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Who is interested in learning ACSIL C++ programming for Sierra Charts
I'm not sure what happened. But I'll participate if you put a thread together. I'm interested in starting to program ACSIL indicators/ and or just mesh up some that they currently have. I realize there is documentation on the site, but i think it would be easier if someone took the initiative to walk ppl thru putting together a few indicators. Sierra does such a nice job or supporting the program but in some area's they lack a bit. They seem to be more on the programming, rather then helping to education on it's use.
I'm fairly good with the program itself and spreadsheets. But just need a little hand holding on getting the ACSIL together.
I'm sure there are many out there like myself, and future users yet to discover Sierra.
Yeah I agree. Its a great piece of software but its documentation is very....... industrial.
But its actually a really simple set up in practice once you understand the frame work and where to look for solutions. I might start a thread and post to it each day or two.
Just wondering what's the best solution though. My thoughts would be to have two threads? One simple and clean thread with examples and another where people could ask about examples posted to the main thread. My fear is if I start putting time into one thread with some basic steps that it will become a dumping ground for people to ask their personal SC programming problems.
Hello Ted, may I ask you or anyone else who use Sierra what was (or still is) the problem with backtesting a strategy on Sierra-provided historical data?
Were you finding discrepancies between the entry/exit points? Did the backtests show completely different results in terms of profit/loss?
Maybe I'm missing something, but I think that this is a main issue for any software/data provider and should be considered and addressed seriously...
Where in the Sierra website (or here on futures.io as well) can I find more info on this topic?
Sierra has several different ways to backtest. The closer you get to real time, the more accurate it is. If you try to test at high speed, you will get different results. This does make it difficult to predict how close to reality it will be over large time periods, as you will need to run the tests for hours or days to backtest a year accurately.
Thanks for the reply.
I guess you are talking about strategies run on tick data, or using also volumes, am I correct?
Because I suppose that for simple bars at 5', or even 1', without volumes and even without considering depth of market the situation is not going to be that bad.
I ask since some time ago I approached the Sierra "ecosystem" but after a few trials I gave up (I did not try hard, though... ).Probably the main hurdles at that time were the difficult match with Interactive Brokers and the totally new, for me, language for writing strategies.
I continue to read very positive reviews on Sierra and maybe I will try a second time, with more determination
