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Date/Time: Mon, 06 Jan 2025 09:54:30 +0000



Post From: Possible rare bug in AutoTrade Backtest Exit, True but no Fill

[2016-05-25 21:24:35]
User791263 - Posts: 151
We put in months & years of effort, study, tests to try to make S.C. & ourselves-- successful.
I've spent more HOURS on this problem.
It would be Fair to give me 5 minutes more before I try to build a test chartbook for you, within a week.

Recall it's an Intra-bar orders problem- order not issuing on TRUE L,N & No ignore message.
Over 2 more weeks, I've tested in slow-mo this sometimes-failure of SC to issue Exit orders intrabar - WITHOUT IGNORE MESSAGES.

This time I used completely different formulas, different Column (N this time).
It appears not unique to particular formulas.

PLEASE LOOK at this, more EVIDENCE. It shows there IS a problem.

I "stepped" at .2 speed the Message Log, Activity Log, Time&Sales, Spreadsheet through 12 seconds WITHIN a bar to show the N-col go TRUE, FALSE & back TRUE, but there was no "ignored because"-Log-Message & no Exit Order. (position -2)

I made sure the signal goes TRUE, to OFF to TRUE again within the bar 2-Ways:
1) using an H-col. flip-flop,
2) with/without flipflop, where a signal goes True/off/True by itself within a bar.

You first said an L or N might not be OFF before back TRUE, but admitted in #6 that could not be it under my Settings of Reset on New Bar.
(My signals often go ON/OFF 2 or 3 times in a bar & 99.7% Issue normally). If had not been in Slo-Mo audit mode, I'd have never seen this.

PLEASE look at the new Step-Pictures
& answer ONE Question for all of us:

It should not matter WHAT turns N or L true... does it? ... so when a Short Position exists, an Exit Market Order should issue on N-TRUE turning on in the bar, Correct ?

If that is always true, then conclude you DO have a bug, and I'll try to help.

Otherwise, CORRECT my Misunderstanding- Tell us what else bears, so I can see if I've overlooked weighting some other possibility.
ie: What "always true" Basic fact can we rely upon?
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