it I get different, incorrect results and when I run it live in simulation mode I get even different incorrect results. As far as I can tell, the problems occur because at various times bars (represented by rows in the spreadsheet) are ignored. In the most basic sense, I compare the values in 1 row to the values in the previous row, ie a cell value from row 4 to a cell value in row 5 and perform some action depending on the results of that comparison. When I run backtest everything works fine. But running with live data, certain rows are skipped and do not go through my comparison and spreadsheet logic. This seems to happen when bars or rows are being created quickly, within seconds of each other or even within the same second. When I look at the chart and compare it to the rows of the spreadsheet all the data is there for each bar on the chart but the entire calculation cycle for some bars (rows) is skipped. As an example, a back test of today's data generated 4 trades but when I ran it live it generated 1 trade and that trade did not happen when it was supposed to. Let me know if you need any other info, Sierra Chart Support |