Support Board
Date/Time: Sun, 12 Jan 2025 09:36:29 +0000
*Technical Issue* Backtesting my auto trading program NOT working
View Count: 1724
| [2016-04-28 09:05:25] |
| User972044 - Posts: 154 |
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Hi there, I am trying to backtest my auto trading program but no trades is showing up on the charts or in the Trade Service Logs or anywhere. I am trying to do Backtest by Replay and no trades are entered. I have set to SendOrdersToTradeService to false and Trade Simulation is On but it still does not work. I was disconnected from live price feed from my broker when I was backtesting btw. Please help. Thank you. P.S. I have read the documentation on how to Backtest so I would appreciate it if somebody can troubleshoot this problem instead of sending me the link to that documentation. Thank you. |
| [2016-04-28 10:02:23] |
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Refer to: https://www.sierrachart.com/index.php?page=doc/doc_AutoTradeManagment.php#TroubleshootingAutoTradingSystemBehavior That section links to the troubleshooting procedures for each method of automated trading whether it is using ACSIL or Spreadsheets. 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 |
| [2016-04-28 10:14:49] |
| User972044 - Posts: 154 |
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I am NOT asking for how to troubleshoot my auto trading system. I am asking you to find out WHY backtesting is NOT able to produce any results. I am NOT able to backtest any of the auto trading programs that are otherwise able to produce results in live trading, just NOT in backtest. I would appreciate it if someone can take a closer look at this problem. It's regarding to the Backtesting facility in Sierra Charts NOT anything else. If it's something to do with how I am supposed to use the Backtest facility in Sierra Charts, I would like to be advised as well. If not, I would appreciate if this problem can be troubleshooted. If you need time to examine this further, I can wait a bit longer as long as it's within a reasonable turnaround time. NO one line answers to refer to links please. Thank you. Date Time Of Last Edit: 2016-04-28 10:18:18
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| [2016-04-28 10:28:51] |
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I would appreciate it if someone can take a closer look at this problem.
This is not possible because you are the one that created the automated trading system. And we do not provide automated trading system debugging.Was this made using ACSIL or the Spreadsheet System for Trading study? 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 |
| [2016-04-28 10:58:35] |
| User972044 - Posts: 154 |
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I am NOT asking you to debug my program. I am telling you your backtesting facility is NOT working properly. I load the same program into live trading and I get trades entered and exited but when I backtest the SAME program nothing happens, no trades happen. So it's obviously a problem with the backtesting facility either by Bar-based testing or by Replay. Can you have someone else take a look at this issue please? This going back and forth is not productive for you or me. Thank you. Date Time Of Last Edit: 2016-04-28 10:58:55
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| [2016-04-28 13:30:23] |
| Sawtooth - Posts: 4149 |
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To backtest, 'Send Orders To Trade Service' must be set to No.
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| [2016-04-28 16:10:50] |
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Is the automated trading system made using ACSIL or the Spreadsheet System for Trading study?
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 |
| [2016-04-28 21:43:34] |
| User972044 - Posts: 154 |
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To backtest, 'Send Orders To Trade Service' must be set to No.
I have 'SendOrdersToTradeService" already set to false which is No. And Backtesting did NOT work. Do I have to set Trade Simulation to On or does that matter? Thanks Tom. Is the automated trading system made using ACSIL or the Spreadsheet System for Trading study?
It's using ACSIL. Just to reiterate, it works in live trading just NOT in backtesting. And I don't want to send a program to live trading fully yet without backtesting it over a longer range of time first. Date Time Of Last Edit: 2016-04-28 21:45:50
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| [2016-04-29 05:41:40] |
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You need to follow the troubleshooting procedure here for an ACSIL trading system: https://www.sierrachart.com/index.php?page=doc/doc_ACSILTrading.html#DebuggingTradingSystems Only you can do 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 |
| [2017-02-12 18:55:40] |
| ForgivingComputers.com - Posts: 982 |
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I have had issues where Replay stops trading. I have had sessions where I run 5 or more back tests, using Bar Based and Manual Replay, and the same charts/dates/parameters end up not taking any trades. Closing all chartbooks, without saving them, and restarting Sierra Chart has fixed this problem. Seems like a memory issue to me. |
| [2017-02-12 19:02:09] |
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Seems like a memory issue to me.
This is not an issue if there is no out of memory error displayed in the Message Log.You need to troubleshoot the problem you are experiencing. This is not something we can help with other than to refer you to the relevant documentation. Are you using a Spreadsheet Trading system or ACSIL trading system? A restart probably helped because that may have reset the Trade Position quantity for the simulation account being used back to 0. 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 |
| [2017-02-13 12:52:56] |
| ForgivingComputers.com - Posts: 982 |
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Using a Spreadsheet Trading System. Auto Trading is Enabled. I will try to reset the sim account manually next time I see it.
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| [2017-02-13 17:43:54] |
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In this particular case, refer to the information here about this: http://www.sierrachart.com/index.php?page=doc/SystemsAlerts.php#IgnoredSignals I have had issues where Replay stops trading. I have had sessions where I run 5 or more back tests, using Bar Based and Manual Replay, and the same charts/dates/parameters end up not taking any trades
Also check for obvious issues like the chart not replaying or advancing. Or the automated trading system not even giving an order signal to begin with.
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 |
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