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Date/Time: Sat, 04 May 2024 17:34:02 +0000

Post From: AutoTrade Bar Based BackTest - incorrect behavior

[2018-10-03 16:10:41] Link To Thread - Link To Post [Go To First Post]
Rearden - Posts: 16
I have got a simple chart with two "Trading system based on alert condition" studies. One for Buy Entry, one for Buy Exit. I am backtesting a strategy using these two studies. Everything works perfectly when using Replay BackTest on intraday data. There are some buy entries and some buy exits, as expected. However, when using Bar Based BackTest on daily data (nothing else changed), several issues suddenly occur: 1) Buy Entry signals now create SHORT positions instead of long position (and similarly, Sell Entry signals create long positions instead of short positions). 2) Buy Exit signal is ignored (this might be related to the fact that no long positions were created) 3) PT and SL attached orders are automatically cancelled, they are never filled. 4) All short positions generated by the Buy Entry signals are flattened on the last loaded day. AND new short positions are created! I tried using "Spreadsheet System for trading" instead of "Trading system based on alert condition" with the same result. There is just one chart in the chartbook, the chart contains just these two studies, the studies contain the most simple alert condtition (C[-1]>O[-1] and C[-1]<O[-1]). SC version 1814 64bit. Thank you