Support Board
Date/Time: Fri, 24 Jan 2025 06:29:41 +0000
Post From: Time issue w/Accurate Trading System Back Test Mode
| [2018-12-28 20:07:23] |
| User924791 - Posts: 12 |
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SC 1854 There seems to be an intermittent issue with sc.CurrentDateTimeForReplay being incorrect. This usually happens after a holiday or weekend. Running a single chart replay for the most recent 5-week period shows the problem on 2018-12-06, 2018-12-10, and 2018-12-26. I've testing this with Skip Empty Periods true and then false; both show the identical behavior. Here's an example from Dec 26 that demonstrates the problem. s_SCOrderFillData FillEntry.FillDateTime provides the correct time: Replay 120X: F.US.EPH19 [CB] | 2018-12-26 15:31:17 bar 89779 --- Fill (OrderID 98981) Sold 1 @ 2469.00
sc.CurrentDateTimeForReplay is not correct, but is used by a time-of-day filter before executing the entry, which should have been filtered out and not executed:Replay 120X: F.US.EPH19 [CB] | 2018-12-27 02:27:08 bar 89779 --- SellEntry Limit Chase OrderID 98981 has completely filled at 2469.00
This issue renders the time-of-day filter inaccurate during replay. Date Time Of Last Edit: 2018-12-28 20:10:29
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