Support Board
Date/Time: Tue, 26 Nov 2024 11:27:11 +0000
Post From: Replay is skipping days?
| [2023-12-04 21:42:58] |
| User61168 - Posts: 403 |
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Hi J4y, You probably know this already... troubleshooting such issues is tricky if 1) you are unable to consistently reproduce the issue 2) share every bit of what and how you are testing your algo i.e. chart type, interval, stop&reverse, adding to profits, entries on bar close etc etc. In my 4+ yrs of doing market replays (with simple alerts only), I have come to the conclusion that algo does some stupid shit on it's own will and if you add replay speed into the mix, it is next to impossible to pinpoint the exact issue. I can recall 100s of occasions when simply rerunning the algo at a slower speed or running in 'calculate at every tick' replay mode would generally come to rescue. My overall outcome of market replay functionality is to never trust the exact outcome unless running in 'calculate at every tick'. All the other 3 options are just to 'unit test' the logic and functionality. I have seen numerous +ve expectancy strategies go -ve for non-time based charts with entries/exits on candle close with stop/reverse logic. Even outcome varies at different speed settings. The best I have found is Calculate same as real time option with speed under 240 to be more reliable than others. Obviously, all this depends on your strategy. With that said, some suggestions purely based on my own personal experience : 1) If you are repeatedly using a specific Sim account, better to do a manual clear trade log first before starting the replay. Don't ask my why as I am convinced market replay does not accurately clear the entire trade activity log. Random issues happen in such inconsistent manner that there is no need to bother support with such issues and waste their time. 2) try to avoid using a start date/time in replay mode. Move the chart to your chosen first bar and then do the start. Apparently, this is also recommended by SC. 3) Chart Settings > Date Limiting start date is what you would want to match with your replay start date. Always use new bar at session start option under session times, move to the first bar on the chart and then start the replay. 4) Replay first day of your backtesting duration at slower speed and then gradually increase the speed (using the mouse wheel) to the point when chart starts to skips printing bars. I know this is painful but I have found that running a replay when chart is actually moving to be more accurate and reliable. 5) Suck it up, accept the anomaly and restart the replay instead of spending hours troubleshooting your algo or to figure out why or what. 6) Do not connect to data feed when running replay. Disconnect the feed. 7) Do a max Zoom in to print only one bar on the entire chart. this will speed up the replay and results will be more accurate 8) Use "Hide All" command button to hide all the damn studies during replay when you are not watching. All disable studies that have no meaningful impact to your automated trading. Most visual aid type studies have no reason to be enabled. 9) Avoid changing replay mode while the replay is running. I will end here with a disclaimer that I have no substantiated evidence of what I am saying here is 100% accurate. These are just my own experiences and things I do so please take it at face value. BTW: Today something in the TAL caught my eye what on earth is "TAL" ??Hope this helps. |