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Direct MessagesDate/Time: Mon, 16 Sep 2024 19:05:33 +0000
Backtesting Slippage
View Count: 1722
| [2014-07-09 17:43:03] |
| ZH Support - Posts: 19 |
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Support, When backtesting a strategy on the charts is there a way to set the backtesting up for allowable slippage? To try and make the backtesting as realistic as possible. Jake |
| [2014-07-10 05:32:00] |
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The back testing is very realistic for two reasons. The bid and ask prices are used to fill orders. This is explained in detail here: https://www.sierrachart.com/index.php?page=doc/doc_TradeSimulation.php#HowOrdersAreFilled If you are running a current version of Sierra Chart, then as of June 23, 2014 actual bid and ask prices are stored historically and are used to fill orders during back testing. To take advantage of this accurate back testing, refer to the documentation here: https://www.sierrachart.com/index.php?page=doc/doc_Backtesting.php#UsingActualBidAskPrices 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 |
| [2014-07-10 17:28:18] |
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For an understanding about how a stop order is filled during simulation and at what price in Sierra Chart, refer to: https://www.sierrachart.com/index.php?page=doc/doc_TradeSimulation.php#HowOrdersAreFilled There is not a simple yes or no answer. There is no consideration of time. 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: 2014-07-10 17:29:07
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