Support Board
Date/Time: Wed, 27 Nov 2024 02:40:14 +0000
Post From: Sub-instance price not matching parent instance price
| [2023-10-04 21:06:46] |
| User414533 - Posts: 106 |
|
I am trying to create multiple sub-instances. The first sub-instance is working fine with price matching the parent instance. But when I open sub-instance 3, and 4, price does not match. For example: On instance #1 (parent), the candle 2022-12-30 13:00ET, OHL = 3879.75, 3880.00, and 3853.75 respectively. On Sub-instance #3/#4 the OHL on the same candle reads: 3847.50, 3847.75, and 3821.50. I've deleted and downloaded data, reload and recalculated, closed and reopened the instances, but the problem remains. I am currently on contract ESM23_FUT_CME, and have Continuous Futures Contract - Date Rule Rollover, Back-adjusted in effect. I'm running backtests from 2023-1 to 2023-6 |