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Feature Release #3

This release introduces powerful new tools for stress-testing your strategies and refining your trade entry mechanics.

Tick2Tick Dashboard​

  • Robustness Testing: Evaluate whether your strategy possesses a genuine edge or relies on favorable historical anomalies. The new Robustness Testing dashboard features Trade Skipping to simulate missed executions, and Monte Carlo Simulations to randomize chronological trade order. These tools allow you to visualize profit expectancy under sub-optimal conditions and calculate absolute worst-case drawdowns.
    [Documentation]

    Robustness - Trade Skipping Robustness - Trade Skipping

Tick2Tick Statistics​

  • Entry Gap Protection: Prevent your strategy from entering the market if the price has already "run away" from your intended level. Configured in Ticks, the new Entry Gap setting acts as a safety mechanism by evaluating the distance between the original Signal bar and the Entry bar, automatically invalidating the trade if the gap exceeds your defined limit.
    [Documentation]

Workflow Updates​

  • Custom Study Upgrade Guide: We have added new documentation detailing the proper procedure for upgrading your Tick2Tick Custom Studies. This guide explains how to safely update your .dll files without breaking your saved input configurations in Sierra Chart.
    [Documentation]