Support Board
Date/Time: Mon, 25 Nov 2024 15:20:36 +0000
What causes duplicate trades during replays?
View Count: 276
| [2024-03-03 23:44:20] |
| j4ytr4der_ - Posts: 938 |
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Wondering if anyone else sees this with any frequency and has ideas on how to stop/eliminate it. Using a Spreadsheet System, once in a while during replays I'll get duplicate trades. Literally two entries and exits at the precise same times, to the millisecond. This is despite having it set to only one trade per bar. 30 minute bars in this latest case. Over a long amount of replay, these can really mess up my data and they're hard to spot in the trade list. Anyone know why/how these happen? I haven't been able to find any way to prevent them (or intentionally cause them repeatably). |
| [2024-03-04 01:49:47] |
| j4ytr4der_ - Posts: 938 |
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I discovered the issue. The Spreadsheet System was getting a long signal from the prior bar, AND a short signal on the new bar, and executing both of them at the same time in the new bar. So I got a crazy idea and it did in fact solve the issue: =TIMEVALUE("09:00:00.001")
Setting cell J86 as above and just preventing trading for 1 millisecond in the new bar, has solved the problem and I only get entry on the new bar now. The prior-bar signal is ignored as expected. Date Time Of Last Edit: 2024-03-04 01:53:43
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| [2024-03-04 01:57:52] |
| j4ytr4der_ - Posts: 938 |
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Although this only solves the issue on the first bar of trading for the day so, I suppose I need to find a more all-around solution.
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| [2024-03-04 06:39:19] |
| j4ytr4der_ - Posts: 938 |
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So, at the moment I'm tentatively believing I've identified & solved this issue. Seems it's related to starting a replay at exactly the time it's going to begin trading. Starting my replays at 9:00 Central causes this to happen randomly but fairly often. But starting it 10 minutes earlier and letting it have a little "run up" time, appears to keep it from happening. Haven't seen it once so far in 2 months of replay at 1920x.
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