Support Board
Date/Time: Sat, 23 Nov 2024 16:39:48 +0000
Backtest does not generate any trades in Trade Activity Log
View Count: 172
| [2024-08-08 13:12:02] |
| User423915 - Posts: 15 |
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I want to create a system where trade signals are saved in the price files (that are created outside SC). I'm using the OpenInterest field and save 1=enter long & -1=exit long position. I started by following this guide Spreadsheet Systems, Alerts and Automated Trading: Creating a Trading System for Automated Trading and had a system that works. I then changed the formula in K3 and L3 and check G3 for enter and exit signals (=IF(G3=1,1,0) & =IF(G3=-1,1,0) respectively). I see entry and exit signals in the chart after running 'AutoTrade System Bar Based Backtest' *but* there are no trades in Trade Activity Log in the Trades and Trade Activity tabs! I've attached the price file, chartbook and spreadsheet. What am I doing wrong? Any help is much appreciated!
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Private File  Trading-Sbx2.Cht - Attached On 2024-08-08 13:07:25 UTC - Size: 4.13 KB - 111 views Private File |
| [2024-08-08 15:28:24] |
| John - SC Support - Posts: 36238 |
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It is outside the scope of our support to troubleshoot your system for you. Have you run a replay (not a backtest) with your trading system to make sure it is working properly? Most often, when you are not getting trades from an automated system, you do not have the Input for "Send Orders to Trade Service" set properly. This needs to be set to "No" if you are in Simulation Mode, or set to "Yes" if you are connected to your live trading account. For a replay and/or backtest, this would need to be set to "No". The other place to check is the "Trade >> Trade Service Log" to see if it gives information on why the orders are not being placed. For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2024-08-09 06:50:14] |
| User423915 - Posts: 15 |
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I understand that you cannot debug my system (and my trading logic is all outside SC). This should be a *very* basic use of the automated trade functionality. I've checked that the "Send Orders to Trade Service" is set to no. The setup did work before I did the changes in the Spreadsheet. The ChartStats tab in Trade Activity Log has data but the Trades tab is empty (see screenshots). The "Trade Service Log" looks like this (I cleared it before I ran "AutoTrade System Bar based BackTest"): 2024-08-09 02:37:44.301 | Cleared global profit/loss management data for Sim1. 2024-08-09 02:37:44.301 | Cleared trade data | Symbol: [Sim]_XLB-NQTV | TradeAccount: Sim1 2024-08-09 02:37:44.365 | TradeActivity files query time: 0.063550 seconds. Entries: 0. Current queries: 1 2024-08-09 02:37:44.366 | TradeActivity files query time: 0.000372 seconds. Entries: 0. Current queries: 2 2024-08-09 02:37:44.374 | TradeActivity files query time: 0.008150 seconds. Entries: 0. Current queries: 1 2024-08-09 02:38:24.017 | Cleared trade data | Symbol: [Sim]_XLB-NQTV | TradeAccount: Sim1 The last line says "Cleared trade data". I'm starting to think that this is a defect?? |
 Screenshot from 2024-08-09 08-44-39.png / V - Attached On 2024-08-09 06:47:28 UTC - Size: 43.21 KB - 32 views Screenshot from 2024-08-09 08-44-06.png / V - Attached On 2024-08-09 06:47:45 UTC - Size: 43.21 KB - 30 views |
| [2024-08-09 14:06:26] |
| John - SC Support - Posts: 36238 |
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There is no defect here, and if the data is cleared, then this occurred for some reason. The first thing to do is to check if your system is working properly at all. Make sure it works either with live data or while running a replay. Then you can move forward to the backtest issue. Separately, we do not understand the symbol you are using "_XLB-NQTV". This is not a valid symbol. 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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