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Post From: backtest with manual looping, sc.GetTradePosition() doesn't update?

[2019-05-19 18:16:57] Link To Thread - Link To Post [Go To First Post]
uM8137 - Posts: 180
Figured it out. Sometimes you will get an sc.IsFullRecalculation==1 invocation, and yet your orders will all result in tons of this in the log: "Order entry skipped because full recalculation" Now you may think to yourself: ugh! I can't read any of the log any more. It is completely spammed by tons of these messages. Since there doesn't seem to be a way of avoiding them, I know, I will check that flag and not place any orders if sc.IsFullRecalculation is true. Now this seems logical, but it would be a mistake. Because there is a very important other time, when doing a backtest, where the one sc.IsFullRecalculation==1 with sc.StartUpdateIndex==0 pass is your only opportunity to place orders. If you wait until sc.StartUpdateIndex goes past the bar where you want to place a simulated order, you will get the following typical complaint, which really should mention that specifically your order's index was not between sc.UpdateStartIndex and sc.ArraySize-1: "Order entry skipped because invalid bar index specified" So the root of the problem was the spam that obscures most of the log, which is a total red herring anyway and should eliminated since it serves only to steer you in the wrong direction. And, last but very much not least, the devious thing about the "Order entry skipped because full recalculation" message is that it will subvert the API and tell you that your order succeeded, but publish that complaint to the log AND then mess with the API in that you won't see any actual trade position change happen due to your filled order. However your order will get filled under backtest, so you just have to ignore it. Date Time Of Last Edit: 2019-05-19 18:20:57