Support Board
Date/Time: Mon, 25 Nov 2024 16:37:59 +0000
backtesting future trades
View Count: 1206
| [2014-02-20 02:09:28] |
| dominikos - Posts: 106 |
|
I'm backtesting future trading strategy using replay back test system. I have my charts configured using volume based rollover which works nicely on day-to-day basis. However, when I run my backtest, I can see only current symbol in trade activity log which makes me wonder if the backtesting uses current symbols to execute my strategy. Is there a problem with incorrect displayed on the charts and in the trade log or with actual backtest execution? |
| [2014-02-21 04:30:43] |
| |
|
When using the Continuous Futures Contract feature, although the expired futures contracts are loaded into the chart, the chart only has one symbol which is used for trading even though you are back testing across historical data. So the trades are occurring on expired contract prices, but being specified with the current symbol.
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 |
To post a message in this thread, you need to log in with your Sierra Chart account: