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Date/Time: Tue, 26 Nov 2024 11:37:12 +0000



Post From: Replay is skipping days?

[2023-12-04 02:22:23]
j4ytr4der_ - Posts: 938
I've been doing a lot of replays lately, sometimes over quite long periods of time like 1 year. I run these at somewhat high speeds, but not crazy... usually 480x. Session times are Chicago time day session, with the evening session set to be 10 minutes long (08:20:00 to 08:29:59) to minimize time spent sitting doing nothing as it trades only during the day session.

Today something in the TAL caught my eye, and I looked more closely using the Period Stats set to Daily. I noticed that scattered throughout a year of replay, there are many missing days. These are perfectly normal, valid trading days. Not holidays, etc. But for reasons unknown to me, they've been completely skipped over. I can go back and run just these days individually, and they perform perfectly fine. But they've been skipped from the original replay run.

I've now looked more closely at two different year-long runs I've done and both are missing various days throughout. Any ideas on why this would happen and how to prevent it? I'm fairly confident that running at low speeds would solve this issue, but that's not really practical when one wants to test a relatively long sample of time.