Support Board
Date/Time: Tue, 26 Nov 2024 09:52:25 +0000
Post From: Replay is skipping days?
| [2023-12-19 18:25:31] |
| sgne - Posts: 105 |
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I find it worthwhile to use replay to iron out order placement logic, but to generate possible trading results I like to run code I wrote on bar tick files I assemble. I like to assemble my own tick files because that way I'm not stuck with exchange bid ask values or with SC calculated bid ask values. I can set or assume any theoretical bid ask value I want. Also, bar tick files can be made as complex or simple as desired. With very simple bar tick files containing only ticks making new highs and lows during a bar, trading code can run through months of data very quickly, so much quicker than SC replay ever could. And even bar tick files that are more typical can be run through quite a bit quicker than SC replay. And there won't be skips, unless your code is wrong. Date Time Of Last Edit: 2023-12-19 18:27:14
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