Support Board
Date/Time: Thu, 21 Nov 2024 21:46:50 +0000
Post From: Trouble with Back Test ?
| [2013-04-10 21:19:47] |
| Tedward - Posts: 13 |
|
Orders shown below. AS you can see they are outside the session end time which is set to 14:15 MST. Also not sure where it is getting a qty of eight since I have max qty set to 4? Thanks for any help ActivityType DateTime Symbol OrderActionSource InternalOrderID ServiceOrderID OrderType Quantity BuySell Price Price2 OrderStatus FillPrice FilledQuantity AccountInfo OpenClose ParentInternalOrderID PositionQuantity FillExecutionServiceID Order 2013-04-03 14:37:30.004 [SIM]ESM3 ESM3 5 min #1 | User order entry. Flatten&Cancel 9569 Market 8 Buy Order Sent Simulation Close Order 2013-04-03 14:37:30.005 [SIM]ESM3 Simulated order accepted 9569 9569 Market 8 Buy Open Simulation Close Order 2013-04-03 14:37:30.006 [SIM]ESM3 Trade simulation fill. Bid: 1564.25 Ask: 1564.25 9569 9569 Market 8 Buy Filled 1564.25 8 Simulation Close Fill 2013-04-03 14:37:30.007 [SIM]ESM3 Trade simulation fill. Bid: 1564.25 Ask: 1564.25 9569 9569 Market 8 Buy Filled 1564.25 8 Simulation Close 9569.5 Order 2013-04-03 14:55:26.004 [SIM]ESM3 ESM3 5 min #1 | User order entry. Flatten&Cancel 9630 Market 4 Sell Order Sent Simulation Close Order 2013-04-03 14:55:26.005 [SIM]ESM3 Simulated order accepted 9630 9630 Market 4 Sell Open Simulation Close Order 2013-04-03 14:55:26.006 [SIM]ESM3 Trade simulation fill. Bid: 1564.25 Ask: 1564.25 9630 9630 Market 4 Sell Filled 1564.25 4 Simulation Close Fill 2013-04-03 14:55:26.007 [SIM]ESM3 Trade simulation fill. Bid: 1564.25 Ask: 1564.25 9630 9630 Market 4 Sell Filled 1564.25 4 Simulation Close 9630.31 Order 2013-04-03 15:45:41.000 [SIM]ESM3 ESM3 5 min #1 | User order entry. Flatten&Cancel 10203 Market 4 Sell Order Sent Simulation Close Order 2013-04-03 15:45:41.001 [SIM]ESM3 Simulated order accepted 10203 10203 Market 4 Sell Open Simulation Close Order 2013-04-03 15:45:41.002 [SIM]ESM3 Trade simulation fill. Bid: 1548.25 Ask: 1548.25 10203 10203 Market 4 Sell Filled 1548.25 4 Simulation Close Fill 2013-04-03 15:45:41.003 [SIM]ESM3 Trade simulation fill. Bid: 1548.25 Ask: 1548.25 10203 10203 Market 4 Sell Filled 1548.25 4 Simulation Close 10203.1 |