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Post From: AutoTrade Bar Based BackTest - incorrect behavior

[2018-10-07 16:41:29] Link To Thread - Link To Post [Go To First Post]
Rearden - Posts: 16
Thank you, please see the chart is enclosed. I have also noticed this in Trade Service Log: Chart #1 \| Base Graph ID: 0 DateTime: Array is unallocated. \| 2018-10-04 02:48:09 * A few clarifications: - I do use "Trade activity" of the "Trade activity log" - I changed Date-Time to start of the backtest - no effect, still the same output / log. - By "negative amount" I meant a short position (SC showed "-5" when there is a short position with quantity 5); I am sorry for this incorrect terminology - "Buy Exit" is not essential for reproduction of the issue - the corresponding study can be deleted from the chart I am also posting the Trade Activity Log, which will be far better than my explanation of the issue. It seems to me that there might me some kind of "DateTime unallocated array" type of issue as the Trade Service Log suggests - when I look at the first entry, I have no rational explanation for it (since it is the first entry and since the log is properly sorted by DateTime...). ActivityType DateTime Symbol OrderActionSource InternalOrderID ServiceOrderID OrderType Quantity BuySell Price Price2 OrderStatus FillPrice FilledQuantity TradeAccount OpenClose ParentInternalOrderID PositionQuantity FillExecutionServiceID HighDuringPosition LowDuringPosition Note AccountBalance Fill 2018-09-12 00:00:00.000 [Sim]AAPL Trade simulation fill. Bid: 219.84 Ask: 219.85 Last: 219.84 1002583 1002583 Stop 5 Sell 223.94 Filled 223.93 5 Sim1 Close 1002581 1002583.1 225.00 219.84 Fill 2018-09-19 00:00:00.000 [Sim]AAPL Trade simulation fill. Bid: 215.30 Ask: 215.31 Last: 215.30 1002587 1002587 Stop 5 Sell 217.50 Filled 217.49 5 Sim1 Close 1002585 1002587.1 215.30 215.30 Fill 2018-09-25 00:00:00.000 [Sim]AAPL Trade simulation fill. Bid: 222.81 Ask: 222.82 Last: 222.82 1002590 1002590 Limit 5 Sell 220.76 Filled 220.76 5 Sim1 Close 1002589 1002590.1 222.82 219.70 Fill 2018-10-03 00:00:00.000 [Sim]AAPL Trade simulation fill. Bid: 233.46 Ask: 233.47 Last: 233.47 1002594 1002594 Limit 5 Sell 231.05 Filled 231.05 5 Sim1 Close 1002593 1002594.1 233.47 229.78 Fill 2018-10-07 11:11:55.080 [Sim]AAPL Trade simulation fill. Bid: 224.93 Ask: 224.94 Last: 224.94 1002581 1002581 Market 5 Buy Filled 224.94 5 Sim1 Open 5 1002581.1 Akcie.twconfig Fill 2018-10-07 11:11:55.081 [Sim]AAPL Trade simulation fill. Bid: 225.75 Ask: 225.76 Last: 225.75 1002584 1002584 Market 5 Sell Filled 225.75 5 Sim1 Close 1002584.1 228.35 221.07 Akcie.twconfig Fill 2018-10-07 11:11:55.081 [Sim]AAPL Trade simulation fill. Bid: 218.49 Ask: 218.50 Last: 218.50 1002585 1002585 Market 5 Buy Filled 218.50 5 Sim1 Open 5 1002585.1 Akcie.twconfig Fill 2018-10-07 11:11:55.082 [Sim]AAPL Trade simulation fill. Bid: 220.77 Ask: 220.78 Last: 220.78 1002588 1002588 Market 5 Sell Filled 220.77 5 Sim1 Close 1002588.1 222.28 218.37 Akcie.twconfig Fill 2018-10-07 11:11:55.083 [Sim]AAPL Trade simulation fill. Bid: 219.75 Ask: 219.76 Last: 219.75 1002589 1002589 Market 5 Buy Filled 219.76 5 Sim1 Open 5 1002589.1 Akcie.twconfig Fill 2018-10-07 11:11:55.084 [Sim]AAPL Trade simulation fill. Bid: 224.79 Ask: 224.80 Last: 224.79 1002592 1002592 Market 5 Sell Filled 224.79 5 Sim1 Close 1002592.1 226.44 219.76 Akcie.twconfig Fill 2018-10-07 11:11:55.085 [Sim]AAPL Trade simulation fill. Bid: 230.04 Ask: 230.05 Last: 230.05 1002593 1002593 Market 5 Buy Filled 230.05 5 Sim1 Open 5 1002593.1 Akcie.twconfig


TEST.Cht - Attached On 2018-10-07 16:24:28 UTC - Size: 39.25 KB - 242 views