Support Board
Date/Time: Sun, 29 Dec 2024 15:36:19 +0000
Post From: Request Slower Backtest or Halt when Order Issues for Intrabar AutoTrade
| [2016-05-03 03:18:18] |
| User791263 - Posts: 151 |
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Your S.C. speed control for Accurate Bactesting is wonderful. I get a few very-brief conditions that trigger intrabar trades (my normal auto-trading) that need to be analyzed in-depth, but so brief that I never see a "1" even on .1 speed. I'm on 1-second records,but use Time & Sales records & statistics with sub-second chart update periods. This is on spreadsheets with small-period charts. Although most brief conditions can be found with .2 or .1 speed, some can not. It's time-consuming to go back several minutes and gradually reduce speed for the specific time, plus retries. It would be a huge help if an option could be set to simply Pause on order issue (preferably selectable by K,L,M,N column) (or go into a DEBUG-STEP mode). NOTE: Intrabar orders do not show as True-1 at end-of-bar & I don't usually lock state. The positions table does reflect order fills. I don't know how you simulate fills, but they seem simultaneous with order issue (when I can see a "1" appear). This would encourage also looking at smaller-loss-trades, which now I can't allow time for. Overall, this would reduce time spent on testing by 2/3. The less-preferable method would be add .01,.02 .05 speeds. This may seem like rediculously rare conditions, but we need to know all that is going on. |