Support Board
Date/Time: Fri, 27 Dec 2024 16:45:31 +0000
"Chart Update Interval" and live Trading
View Count: 1074
| [2016-04-19 20:41:19] |
| User760942 - Posts: 120 |
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Hi SC, Lets assume that while live trading my "Chart Update Interval" is set to 50 MS and my strategy is set to exit a position if the Ask Volume drops below 100. And lets assume that at the open of the 50 MS period the Ask Volume is 105, then drops to 95 for 30 MS, then rises back to close to 50 MS period at 105. Would my strategy still exit the position? |
| [2016-04-19 20:48:07] |
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Yes of course this will work.
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 |
| [2016-04-19 21:51:00] |
| User760942 - Posts: 120 |
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Same answer regarding backtesting on the "Replay Based Back Test on tick by tick data" setting?
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| [2016-04-20 05:22:55] |
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The answer is also yes. However, we will be adding a tick by tick evaluation mode for back testing which should give you exactly what you are looking for. We should have that out sometime in the next month. 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: 2016-04-20 05:24:02
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| [2016-04-20 06:07:27] |
| User760942 - Posts: 120 |
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Great. What will be the difference between the "tick by tick evaluation mode" you mentioned and your current "Replay Back Test"/"Replay Based Back Test on tick by tick data" mode? |
| [2016-04-20 17:40:46] |
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The current modes are documented here: https://www.sierrachart.com/index.php?page=doc/doc_ReplayChart.html#ReplayMode 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: 2016-04-20 17:41:05
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| [2016-04-20 18:32:03] |
| User760942 - Posts: 120 |
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Thanks, but in post #4 you said we will be adding a tick by tick evaluation mode for back testing
This sounds like a new backtesting mode you will be adding, and its not yet explained in the link you sent. I was asking in post 5# what this new backtesting mode is exactly and how it will differ from the backtesting modes mentioned in the link you sent. |
| [2016-04-20 19:13:47] |
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The difference is that the new method will evaluate the studies on the chart at every trade, or Bid/Ask update if that data is being recorded as well. This is very time-consuming though.
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: 2016-04-20 19:14:27
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