Support Board
Date/Time: Sat, 28 Dec 2024 23:30:23 +0000
Request Slower Backtest or Halt when Order Issues for Intrabar AutoTrade
View Count: 777
[2016-05-03 03:18:18] |
User791263 - Posts: 151 |
Your S.C. speed control for Accurate Bactesting is wonderful. I get a few very-brief conditions that trigger intrabar trades (my normal auto-trading) that need to be analyzed in-depth, but so brief that I never see a "1" even on .1 speed. I'm on 1-second records,but use Time & Sales records & statistics with sub-second chart update periods. This is on spreadsheets with small-period charts. Although most brief conditions can be found with .2 or .1 speed, some can not. It's time-consuming to go back several minutes and gradually reduce speed for the specific time, plus retries. It would be a huge help if an option could be set to simply Pause on order issue (preferably selectable by K,L,M,N column) (or go into a DEBUG-STEP mode). NOTE: Intrabar orders do not show as True-1 at end-of-bar & I don't usually lock state. The positions table does reflect order fills. I don't know how you simulate fills, but they seem simultaneous with order issue (when I can see a "1" appear). This would encourage also looking at smaller-loss-trades, which now I can't allow time for. Overall, this would reduce time spent on testing by 2/3. The less-preferable method would be add .01,.02 .05 speeds. This may seem like rediculously rare conditions, but we need to know all that is going on. |
[2016-05-03 05:21:52] |
Sierra Chart Engineering - Posts: 104368 |
The less-preferable method would be add .01,.02 .05 speeds. In the next release Sierra Chart will support a minimum replay speed of .01. Although you will have to manually type it in. 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 |
[2016-05-03 22:43:52] |
User791263 - Posts: 151 |
Great! I Understand: Type in for .01 speed, Next release. Thanks for the great support. |
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