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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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