Support Board
Date/Time: Tue, 26 Nov 2024 11:40:26 +0000
Post From: Replay is skipping days?
| [2023-12-04 22:08:45] |
| j4ytr4der_ - Posts: 938 |
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TAL = Trade Activity Log. =) Thanks for the reply, appreciate your thoughts. There are many problems I encounter with replay in fact, and they are very reproducible, but typically not "on demand". I can run the same replay multiple times and for sure they will happen, but not always at the same place at the same time, etc. So it's all around quite difficult to troubleshoot what's going on. These issues happen regardless of what I'm testing, from a brainless moving average crossover, to more involved order flow analysis... the same issues crop up again and again. Now to your list of suggestions, I'll address them individually. 1. I always manually clear so no issues there. 2. I definitely use manual dates because otherwise it's utterly impractical/unrealistic to do anything. If I want to replay 2019, I can't literally load 4 years of data and then scroll back to the first trading day of 2019 to start. I'm usually using start & end times in fact, and have gotten extremely comfortable with how they work including some of the quirks of using date ranges. 3. Can't match the start date with the start of the replay, if using studies which would require data to be loaded from before the start time, such as for example ATR, a moving average, etc. ANYTHING that uses historical bar data, even recent range highs/lows and so forth. 4. Yeah also not realistic unfortunately, as much of the time I am running these replays overnight so that in the morning I can begin to look through the data. I'm not literally sitting here at the replay, unless I'm actively working on the logic of what I'm automating etc. 5. Oh this isn't an issue with anything I've built, I'm quite confident in that. So I'm not troubleshooting anything I've done... I'm troubleshooting SC itself at this point. And re-running the missing days is what I've been doing, but to do that I have to first even figure out that there ARE missing days, which means going day by day through the list and looking for a day with no trades - and that only works on a fast intraday system that I know would trade every day. If it's a slower system that genuinely might not trade any given day... then this is an impossible task unfortunately. 6. Yep I always disconnect unless I actively need live data. In fact I wrote a study to ensure this. 7. Aha clever trick, I like it. I tend to minimize the drawings on my charts anyway but this is taking it a bit further, will look into this for sure. 8. I didn't think just hiding drawings did a whole lot unless you had tons of them going back enormous amounts of time, since they are still calculated when hidden? But I'll check this out and compare, and see if I can detect any noticeable speed improvement. 9. Yeah you can't change replay modes while running anyway... I mean you can change the dropdown, but it does absolutely nothing, in my experience. It only actually changes when you stop & start again. Though I never, ever change the replay type during a replay anyway. As for relying on results... that is something I would definitely never, ever do. I don't care how great the backtests are, all that does is show me there might be something to the idea I'm exploring. Nothing ever really counts until it's forward, in live markets. Thanks again... |