Sierra Chart - Tick Level Backtesting - Sierra Chart | futures io social day trading
futures io futures trading


Sierra Chart - Tick Level Backtesting
Updated: Views / Replies:1,476 / 5
Created: by a2trader Attachments:0

Welcome to futures io.

(If you already have an account, login at the top of the page)

futures io is the largest futures trading community on the planet, with over 90,000 members. At futures io, our goal has always been and always will be to create a friendly, positive, forward-thinking community where members can openly share and discuss everything the world of trading has to offer. The community is one of the friendliest you will find on any subject, with members going out of their way to help others. Some of the primary differences between futures io and other trading sites revolve around the standards of our community. Those standards include a code of conduct for our members, as well as extremely high standards that govern which partners we do business with, and which products or services we recommend to our members.

At futures io, our focus is on quality education. No hype, gimmicks, or secret sauce. The truth is: trading is hard. To succeed, you need to surround yourself with the right support system, educational content, and trading mentors Ė all of which you can find on futures io, utilizing our social trading environment.

With futures io, you can find honest trading reviews on brokers, trading rooms, indicator packages, trading strategies, and much more. Our trading review process is highly moderated to ensure that only genuine users are allowed, so you donít need to worry about fake reviews.

We are fundamentally different than most other trading sites:
  • We are here to help. Just let us know what you need.
  • We work extremely hard to keep things positive in our community.
  • We do not tolerate rude behavior, trolling, or vendors advertising in posts.
  • We firmly believe in and encourage sharing. The holy grail is within you, we can help you find it.
  • We expect our members to participate and become a part of the community. Help yourself by helping others.

You'll need to register in order to view the content of the threads and start contributing to our community.  It's free and simple.

-- Big Mike, Site Administrator

Reply
 
Thread Tools Search this Thread
 

Sierra Chart - Tick Level Backtesting

  #1 (permalink)
Elite Member
Ann Arbor, MI, United States
 
Futures Experience: Intermediate
Platform: MultiCharts
Broker/Data: Progressive
Favorite Futures: NQ, QM, YM, CL
 
Posts: 23 since Jun 2012
Thanks: 13 given, 2 received

Sierra Chart - Tick Level Backtesting

Does Sierra Chart support tick level backtesting? I'm currently using MultiCharts and backtesting with IBOG does not produce accurate results.

Reply With Quote
 
  #2 (permalink)
Elite Member
Tomsk, Russia
 
Futures Experience: Beginner
Platform: custom
Favorite Futures: gold
 
slickiam's Avatar
 
Posts: 253 since Dec 2010
Thanks: 131 given, 427 received


a2trader View Post
Does Sierra Chart support tick level backtesting? I'm currently using MultiCharts and backtesting with IBOG does not produce accurate results.

Auto Trade System Back Testing - Sierra Chart

Auto Trade System Back Testing - Sierra Chart

Scientia Libertas Prosperitas
Reply With Quote
The following user says Thank You to slickiam for this post:
 
  #3 (permalink)
Site Administrator
Manta, Ecuador
 
Futures Experience: Advanced
Platform: My own custom solution
Favorite Futures: E-mini ES S&P 500
 
Big Mike's Avatar
 
Posts: 46,240 since Jun 2009
Thanks: 29,352 given, 83,231 received



a2trader View Post
Does Sierra Chart support tick level backtesting? I'm currently using MultiCharts and backtesting with IBOG does not produce accurate results.

Here is an example of a project I paid @eboarder to do for me:

https://futures.io/elite-automated-trading/29660-trading-system-based-vpoc-bid-ask-difference.html

I didn't have time to learn Sierra's intricacies and wanted to know its capabilities, I believe he's done a good job with showing off a tick level backtest that requires bid/ask data as well, and has documented it. I asked him to post it publicly for all to benefit so enjoy.

Mike

Due to time constraints, please do not PM me if your question can be resolved or answered on the forum.

Need help?
1) Stop changing things. No new indicators, charts, or methods. Be consistent with what is in front of you first.
2) Start a journal and post to it daily with the trades you made to show your strengths and weaknesses.
3) Set goals for yourself to reach daily. Make them about how you trade, not how much money you make.
4) Accept responsibility for your actions. Stop looking elsewhere to explain away poor performance.
5) Where to start as a trader? Watch this webinar and read this thread for hundreds of questions and answers.
6)
Help using the forum? Watch this video to learn general tips on using the site.

