Support Board
Date/Time: Mon, 06 Jan 2025 09:35:13 +0000
Post From: Possible rare bug in AutoTrade Backtest Exit, True but no Fill
| [2016-05-30 15:13:52] |
| User791263 - Posts: 151 |
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Specifically, a setting to PAUSE on REPLAY when EITHER: 1) any K L M N goes TRUE or 2) on Order Issuing after True and/or (maybe) 3) Both of above-going TRUE & Order Issue & possibly on (not as important) 4) Order fill (simulation seems to sometimes have realistic slight delay even on market orders) Note: with Intrabar orders settings & 1-second data storage, current position may not be seen by some of the logic, and as you know, True's may go away before fill, & often by end-of-bar. SC not-seeing position within the bar is especially visible when "use attached orders" for Exits & Stops on Trade Window is checked, and TRUE goes ON/OFF/ON/OFF repeatedly-- gets that many orders (6-10+). (I would use auto AND attached Exits together if I could). Consistently, "Maximum Positions allowed" is exceeded when intrabar auto-trade K,M Entry TRUE's flicker on and off several times, then Orders & fills run up to 8+ when Max Positions is set on 3 (for example). Please keep a lookout for that, while looking at creating Pauses. (ie: "kill 2 birds with one stone"). On subject of Pause, you probably know the new Enhanced Message Logging (I'm trying to use) runs fast ALL the time, when Disconnected and Replay is Paused (ie: when not serving trade data). By the time I turn that setting off, the sought-condition is about 50 messages back-hard to find. While in there,please see if Enhanced Mssgs could pause on paused Replay or no records served, like normal messages do. Even if these improvements take weeks (we know programming is difficult & takes time), they'll be useful to both SC Engineers & traders. Date Time Of Last Edit: 2016-05-30 16:21:13
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