Support Board
Date/Time: Mon, 06 Jan 2025 10:01:55 +0000
Post From: Possible rare bug in AutoTrade Backtest Exit, True but no Fill
[2016-05-10 22:56:03] |
User791263 - Posts: 151 |
I studied the Trade Service Log I keep open under Trade Activity Log-Fills-- I watch it. Nothing in it referred to an ignored Sell Exit. (which I see often at positions limit,etc) With my setting, Reset Condition on New Bar on Yes, N=1 should give a signal every new bar, No? I've studied and you explained intrabar conditions changing True Off and On. Each off-then-on True gives a New order (ie up to positions limit). This problem behaves oppositely to such 99.5%+ normal exits. There's nothing different in the condition trigger, which works fine most of the time. I've studied http://www.sierrachart.com/index.php?page=doc/doc_SystemsAlerts.php#DisappearingArrows and http://www.sierrachart.com/index.php?page=doc/doc_SystemsAlerts.php#IgnoredSignalsDelayedTrueResult Because 30+ charts & a few spreadsheets feed this spreadsheet, alone by itself it won't reflect actual data-conditions (it won't have data from feed charts for 5+ minutes). ie: When cold-started, the S.Sheet won't have the same data it does after running that long. This error was near mid-day after running non-stop from 8:23AM Central. Hence, I used simpler conditions (E3> E10,N =1) that don't rely on other data to test (per your instructions) & show you that the exit appears independent of other data or conditions. Since SC shows the -1 position, and all else works and agrees (including TradeService Log), it seems any short position creator could do this, rarely. Watching SC in .1 & .4 speed reveals at least one other odd issue: Sometimes OHLC Overlayed 1-second data will go blank (zeros) for an instant at beginning of target bar, even set to "Fill empty bars with last data"- Rarely also. This might be similar. Here, it seems the logic rarely doesn't see the Evaluate at end of bar Setting is OFF, for Exits.. sometimes. A glance at Exits' code for something re Beginning or End of Bar, if it checks settings in J-column-- might find it? Maybe a brief short Exit True within the Sell Entry row (prior to Entry) upsets the enabling of function of subsequent exits (though appearing). |