Support Board
Date/Time: Tue, 04 Feb 2025 20:09:15 +0000
Post From: Having Problems With Replay Backtest After Update
| [2020-02-05 06:38:55] |
| User650124 - Posts: 6 |
|
Upgraded my sierrachart to the latest version recently to resolve an account issue with my broker and now am having problems with backtesting. I didn't change any settings i had from the prior version but I'm unable to get any of my previously coded strategies to backtest properly. The issue is 1 trade will be made and then the backtest will continue to run without additional trades where previously i would get many trades. I know that's not a super helpful description of the problem but it looks like the replay backtest isn't recognizing when a new day occurs and resetting the daily P/L accordingly. My version number is 29817:29825M. Message log is below, thanks: Replay 1.00X: F.US.ENQH20 [CV] 1.50 Range #3 | Back test processing: NumberOfTimesCalculateCalled (Cumulative) = 4942424 | 2020-02-04 22:14:47.438 F.US.ENQH20 [CV] 1.50 Range #3 | Reloading chart. | 2020-02-04 22:14:47.445 F.US.ENQH20 [CV] 1.50 Range #3 | StartDateTimeForLoadingOrderFills: 00:00:00 | 2020-02-04 22:15:00.640 F.US.ENQH20 [CV] 1 Day #4 | Reloading chart. | 2020-02-04 22:16:57.868 F.US.ENQH20 [CV] 1 Day #4 | StartDateTimeForLoadingOrderFills: 00:00:00 | 2020-02-04 22:17:06.405 File >> Disconnect selected. | 2020-02-04 22:19:00.410 DTC Client socket (1) | CloseSocket call. | 2020-02-04 22:19:00.413 DTC Client socket (1) | Shutdown started. Waiting for graceful close. | 2020-02-04 22:19:00.413 DTC Client socket (1) | Socket gracefully closed by remote side. | 2020-02-04 22:19:00.414 DTC Client socket (1) | Closed. | 2020-02-04 22:19:00.414 CQG WebAPI | Disconnected. | 2020-02-04 22:19:00.432 Bar Backtest: F.US.ENQH20 [CV] 1.50 Range #3 | Back test processing: NumberOfTimesCalculateCalled (Cumulative) = 0 | 2020-02-04 22:19:56.158 F.US.ENQH20 [CV] 1.50 Range #3 | Reloading chart. | 2020-02-04 22:19:58.381 F.US.ENQH20 [CV] 1.50 Range #3 | StartDateTimeForLoadingOrderFills: 00:00:00 | 2020-02-04 22:20:12.476 Replay 1.00X: F.US.ENQH20 [CV] 1.50 Range #3 | Reloading chart. | 2020-02-04 22:21:57.440 + Loading market depth data. | 2020-02-04 22:21:57.590 Replay 1.00X: F.US.ENQH20 [CV] 1.50 Range #3 | Back test processing: NumberOfTimesCalculateCalled (Cumulative) = 2063641 | 2020-02-04 22:31:04.529 F.US.ENQH20 [CV] 1.50 Range #3 | Reloading chart. | 2020-02-04 22:31:04.535 F.US.ENQH20 [CV] 1.50 Range #3 | StartDateTimeForLoadingOrderFills: 00:00:00 | 2020-02-04 22:31:17.683 |