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Date/Time: Thu, 31 Oct 2024 10:12:59 +0000



Accurate Replay Duration

View Count: 1304

[2016-01-25 22:01:26]
sigmadict - Posts: 95
Hello,

I am using Spreadsheet Study for Trading and Backtesting with Accurate Replay Mode at Speed 5X, with a Flex-Renko Chart around 10-5-5 parameters.
It takes me more than 10 hours to Backtest 90 days (3-5 hours per 30 days).
I am using multiple conditions for Buy/Sell entries/exits for my Automated Trading, and 10-12 Studies on the chart.
I tryed to erase and diminish the number of Studies, but at this point I need them all.

I was wondering how to accelerate the Replay, keeping the High Accuracy Results.
My computer is a "i5 3.10 Mghz, with 16 GO Memory".

1-Is it normal to take so much time to Replay ?

2-Will it be faster to create Studies Based On Alerts from the Chart, and push the data to the Spreadsheet, then using simple Cells manipulations to generate Buy/Sell signals, ;
instead of creating all the conditions inside the Spreadsheet and using complex Cells manipulations to generate the signals ?

3-Any other suggestions to make it faster with Accurate Results (I went threw the documentation) ?

Thanks
Regards
[2016-01-25 22:04:27]
sigmadict - Posts: 95
Also, I don't have any (0) message from the Trade Service Log, I use Entries and Exits with $J$8, so that is also fine, no Error messages.

Regards
[2016-01-25 23:12:12]
Sierra Chart Engineering - Posts: 104368
Update to the latest "Prerelease" of Sierra Chart:
https://www.sierrachart.com/index.php?page=doc/download.php#FastUpdate

The back testing should be faster.

Also, we see no reason to run the replay at a slower speed. You can run it at a higher speed like 10000.

2. You can try but not sure about this.
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
[2016-01-25 23:21:10]
sigmadict - Posts: 95
Hello,
Thanks for the quick response.

If I update to the lastest version, will I need to Update my Spreadsheets manually, or it will update like a Charm and be able to use my Old Formulas from the last Sheets I used.
I am on version 1336.

Regards
[2016-01-25 23:22:06]
sigmadict - Posts: 95
Sorry, I wanted to say : If I update to the "Prerelease" version ***.

Regards
[2016-01-25 23:22:42]
Sierra Chart Engineering - Posts: 104368
There are no changes which will be needed to Spreadsheet formulas after updating Sierra Chart. Such a condition would be extremely rare.
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
[2016-01-26 00:24:38]
sigmadict - Posts: 95
When it says "New Spreadsheets" with the Prerelease version, Do I need to delete the old Study : Spreadsheet for Trading, inside the Chart, and reload the study for it to take effect ?

Or the Study that was previously there before I updated the Platform was also Updated, along with the Spreadsheets ?

Thanks,
Regards
[2016-01-26 00:41:35]
Sierra Chart Engineering - Posts: 104368
You just need to update Sierra Chart. There is nothing special to do whatsoever with the Spreadsheet.
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
[2016-01-26 01:29:45]
sigmadict - Posts: 95
I want to say that the new "Prerelease" version is MUCH faster, I almost can't beleive it.

Thank you guys, awesome work !!

Regards
[2016-01-26 01:31:24]
sigmadict - Posts: 95
I hope the accuracy is as good as it was on Accurate Replay Automation.

Regards
[2016-01-26 01:57:17]
Sierra Chart Engineering - Posts: 104368
When using Accurate Trading System Back Test Mode during a chart replay, the accuracy will be the same no matter what the speed.
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: 2016-01-26 01:57:25
[2016-01-26 03:41:04]
sigmadict - Posts: 95
I want to say that even at Speed 5X, the "Prerelease" version is MUCH faster than version 1336 at Speed 5X.
Running Speed 5000 now,

Thanks Alot !

Regards
[2016-01-26 09:15:23]
sigmadict - Posts: 95
What would be the Maximum Speed for the Average decent, recent computers to run the Accurate Replay Backtest ?
I know it depends on the computer strenght, but I just want to have an idea. I know you said Speed 10 000 X can be run, what about 100 000 X, and 1 000 000 X for a decent computer ?

Thanks,
Regards
[2016-01-26 09:28:03]
Sierra Chart Engineering - Posts: 104368
Not sure you can use a setting greater than 100000 if even that. But at some point the maximum limit will be reached based upon the speed of the system.

What the upper limit is, we have no idea. This is impossible to say. You just have to do your own experiments.
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
[2016-01-26 09:32:47]
sigmadict - Posts: 95
Is there any way to know that my "Machine" or the Sierra Chart platform reached the maximum Speed ?
Any reference I can use ?

Regards
[2016-01-26 23:06:35]
Sierra Chart Engineering - Posts: 104368
Not a simple way. You just have to just increase the replay speed until it appears as though there is no longer an actual speed increase.
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
[2016-01-27 04:28:38]
sigmadict - Posts: 95
Not an easy thing to do at some point, well if you have ideas for finding the sweet spot for every machine, it would be a great Add-on to the Documentation.
I don't know if it really is possible, just saying to inspire you.

Regards

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