Support Board
Date/Time: Wed, 08 Jan 2025 18:03:21 +0000
[Programming Help] - Back Testing: spreadsheet trading study with various range bar charts info
View Count: 1038
| [2016-07-13 15:18:40] |
| User94740 - Posts: 333 |
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I am currently trying to backtest using multiple charts with different range bar settings. I had hoped I could use a spreadsheet study for each chart and reference the other spreadsheets, but according to sc, this is opposite the case since a spreadsheet can only reference other sheets within the spreadsheet. Therefore I tried to use either the smallest or the largest setting for a spreadsheet study whilst incorporating study/price overlays for the other charts in order to place all relevant information in one spreadsheet. This had also failed, because the chart with the spreadsheet had recognized the other chart's last and open information incorrectly and thus gave incorrect buy or sell signals. In closing, I hope I am doing something wrong or there is another possibility to achieve my study goal. thx as always
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| [2016-07-14 10:31:51] |
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We need to review the relevant documentation before this is responded to. This will be done later today. 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: 2016-07-14 10:32:01
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| [2016-07-15 06:20:28] |
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Refer to: https://www.sierrachart.com/index.php?page=doc/doc_StudyPriceOverlayStudy.php The Study/Price Overlay study is very flexible and capable of what it does. You should be able to accomplish what you need to with it. Carefully look over the available Study Inputs. Also, you can use the same Spreadsheet with multiple instances of the Spreadsheet study. Each chart will just use a different Sheet within the Spreadsheet. Refer to: Referencing Other Charts in Spreadsheet Study Formulas: Using Common Spreadsheet for Multiple Charts 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 |
| [2016-07-17 15:21:35] |
| User94740 - Posts: 333 |
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sc, for the sake of my sanity, after trying various study input settings I am appealing to your knowledge once again and anyone else who can help me regarding backtesting with multiple charts and study settings. I am using a spreadsheet system for trading study. I have three charts to backtest(long-term,mid-term,entry) and from each I have the output data allocated to an individual sheet. The long-term chart output sheet is used for the entries and exits while referencing the other output sheets respective of secondary and tertiary criteria. My challenge is to understand why my entries(stop-limit +/-1) fail, after meeting all criteria, to be filled close to the entry chart's last completed candlestick as well as why each entry candlestick is not entered though the input study is set to multiple entries and up to 100 contracts. The exit criteria fails as well. I have the following formula to buy or sell in the long-term output sheet based upon the logic that line 4 is indicative of a completed candlestick: Buy Entry: =and(e4>b4,ac4>ad4,sheet2!e4>sheet2!b4,sheet2!ac4>sheet2!ad4,sheet3!e4>sheet3!b4,sheet3!ac4>sheet3!ad4) Buy Entry Exit: =sheet3!ac4<ad4 Sell Entry: =and(e4<b4,ac4<ad4,sheet2!e4<sheet2!b4,sheet2!ac4<sheet2!ad4,sheet3!e4<sheet3!b4,sheet3!ac4<sheet3!ad4) Sell Entry Exit: =sheet3!ac4>ad4 I hope I have given enough info and please understand and excuse my ignorance of your expansive charting software. thank you. Screenshot attached of long-term chart's study input settings. Date Time Of Last Edit: 2016-07-17 15:23:46
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 Study input settings part1.PNG / V - Attached On 2016-07-17 15:17:09 UTC - Size: 23.53 KB - 260 views Study input settings part2.PNG / V - Attached On 2016-07-17 15:17:17 UTC - Size: 21.14 KB - 253 views |
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