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Date/Time: Wed, 27 Nov 2024 15:43:05 +0000



Back testing

View Count: 1049

[2014-09-15 19:30:18]
User83963 - Posts: 18
Back testing/ market replay the candlestick on 1 min chart are not complete. Moving averages are missing on tick chart, and it dosent seem to be accurate with 1 min chart.
[2014-09-16 02:21:24]
Sierra Chart Engineering - Posts: 104368
Back testing/ market replay the candlestick on 1 min chart are not complete.
This is not clear for us. Maybe you are replaying a futures contract at a point in time where it is inactive.

For the other issues we need to see images of the charts.

Provide an image of the chart, by following these instructions:
http://www.sierrachart.com/index.php?l=PostingInformation.php#Image
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: 2014-09-16 02:21:58
[2014-09-16 14:57:45]
User83963 - Posts: 18

I rolled the date back to 8/19.

http://www.sierrachart.com/image.php?l=1410879265586.png
http://www.sierrachart.com/image.php?l=1410879305987.png


[2014-09-16 19:51:41]
Sierra Chart Engineering - Posts: 104368
1. For the first image, you are looking at an inactive point of time in that particular futures contract. Use the Continuous Futures Contract feature to solve this:
https://www.sierrachart.com/index.php?page=doc/doc_ContinuousFuturesContractCharts.html

2. What moving average do you have on the chart and what is the Length set to?
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
[2014-09-16 20:05:31]
User83963 - Posts: 18
I have 5period 20 period and 100 period averages on that chart. Sorry, I am not sure what "length set to" means.
[2014-09-17 04:02:38]
Sierra Chart Engineering - Posts: 104368
Does not make much sense that you would not see the Moving Average with a Length of 5 or 20 on that chart.

Go to the chart the contains the Moving Average studies, and activate it and then select Edit >> Copy Chart Values and paste it here.


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
[2014-09-17 19:19:33]
User83963 - Posts: 18
Current Quote ESZ4-CME:
2014-08-21 12:39:06.0 Thu:
LastPrice:1980.50
LastSize:1
Daily Price Chg:0.00
Ask:1981.00
Bid:1980.50
Bid Ask Avg:1980.75
Bid Ask Diff:2.0 Ticks
Bid x Ask:1 x 1
Daily Open:0.00
Daily High:0.00
Daily Low:0.00
Prev Close:0.00
Daily Volume:0
Num Trades:0
*******************************************
Chart Values for Last Displayed Column:
2014-08-21 12:22:39.0 Bar Begin Time:
Region 1:
Paused 120.0X: ESZ4-CME 55 Trades #5 () :
Price Chg:-0.50
Open:1980.75
High:1980.75
Low:1979.75
Last:1980.50
Volume:23
# of Trades:19
OHLC Avg:1980.44
HLC Avg:1980.33
HL Avg:1980.25
Bid Vol:11
Ask Vol:12
Moving Averages (Smp, Last, 5, Smp, Last, 20, Smp, Last, 100) :
Avg1:1980.80
Avg2:1978.50
Avg3:1972.73
*******************************************
Chart Values for Tools:
Y: 1987.56
:
2014-08-19 15:50:00.0 Bar Begin Time:
Region 1:
Paused 120.0X: $INX [M] 10 Min #7 () :
Price Chg:0.07
Open:1981.48
High:1981.60
Low:1981.20
Last:1981.48
Volume:34524944
# of Trades:120
OHLC Avg:1981.44
HLC Avg:1981.43
HL Avg:1981.40
Bid Vol:14796021
Ask Vol:19728928
Moving Average-Simple (Last, 5) :
Avg:1981.76
Moving Average-Simple (Last, 50) :
Avg:1979.83
Moving Average-Simple (Last, 20) :
Avg:1981.19

[2014-09-18 03:26:22]
Sierra Chart Engineering - Posts: 104368
Are the moving averages at the end of the chart but not at an earlier date in the chart?
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
[2014-09-19 13:06:34]
User83963 - Posts: 18
I went back 2 weeks then 3 weeks and have the averages. Around 3 1/2 weeks is when they aren’t visible.

[2014-09-19 13:26:36]
Sierra Chart Engineering - Posts: 104368
The question is at 3 1/2 weeks and earlier, what are the values of those Moving Averages? You can determine that with the Chart Values tool:
http://www.sierrachart.com/index.php?page=doc/doc_Tools.html#ChartValues

Are they within the visible price range of the chart bars that are visible at that point in 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
[2014-09-19 13:51:05]
User83963 - Posts: 18
I changed the Continuous Contract option on that chart and it seemed to correct it. Thank you.
[2014-09-19 13:55:26]
Sierra Chart Engineering - Posts: 104368
OK this is good.
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

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