Support Board
Date/Time: Thu, 16 Jan 2025 05:57:49 +0000
Back test crashing
View Count: 1529
| [2017-10-09 14:05:25] |
| GiantAvocado - Posts: 67 |
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Spreadsheet Automated Trading; Autotrade System Bar Based Back Test; Since Friday I have run this back test twice; it is spreadsheet data for 365 days (70,000 lines). Probably takes 24 hours to complete but at 56% (12 hours) & 76% (17 hours) complete, I get the windows message "Sierra Chart Has Stopped Working". I don't have the log as I thought it already saved to file (changed that to yes); is there anything I might look at or do I have to run it again with log on? Additionally when this happens, all the programming in the spreadsheet is wiped out, I have to dig up the backup version in the "Backups" folder of a couple of events earlier, even the backup of the last run spreadsheet has no programming; In the chart book, I have two charts & two spreadsheets, one sheet is not used yet; I have enough rows in the spreadsheet as the data stops at 63519; This backtest works with 30, 60, 9o day runs. All the formatting of the windows in the chart book is lost; I manually save the chart book before the backtest but it hasn't preserved the state in the Backups folder version; *Trade activity log has only sim trades from Friday 10/6; *Trade service log has the following; >Trade Activity Log: File read result: 565 records inserted. 168 fill records inserted. 14 records filtered. | 2017-10-09 08:59:41 >Trade Activity Log: File date-time limits: Sim records date-time limit is 2017-09-24 00:00:00. Non-sim records date-time limit is 2017-07-01 00:00:00. Non-sim fill record date-time limit >is 2016-10-09 00:00:00. | 2017-10-09 08:59:41 File date-time limits have something to do here? The last date in spreadsheet to trade is 10/10/2016; Thanks for any advice; |
| [2017-10-09 16:12:55] |
| GiantAvocado - Posts: 67 |
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I had another backtest with a similar system running on another computer this weekend. It competed a 180 session backtest successfully but in the trade activity window> trades> is only showing activity back to 8/29/17; I set the date range back to April 13th where the chartbook starts in the log and there are 365 days enabled in >Global Settings> General Trade Settings> Number of Days to Save in Trade Activity Log> Simulated and Non Simulated. What other setting may I be missing to cause only about 6 weeks of backtest for a 180 day chart? Thanks.
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| [2017-10-09 18:01:37] |
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is there anything I might look at or do I have to run it again with log on? You would have to run it again, but we want to try to reproduce the problem using your files.Additionally when this happens, all the programming in the spreadsheet is wiped out, I have to dig up the backup version in the "Backups" folder of a couple of events earlier, even the backup of the last run spreadsheet has no programming; All the formatting of the windows in the chart book is lost; Trying to think why this would be the case. Do you have Global Settings >> General Settings >>Auto Save Chartbooks Time in Minutes enabled? In the chart book, I have two charts & two spreadsheets, one sheet is not used yet;
Attach these files here so we can test and give us the steps to reproduce. Here are instructions: https://www.sierrachart.com/index.php?page=PostingInformation.php#AttachFile I manually save the chart book before the backtest but it hasn't preserved the state in the Backups folder version; When you save the Chartbook, the prior state of it is first backed up.File date-time limits have something to do here? The last date in spreadsheet to trade is 10/10/2016; What other setting may I be missing to cause only about 6 weeks of backtest for a 180 day chart? Thanks. As long as you have not restarted Sierra Chart, the only possible reasons for this, is that either the controls at the top of the Trade Activity Log are not correct, or no trades were taken earlier. Refer to:Trade Activity Log: Viewing Historical Trade Activity 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: 2017-10-09 18:03:26
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| [2017-10-09 18:48:36] |
| GiantAvocado - Posts: 67 |
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Reply to questions: Trying to think why this would be the case. Do you have Global Settings >> General Settings >>Auto Save Chartbooks Time in Minutes enabled? YES,, 30 minutes. Make sure you have enabled Global Settings >> General Trade Settings >> Save Replay/BackTest Trade Activity. YES. I want to try to run it again with log on and recheck all my data & settings; if it fails I will send you the Chart Book & Spreadsheet; I'll be getting back to you either way->Thanks. |
| [2017-10-09 19:27:36] |
| GiantAvocado - Posts: 67 |
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One thing I have noticed and want to clear up is the ZigZag study (SG1 ZigZag price) it is showing up in both my systems spreadsheets as not in exact tick increments (ESZ7/.25) (some rows) i.e 2540.13, 2539.83 etc. I went back to some other studies .scss sheets and see SG1 as in increments of .25 (ESZ7). Is this something new or do I have a problem. My systems use the ZZ study and make calculations off SG3 & SG4, these do come off in .25 increments). Just checking here, thanks.
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| [2017-10-09 21:56:08] |
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It is imperative, that we get this problem resolved. We would like to get the Chartbook and spreadsheet files from you as soon as possible. There is something wrong that we need to fix. Another user pointed this out as well before, but we could not reproduce it so hopefully we can this time. The zigzag study line is not necessarily going to be in tick increments at each bar. That is not always going to be the case. 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: 2017-10-09 21:58:37
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| [2017-10-09 22:19:47] |
| GiantAvocado - Posts: 67 |
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I found that one of the Study/Price overlays reference chart did not have the same amount of days in the chart settings as the parent chart. The system uses references from that chart. There were many 0s involved in calculations; I fixed this issue and I am now running backtests on both systems. If we crash again I will send you the charts; either way I will contact you. Thanks.
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| [2017-10-09 22:57:49] |
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What you are experiencing is an exception for some unknown reason and we need to understand why. There were many 0s involved in calculations;
This still should not cause any problem with the stability of Sierra Chart.
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 |
| [2017-10-10 08:18:16] |
| GiantAvocado - Posts: 67 |
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Files attached that are associated with the chart book in question; I ran a 180 day backtest with no problems. It was a 365 day run that crashed. The only thing I have done is what is mentioned above, synced up the days in the chart settings and made sure the .scss was attached to main window.
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Private File Private File Private File |
| [2017-10-12 03:53:34] |
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We will be testing 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 |
| [2017-10-12 05:01:48] |
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We cannot say for sure, but we did notice an issue where memory allocations are not being checked for success when saving a spreadsheet file and this could potentially be where the problem is if there is an error with those. So we will fix that. 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 |
| [2017-10-12 17:15:53] |
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Also, for the record if the problem relates to this custom study we would not be able to solve that: Error loading Custom Studies DLL: \Data\TickDeltaPerBar.dll. Windows error code 126: The specified module could not be found. | 2017-10-12 13:25:15 * 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: 2017-10-12 17:36:45
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| [2017-10-17 15:42:50] |
| GiantAvocado - Posts: 67 |
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If you are not done testing I can send you the DLL. Nothing fancy it's the CumDeltaTickVol study that resets each bar.
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| [2017-10-17 16:46:41] |
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We are done testing. we think in the current version the problem is resolved. We are working on implementing some additional changes and improvements. These changes are also going to improve performance.
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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