Support Board
Date/Time: Wed, 15 Jan 2025 21:44:08 +0000
ACSIL accessing tick-data sc.Index during System Replay Backtest mode
View Count: 1433
| [2017-09-25 09:22:26] |
| User553714 - Posts: 184 |
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Hi, I am running a "Auto Trade System Replay Backtest" on a 1-minute bar chart; the sc.Index is numbered in relation to the 1minute bars. Is there anyway to access the actual tick/data-record that each back test calculation is performed on, like a sub-index of the 1-minute bar index? My guess is that these are being accessed using their sc.DateTime and a sub-index between the 1minute bars is not maintained as the number of ticks would be different for every bar? I am trying to understand exactly why a trade consistently triggers during a Bar-based test and Not during a Replay Backtest which is significantly more accurate; in order to be able to do this I need to access the data inside the 1minute bars, are there any provisions to do this as everything sc seems to be sc.Index based? Regards |
| [2017-09-25 17:13:38] |
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Refer to: http://www.sierrachart.com/index.php?page=doc/ACSIL_Members_Functions.html#scGetTimeAndSales That function describes a method to do this by using a separate chart with Number of Trades Per Bar set to 1. 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: 2017-09-25 17:13:53
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