If you want
to support our community, become an Elite Member.

Reply With Quote
The following 3 users say Thank You to Big Mike for this post:
 
  #4 (permalink)
Elite Member
Ann Arbor, MI, United States
 
Futures Experience: Intermediate
Platform: MultiCharts
Broker/Data: Progressive
Favorite Futures: NQ, QM, YM, CL
 
Posts: 23 since Jun 2012
Thanks: 13 given, 2 received


Big Mike View Post
Here is an example of a project I paid @eboarder to do for me:

https://futures.io/elite-automated-trading/29660-trading-system-based-vpoc-bid-ask-difference.html

I didn't have time to learn Sierra's intricacies and wanted to know its capabilities, I believe he's done a good job with showing off a tick level backtest that requires bid/ask data as well, and has documented it. I asked him to post it publicly for all to benefit so enjoy.

Mike

Mike, this is exactly what I was looking for! Thanks for sharing. Much appreciated.

Lee

Reply With Quote
 
  #5 (permalink)
Trading Apprentice
Chicago + IL/USA
 
Futures Experience: None
Platform: NinjaTrader
Favorite Futures: ES
 
Posts: 23 since Aug 2012
Thanks: 3 given, 3 received

link

I saw the link in this post and was wondering if it was meant to be public but is not anymore? Can it be made accessible?

I have been struggling to do a bar footprint based backtest with MultiChart and my broker does offer SierraChart. If I could make this work, maybe I can switch to SC and be done with MC.

Thanks

S

Reply With Quote
 
  #6 (permalink)
Just a boy
Auckland, New Zealand
 
Futures Experience: Beginner
Platform: Sierra Chart
Broker/Data: AMP/CQG
Favorite Futures: Whatever moves in my timezone
 
Posts: 1,803 since Sep 2009
Thanks: 3,165 given, 1,372 received


shark505 View Post
I saw the link in this post and was wondering if it was meant to be public but is not anymore? Can it be made accessible?

I have been struggling to do a bar footprint based backtest with MultiChart and my broker does offer SierraChart. If I could make this work, maybe I can switch to SC and be done with MC.

Thanks

S

Sign up to be an Elite member - worth every penny.

This back test project is an Elite only thread.

Prediction is very difficult, especially about the future - Niels Bohr, Danish Physicist
Reply With Quote

Reply



futures io > > > > Sierra Chart - Tick Level Backtesting

Thread Tools Search this Thread
Search this Thread:

Advanced Search



Upcoming Webinars and Events (4:30PM ET unless noted)

Jigsaw Trading: TBA

Elite only

FuturesTrader71: TBA

Elite only

NinjaTrader: TBA

Jan 18

RandBots: TBA

Jan 23

GFF Brokers & CME Group: Futures & Bitcoin

Elite only

Adam Grimes: TBA

Elite only

Ran Aroussi: TBA

Elite only
     

Similar Threads
Thread Thread Starter Forum Replies Last Post
Time and Sales - Level I - Level II - tick data trendisyourfriend Traders Hideout 4 August 28th, 2014 01:14 AM
Webinar: Sierra Chart and CTS Futures, Automated Trading Systems and Backtesting Big Mike Sierra Chart 11 January 8th, 2013 05:15 PM
Sierra Chart : Tick Chart request. torroray Sierra Chart 19 December 14th, 2012 02:31 PM
Backtesting Timeframes/tick chart settings? schris87 TradeStation 2 December 3rd, 2012 10:19 PM
Sierra Chart and DTN IQfeed bug (Invalid DTN Level 2 timestamp) Big Mike Sierra Chart 19 February 1st, 2011 03:00 PM


All times are GMT -4. The time now is 04:38 AM.

Copyright © 2017 by futures io, s.a., Av Ricardo J. Alfaro, Century Tower, Panama, +507 833-9432, info@futures.io
All information is for educational use only and is not investment advice.
There is a substantial risk of loss in trading commodity futures, stocks, options and foreign exchange products. Past performance is not indicative of future results.
no new posts
Page generated 2017-12-14 in 0.10 seconds with 19 queries on phoenix via your IP 54.91.38.173