Support Board
Date/Time: Mon, 25 Nov 2024 20:26:23 +0000
Auto trade system bar backtest
View Count: 898
| [2024-01-24 19:01:54] |
| Hopeman - Posts: 166 |
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Hello, I am trying to optimize my strategy by doing bakctest for my strategy, I am using 4 graphs, however, when I choose any of the first 3 options in the trade window, Auto trade system, backtest, etc., only the main graph moves and does not record any operations. Could you tell me if You can do this test by moving all the graphs at the same time.
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| [2024-01-24 19:09:42] |
| John - SC Support - Posts: 36278 |
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Refer to the following: Auto Trade System Back Testing: Performing Back Testing on a Trading System That Uses Multiple Charts For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2024-01-27 14:09:02] |
| Hopeman - Posts: 166 |
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Hello! Thank you for your attention, finally configure an automatic system with a single sheet and shortening the formulas to gain efficiency and time now another problem has arisen, there will only be trades in one direction and it seems random every time I open a test the system only opens short or long but never both at the same time one condition is that I only open shorts below the average and only longs above the average so it is impossible for there to be cross orders, I don't know what is happening so that every time I do a test only opens trades in one direction, thanks
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| [2024-01-29 15:58:45] |
| John - SC Support - Posts: 36278 |
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You can not have both Long and Short positions at the same time. Therefore, if you are using one of our built-in studies and the Input for "Support Reversals" is set to "No", then you will need to have an open position closed before the an opposing direction position can be opened. Refer to the following: Automated Trading Management: SupportReversals For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2024-01-29 16:05:43] |
| Hopeman - Posts: 166 |
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I think I explained myself wrong, sorry! In no case do I want to make a reversion I have a system that opens longs above the average and shorts below the average. It is technically impossible for when there is a long to open a short at the same time. That said, when I do Auto trade system bar backtest it only opens trades in one direction, that is, the system should open shorts below the average and longs above the average and this does not happen. I have reviewed the documentation and searched the forum. but I can't find anything thanks |
| [2024-01-29 18:47:31] |
| John - SC Support - Posts: 36278 |
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Is your system closing the orders as well, so that if a Long position is opened, it is properly closed so a Short position can then be taken?
For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2024-01-29 18:51:39] |
| Hopeman - Posts: 166 |
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Correct opens and closes the position
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| [2024-01-29 19:47:33] |
| John - SC Support - Posts: 36278 |
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What tool/study are you using for your automated trading (such as the "Trading System Based on Alert Condition", or the "Spreadsheet System for Trading", etc.)?
For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2024-01-30 06:03:07] |
| Hopeman - Posts: 166 |
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I use the spreadsheet system for trading, I only use one and a graph with only 6 rows and about 6 studios
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| [2024-01-30 16:23:52] |
| John - SC Support - Posts: 36278 |
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Can you please get us the Chartbook and your Spreadsheet file so we can take a look. Follow the instructions at the following link for how to attach a file: https://www.sierrachart.com/index.php?page=PostingInformation.php#AttachFile For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2024-01-30 16:33:46] |
| Hopeman - Posts: 166 |
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OK! Here you have
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 Auto_2024_INCHART.Cht - Attached On 2024-01-30 16:32:57 UTC - Size: 9.38 KB - 150 views Private File |
| [2024-01-30 17:53:04] |
| John - SC Support - Posts: 36278 |
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The spreadsheet that was referenced in chart you sent was not the spreadsheet you sent. We changed to the spreadsheet you sent, so hopefully this is the same. The only thing we can really say is that your Sell Entry condition is very complex, and it makes us wonder if it is ever true. We changed the number of rows to 1000, and we are not seeing any situation in which either your Buy Entry or Sell Entry is true. But, we are not going to dig deep into the analysis of it, so your setup may be true intrabar, but it is not true at the closing for any bar, which seems odd to us. If you can reproduce a situation where your Buy Entry is true and give us the specific date/time so we can reproduce, then we can look into this further. For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2024-01-30 18:21:53] |
| Hopeman - Posts: 166 |
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The system in a reproduction of the normal chart replay with speeds of any of the speeds gives entries in shorts, in any scenario that is true you can verify it perfectly on the date day 1, month 11 year 2024, there are also shorts and longs, In a normal chart replay it gives both long and short entries Date Time Of Last Edit: 2024-01-30 18:33:42
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 System.png / V - Attached On 2024-01-30 18:33:39 UTC - Size: 99.28 KB - 70 views |
| [2024-01-30 18:51:16] |
| John - SC Support - Posts: 36278 |
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Which backtesting option are you using?
For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2024-01-30 18:55:53] |
| Hopeman - Posts: 166 |
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Chart Replay whit accurate Trading System Back Test Mode
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| [2024-01-30 22:20:16] |
| John - SC Support - Posts: 36278 |
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If you are getting what you expect with a standard Replay (or with "Calculate at Every Tick/Trade"), but are not seeing what you expect with the "Trading System Back Test Mode", then we recommend you do not use this method. There is something about the way you have your setup such that the shortcuts that are being used by this back-testing option does not work. Refer to the information here: Replaying Charts: Replay Mode For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2024-01-31 17:27:41] |
| Hopeman - Posts: 166 |
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I have already read this before coming to you, my question is, do you not have any solution for the problem that I am explaining to you? Actually, if you open operations in one direction, it makes no sense for you not to open them in another direction if the formulas are the same, so there should be no problem with that. |
| [2024-01-31 18:28:56] |
| John - SC Support - Posts: 36278 |
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There are tradeoffs with the various backtest options. We do not have a solution for you, as your setup is very complex, and what you are seeing is going to be a result of your setup in combination with the tradeoffs for the backtesting. Therefore, the only solution is to use a backtest option that does work for you.
For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2024-01-31 18:38:53] |
| Hopeman - Posts: 166 |
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What do you mean by compensations?
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| [2024-01-31 18:38:54] |
| Hopeman - Posts: 166 |
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Excuse me but I am not a native English speaker and there are things that I do not understand what you mean by compensation? Date Time Of Last Edit: 2024-01-31 18:42:15
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| [2024-01-31 22:44:22] |
| John - SC Support - Posts: 36278 |
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We did not use the word "Compensation". The backtesting is not perfect. It is a way to quickly evaluate how your algorithm will perform. In order to run quickly, some tradeoffs are made. If it does not work for you, then you would need to use one of the more robust options, such as the "Calculate at Every Tick/Trade". For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2024-02-02 19:35:23] |
| Hopeman - Posts: 166 |
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Okay! Thank you very much, I appreciate your dedication and patience, one last question, do you think that if I do a customized study to be able to optimize my strategy as quickly as possible, will I be able to use this backtest option? Thank you
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| [2024-02-02 22:28:58] |
| John - SC Support - Posts: 36278 |
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We can not answer that. It depends on your algorithm and how the back-testing works.
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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