Support Board
Date/Time: Sat, 23 Nov 2024 14:54:46 +0000
Post From: New High-Performance Trade Activity Log - Version 1885
[2019-04-05 09:44:59] |
uM8137 - Posts: 183 |
For comparison, here is the start of the v1882 [Trades] tab that is complete, versus v1895 [Trades] tab that is missing a bunch of longs at the (minutesSinceMidnight % 10 == 0) time points. a) v1882 (correct); (full file attached as TradesList1882_proper_short_long_short_alternation_in_trades_tab.txt) Symbol Trade Type Entry DateTime Exit DateTime Entry Price Exit Price Trade Quantity Max Open Quantity Max Closed Quantity Profit/Loss (C) Symbol Profit/Loss (C) FlatToFlat Profit/Loss (C) FlatToFlat Max Open Profit (C) FlatToFlat Max Open Loss (C) Max Open Profit (C) Max Open Loss (C) Entry Efficiency Exit Efficiency Total Efficiency Commission (C) High Price While Open Low Price While Open Note Open Position Quantity Close Position Quantity [Sim]ESM19 (Sim1) Short 2019-04-03 00:05:00.003 BP 2019-04-03 00:10:00.003 EP 2865.50 2866.25 1 1 1 -42.50 -42.50 -42.50 F 0.00 -50.00 0.00 -50.00 100.0% 15.0% -85.0% 5.00 2866.50 2865.50 1 0 [Sim]ESM19 Long 2019-04-03 00:10:00.003 BP 2019-04-03 00:15:00.003 EP 2866.25 2866.50 1 1 1 7.50 -35.00 7.50 F 37.50 -12.50 37.50 -12.50 33.3% 40.0% 15.0% 5.00 2867.00 2866.00 1 0 [Sim]ESM19 Short 2019-04-03 00:15:00.003 BP 2019-04-03 00:20:00.003 EP 2866.50 2866.75 1 1 1 -17.50 -52.50 -17.50 F 25.00 -12.50 25.00 -12.50 50.0% -13.3% -46.7% 5.00 2866.75 2866.00 1 0 [Sim]ESM19 Long 2019-04-03 00:20:00.003 BP 2019-04-03 00:25:00.003 EP 2866.75 2866.50 1 1 1 -17.50 -70.00 -17.50 F 12.50 -12.50 12.50 -12.50 0.0% -20.0% -70.0% 5.00 2867.00 2866.50 1 0 b) v1895, missing longs: (full file attached as TradesList1895_missing_longs.txt) Symbol Trade Type Entry DateTime Exit DateTime Entry Price Exit Price Trade Quantity Max Open Quantity Max Closed Quantity Profit/Loss (C) Symbol Profit/Loss (C) FlatToFlat Profit/Loss (C) FlatToFlat Max Open Profit (C) FlatToFlat Max Open Loss (C) Max Open Profit (C) Max Open Loss (C) Entry Efficiency Exit Efficiency Total Efficiency Commission (C) High Price While Open Low Price While Open Note Open Position Quantity Close Position Quantity [Sim]ESM19 (Sim1) Short 2019-04-03 00:05:00.003 BP 2019-04-03 00:10:00.003 EP 2865.50 2866.25 1 1 1 -37.50 -37.50 -37.50 F 0.00 -37.50 0.00 -37.50 100.0% 0.0% -100.0% 0.00 2866.25 2865.50 1 0 [Sim]ESM19 Short 2019-04-03 00:15:00.003 BP 2019-04-03 00:20:00.003 EP 2866.50 2866.75 1 1 1 -12.50 -50.00 -12.50 F 0.00 -12.50 0.00 -12.50 100.0% 0.0% -100.0% 0.00 2866.75 2866.50 1 0 [Sim]ESM19 Short 2019-04-03 00:25:00.003 BP 2019-04-03 00:30:00.003 EP 2866.50 2867.50 1 1 1 -50.00 -100.00 -50.00 F 0.00 -50.00 0.00 -50.00 100.0% 0.0% -100.0% 0.00 2867.50 2866.50 1 0 [Sim]ESM19 Short 2019-04-03 00:35:00.003 BP 2019-04-03 00:40:00.003 EP 2868.50 2868.75 1 1 1 -12.50 -112.50 -12.50 F 0.00 -12.50 0.00 -12.50 100.0% 0.0% -100.0% 0.00 2868.75 2868.50 1 0 Steps to reproduce: a) *** I note that a "cold boot" of SC may be need to reproduce. After a running an SC instance for a while, the TradeLog reports will change. Start to reproduce the bug by restarting your SierraChart_64.exe v1895 process. b) Contract: ESM19, 1 minute bar chart backtest with sawfok.cpp default settings. c) Continuous contract: None. d) Use Date Range: 2019-04-3 to 2019-04-04 e) Session Times: StartTime: 00:00:00 EndTime:23:59:59 f) (day session; Use evening session *un*-checked). g) Analysis -> Build Custom Studies DLL -> build sawfok.cpp h) Studies Window -> Add Custom Study -> Add the Saw_FOK_Buy0_Sell5 study from sawfok_64.dll g) Run Bar-based-backtest on the 1 minute ESM19 chart. |
TradesList1895_missing_longs.txt - Attached On 2019-04-05 09:43:20 UTC - Size: 95.94 KB - 834 views TradesList1882_proper_short_long_short_alternation_in_trades.txt - Attached On 2019-04-05 09:43:30 UTC - Size: 100.87 KB - 726 views |