Support Board
Date/Time: Sun, 24 Nov 2024 09:20:24 +0000
Chart Reply - Processing steps in seconds
View Count: 513
| [2024-05-24 12:55:48] |
| backinblack - Posts: 35 |
|
Hi, I am back-testing an intra-day strategy and noticed during replays that when I enter different values in seconds for the "Enter Processing Steps in seconds" I get very different results. The strategy is coded and running on a 3 renko chart eco-system(if it is relevant) Config-1 - Replay Mode - "Calculate Same as real time" - Processing Steps in seconds - 1 seconds - Result -170 points on NQ for a random day Config-2 - Replay Mode - "Calculate Same as real time" - Processing Steps in seconds - 60 seconds - Result -2 points on NQ for the same day above Questions - Is that expected? I had a look at the documentation and couldnt figure out how to come upon a value for processing steps. - I ran the strategies with "Accurate Trading System testing back test mode" with 60 seconds processing step and that gave me results inline with Config-1 above. Is "Accurate Trading System testing back test mode" the recommended way to backtest to achieve a real time execution instead of "Calculate Same as real time" mode? If so, what are guidelines for entering a processing step please? I hope I didnt make a mess of explaining that. Thank you in advance! Date Time Of Last Edit: 2024-05-24 12:58:06
|
| [2024-05-28 17:12:49] |
| Sierra_Chart Engineering - Posts: 17154 |
|
Yes different results can be expected and it would be more precise by using a smaller increment like 1 Second versus 60 seconds. As far as what is best regarding the various settings, we really do not want to advise on that. You just need to come to your own conclusions. 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, use the Teton service: Sierra Chart Teton Futures Order Routing Date Time Of Last Edit: 2024-05-28 17:13:15
|
| [2024-06-01 15:29:23] |
| gtaranti - Posts: 67 |
|
Hi, Is there a way to programmaticaly set the "Processing Steps in seconds" ?? Because I need to set it for my backtests automation and cannot find anything in the documentation in sc.StartChartReplayNew() section sc.StartChartReplayNew() How can I set the value of seconds in code? |
| [2024-06-01 20:42:28] |
| User61168 - Posts: 403 |
|
coded and running on a 3 renko chart eco-system
my 2 cents running replays for 5+ years and extensive strategy development with renko charts. - multi-chart replays (via all charts in chartbook or via linked charts) will never by 100% accurate. Don't waste your time with backtesting! For this reason, I never use chart overlays. - Any option other than "Calculate at every tick" on single chart is a complete waste of time and effort. Do not use speed higher than 240 - To improve accuracy, always use intraday storage time unit of 1 tick. - Reduce replay speed to improve accuracy if your strategy involves high speed scalping or rapid stop/reverse or scale in/scale out. - I will stop here and won't throw dirt on renko :-) Date Time Of Last Edit: 2024-06-01 20:46:01
|
| [2024-06-02 21:47:50] |
| Sierra_Chart Engineering - Posts: 17154 |
|
We will add this in the next release: Is there a way to programmaticaly set the "Processing Steps in seconds" ??
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, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2024-06-03 05:25:15] |
| gtaranti - Posts: 67 |
|
We will add this in the next release:
Thanks! At next release, please update the ARM64 version (which is now at 2638, instead of 2643). And a quick question : Why the versions of the two executables (x64 and ARM64) are deviating from time to time? |
| [2024-06-06 22:00:36] |
| Sierra_Chart Engineering - Posts: 17154 |
|
Processing Stepping Seconds can now be controlled through ACSIL in the latest release. We will do the ARM update as well. Building a release build of Sierra Chart is a time-consuming process due to optimizations and we do not always update the ARM version. 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, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2024-06-07 07:07:29] |
| gtaranti - Posts: 67 |
|
Thank you. All is good! I don't know the % of ARM64 pcs that are using SC currently, but I have a feeling that it's going to rise according to some news https://www.investing.com/news/stock-market-news/arm-reportedly-seeks-to-capture-more-than-50-of-windows-pc-market-shares-rise-432SI-3467858 |
| [2024-06-07 08:27:00] |
| Sierra_Chart Engineering - Posts: 17154 |
|
The latest ARM 64 build, is now with the latest release of Sierra Chart . Update with Help >> Download Current Version. 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, use 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: