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Date/Time: Thu, 28 Mar 2024 08:59:48 +0000



Post From: Trouble with Back Test ?

[2013-04-10 21:19:47]
Tedward - Posts: 13
Orders shown below. AS you can see they are outside the session end time which is set to 14:15 MST. Also not sure where it is getting a qty of eight since I have max qty set to 4? Thanks for any help



ActivityType  DateTime  Symbol  OrderActionSource  InternalOrderID  ServiceOrderID  OrderType  Quantity  BuySell  Price  Price2  OrderStatus  FillPrice  FilledQuantity  AccountInfo  OpenClose  ParentInternalOrderID  PositionQuantity  FillExecutionServiceID  
Order  2013-04-03 14:37:30.004  [SIM]ESM3  ESM3 5 min #1 | User order entry. Flatten&Cancel  9569    Market  8  Buy      Order Sent      Simulation  Close        
Order  2013-04-03 14:37:30.005  [SIM]ESM3  Simulated order accepted  9569  9569  Market  8  Buy      Open      Simulation  Close        
Order  2013-04-03 14:37:30.006  [SIM]ESM3  Trade simulation fill. Bid: 1564.25 Ask: 1564.25  9569  9569  Market  8  Buy      Filled  1564.25  8  Simulation  Close        
Fill  2013-04-03 14:37:30.007  [SIM]ESM3  Trade simulation fill. Bid: 1564.25 Ask: 1564.25  9569  9569  Market  8  Buy      Filled  1564.25  8  Simulation  Close      9569.5  
Order  2013-04-03 14:55:26.004  [SIM]ESM3  ESM3 5 min #1 | User order entry. Flatten&Cancel  9630    Market  4  Sell      Order Sent      Simulation  Close        
Order  2013-04-03 14:55:26.005  [SIM]ESM3  Simulated order accepted  9630  9630  Market  4  Sell      Open      Simulation  Close        
Order  2013-04-03 14:55:26.006  [SIM]ESM3  Trade simulation fill. Bid: 1564.25 Ask: 1564.25  9630  9630  Market  4  Sell      Filled  1564.25  4  Simulation  Close        
Fill  2013-04-03 14:55:26.007  [SIM]ESM3  Trade simulation fill. Bid: 1564.25 Ask: 1564.25  9630  9630  Market  4  Sell      Filled  1564.25  4  Simulation  Close      9630.31  
Order  2013-04-03 15:45:41.000  [SIM]ESM3  ESM3 5 min #1 | User order entry. Flatten&Cancel  10203    Market  4  Sell      Order Sent      Simulation  Close        
Order  2013-04-03 15:45:41.001  [SIM]ESM3  Simulated order accepted  10203  10203  Market  4  Sell      Open      Simulation  Close        
Order  2013-04-03 15:45:41.002  [SIM]ESM3  Trade simulation fill. Bid: 1548.25 Ask: 1548.25  10203  10203  Market  4  Sell      Filled  1548.25  4  Simulation  Close        
Fill  2013-04-03 15:45:41.003  [SIM]ESM3  Trade simulation fill. Bid: 1548.25 Ask: 1548.25  10203  10203  Market  4  Sell      Filled  1548.25  4  Simulation  Close      10203.1