Support Board
Date/Time: Wed, 12 Feb 2025 16:05:11 +0000
Regarding Replay Chart Feature in Combination with Trading System Based on Alert Condition
View Count: 664
| [2020-10-26 18:13:47] |
| User845829 - Posts: 3 |
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Regarding setting up a "Trading System Based on Alert Conditions" study to automatically enter and exit trades. Works exactly how I want it to, code is solid. Ran it live and exported those results to a spreadsheet. Then I went through and tested all 4 of the replay modes ("Standard Replay", "Calculate Same as Real Time", "Accurate Trading System Back Test Mode", and "Calculate at Every Tick/Trade"). I logged all of these results in the same way. The issue I'm having is that none of the 4 replay modes gave a result that matched up with live. Both the number of trades and final P/L for the time period I'm testing were VERY different on all four replay modes ("Accurate Trading System Back Test Mode" and "Calculate at Every Tick/Trade" matched each other). Why is this the case and how can I get a result that matches the live result exactly?? Additionally, why does replay speed affect the results when replaying a time period while having the "Trading System Based on Alert Conditions" automatic trading set up? Does CPU speed affect these results at all? |
| [2020-10-27 09:47:21] |
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The only information we have on this is here: Auto Trade System Back Testing: Differences Between Back Testing and Real-Time Auto Trade System Evaluation And we do not have a solution to the difference. Not sure why speed would make any difference. What was the Back Test Mode being used? 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: 2020-10-27 09:47:30
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| [2020-10-28 16:14:12] |
| User845829 - Posts: 3 |
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As mentioned in my original post, I tried using all 4 Back Test Modes, but none produced results that came even close to the live testing. I would like to use the phone service to understand why there are multiple methods and what each one produces. I have read through all documentation pertaining to back testing and replay modes and they do not answer my questions. How do I go about scheduling and paying for this? I cannot find the option to do so within the Account Control Panel. Thank you!
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| [2020-11-02 23:07:34] |
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Really we just have to make sure the documentation explains these clearly. That is all we can do. We will review the documentation and make sure it is completely thorough and accurate.
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: 2020-11-02 23:07:57
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