Support Board
Date/Time: Thu, 13 Feb 2025 19:31:00 +0000
Post From: Order delay
| [2020-12-13 01:23:51] |
| User823684 - Posts: 14 |
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I am running into an issue, I think relating to the session times. The session times setting on my chart for all the futures contracts I am using is 14:30 to 21:14:59 (for day session) and 21:15 to 14:29:59 (for evening session). What happens is that during the evening session, using the M10 chart, the bars change from ending on the 0s (:10, :20, :30, etc) to ending on the 5s (:05, :15: :25, etc). I think something about this is causing an issue with the strategy execution. What happens is that there is sometimes a HUGE delay between order and actual trade execution. I attach a list of all the trades submitted to the exchange and you can see sometimes the delay is more than 20 seconds! Any time the trade is executed during the day session (ending in 0), there is no issue with a delay (< 0.5 seconds). When I run a backtest, it shows no delay whether the bar ends on 0 or 5. I attach my live trades and the back test trades for the same period. As you can see in my live trades when the bar ending in 5, huge delay. When bar ending in 0, almost no delay. With the backtest, no delay 5 or 0. Do you know what could be causing the issue in live running? I am not the coder of this strategy. If you could help direct me to a solution, I will pass it along to my programmer. I would like to know a solution other than "change your chart settings so that all bars end on 0". Would like to get actual execution to match backtest as much as technologically possible. |
Private File Attachment Deleted.  TradesList Backtest 12-8.txt - Attached On 2020-12-13 01:21:00 UTC - Size: 7.71 KB - 371 views |