Support Board
Date/Time: Thu, 28 Nov 2024 00:41:25 +0000
historical data, backtesting
View Count: 238
| [2023-06-16 18:08:55] |
| Boris Libman - Posts: 58 |
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I'm doing a manual backtesting project going back 2-3 years. Are there rollover implications when doing this - how should the underlying futures contract be configured with respect to rollover so that I can get the time frame I'm looking for? Also, my current settings load 20 days back. Will the software be able to handle 750 days of intraday data (I'm not sure if it's loading tick data or minute or how to toggle that). Lastly, if this project is done on a secondary computer, are there limitations with my license?
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| [2023-06-16 20:03:29] |
| John - SC Support - Posts: 36350 |
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How you handle the underlying futures data is your choice. The control for the increment at which Intraday data is stored is the following: Data/Trade Service Settings: Intraday Data Storage Time Unit (Global Settings >> Data/Trade Service Settings >> Common Settings >> Common Settings) As stated in the last paragraph of the above, changing this setting does not change the data you already have on your system. If you want to change that data, then you would have to redownload it. Your account is setup to allow you to run Sierra Chart on up to 3 computers at the same time. But, the exchanges work different from this, so if you need real-time data to two systems at the same time, then you would have to pay for a second exchange fee. Refer to the following: Denali Exchange Data Feed: Denali Exchange Data Feed on Two Computers Simultaneously For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
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