Support Board
Date/Time: Mon, 06 Jan 2025 15:03:42 +0000
Post From: SC will not backtest/replay continuous contracts, when starting before last rollover
[2016-05-30 20:09:29] |
Sierra Chart Engineering - Posts: 104368 |
My conclusion: Sierra will replay continuous charts, as long as the date selected to start from was previously loaded in Sierra as an independent non-continuous contract (9A above) or if the start date already belongs to the last contract in the series.
Actually, we can see how this is true. We had said that this was impossible, and that was based upon how replays worked previously but the new changes to use the file cache, does introduce this problem. The new design is rather complex causing this unintended consequence.Basically the problem is that there is no cache file for a historical contract in a continuous futures contract chart since there is no need for that, So the replay does not function properly and essentially gets skipped because it is detected that there is an error condition (missing cache file object). Sierra Chart Support - Engineering Level Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy: https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation For the most reliable, advanced, and zero cost futures order routing, *change* to the Teton service: Sierra Chart Teton Futures Order Routing Date Time Of Last Edit: 2016-05-30 20:11:07
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