Support Board
Date/Time: Tue, 11 Mar 2025 17:05:45 +0000
Post From: SCTRADING_ORDER_ERROR in v2368 but not prior version
| [2022-03-29 23:17:34] |
| jwick - Posts: 142 |
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Hi ... I can confirm the previously discussed issue has gone in 2374. However, I have noticed an issue with the new back adjustment (on settlement vs open prices) Regardless of the back adjustment anchor, the difference between the prices from one bar to the other should remain the same (since the adjustment is a +/- offset on all prices). However, in the attached screenshot, I have a 1 bar ROC against bar low's. Here you can see on the same bar, it produces different results (when the difference between bar lows should remain constant whether back adjusting using settlement price vs open price at rollover). I'm also finding the difference between the versions isn't consistent. Sometimes the low to low difference is the same between versions and sometimes it's not (as in the screenshot). In addition to the screenshot I've attached the chartbooks used to make those screenshots (one for each SC version). The specific date in the screenshot is 2008-09-10. Both SC versions are using the same data / trade settings / data resolution (1 second). EDIT: I'm also going to run a test this weekend by manually copying over the data (scid / dly files) from the sub-instance running the old version into the sub-instance running the new version and verify if I'm observing the same behavior. Date Time Of Last Edit: 2022-03-29 23:33:32
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