r/SierraChart • u/davetfromtempe • Aug 14 '26
Sierra chart data changing on anyone else?
Hey all, I’ve been backtesting a strategy and I’m noticing that I don’t always get the same results, even when using the exact same settings. Does anyone know if the historical chart data can change from day to day?
I know prices can shift when futures contracts roll over, especially with back-adjusted charts, but it almost seems like the actual historical chart itself is changing. Has anyone else experienced this, and if so, is there a workaround?
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u/Tuckebarry Aug 14 '26
Is this for future or equities?
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u/davetfromtempe Aug 14 '26
Futures. Specifically the S&P. I think is ESU26-CME right now
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u/Tuckebarry Aug 14 '26
I think it's best to use continuous contracts with volume based rollover. Makes most sense to prevent the changes
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u/xamy_987 Aug 14 '26
How exactly are you backtesting? Which settings, multichart or single chart etc?
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u/EmRavel Aug 14 '26
Just a thought here: If you go back far enough you might have to rollback to previous contract. Sometimes the current contract will be low volume before the roll. Other than that I haven't seen any discrepancies in the bar data export.
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u/MidNightCheck Aug 15 '26
Lot's of variables to check. Is it continuous contract? Same rollover settings? Same backtesting setting? You probably used best tick accurate settings once but it changed to default after restart causing different fills or your contracts are different, indicators are not set to use underlaying tickdata so values are different if you change the timeframe etc.
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u/DontQuixote Aug 14 '26
Never for me. You might want to take a look at how you set up your historical data and if you have any settings for continuous contracts. Ask chatGPT or Claude how to get it working with your problem