Support Board
Date/Time: Tue, 04 Mar 2025 11:06:57 +0000
Post From: Short Trades Placed by Long Only Spreadsheet system?!
| [2021-11-30 00:04:24] |
| WickedTrader - Posts: 14 |
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Ok, those links seem to relate mostly to errors with broker fill matching, missing fills and maybe filtered entries / exits. I am simulating all these trades after clearing all data, and I have not filtered off the start or end, so I'm not sure how that explains it? I have found that all the short trades are logged as filled with entry and exit times identical except in the ?microseconds field - e.g. A trade logged as a short with entry at 2020-01-14 13:24:00.000000 and exit at 2020-01-14 13:24:00.000005 Those time differences are only seen in the Trade Activity logs - the Trades log truncates to XX:XX:XX.000 for entry and exit. I assume that this means the trade entered and exited within one candle. Why that should result in a long trade being logged as a short, I still do not understand. The trade activity logs shows corresponding SELL STOP entry and BUY STOP EXIT - as you would expect for a short. Both the entry and exit are listed as 'Open' though (I presume that means that the logs considered them as STO and BTO trades) though, not STO followed by BTC. This is simulated trading, there should be no issues with the open and close trades failing to be matched, surely? Or is that the problem - SC is failing to match the simulated trade entries with their respective exits? - if so, is there a fix? Can someone explain? Or at least tell me what I need to do to stop bar based backtests from simulating short trades in a long-only strategy and giving erroneous results? All replay based backtests work fine! You mentioned the order action source - These are just listed as Trade Simulation Fill Bid XXX Ask XXX Last XXX etc... I'm, not sure what that tells me about the erroneous short trades? |