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Date/Time: Thu, 02 May 2024 05:48:52 +0000

Post From: Bug in sc.BaseData during replay?

[2019-11-18 06:54:11] Link To Thread - Link To Post [Go To First Post]
BrMa - Posts: 77
Dear ladies and gentlemen, I'm having the following issue during backtesting/replaying data (regardless if I'm using Accurate Trading System Back Test Mode or Calculate at Every Tick/Trade - altough it shouldn't make a difference on this issue anyhow): The attached images MiniDAX-Backtesting-1.jpg and MiniDAX-Backtesting-2.jpg show two bars with a high of 11992. So I'd expect sc.BaseData[SC_LAST][index] to turn somewhen during the processing of these bars to the value 11992. Unfortunatelly debugging shows, it never does. What is interesting during debugging is, that in both cases sc.BaseData[SC_HIGH][index] turns to 11992 with the same tick, when sc.BaseData[SC_LAST][index] turns to 11991. Can you please check why the high of a bar (and possibly also the low but I didn't check that) is not represented by a tick representing this value? The contract I'm testing with is F.US.DXMZ19 using a volume-chart with 100 pieces per bar. If you need any additional information on this please don't hesitate coming back to me! Thank you very much in advance! Regards, Markus


MiniDAX-Backtesting-1.jpg / V - Attached On 2019-11-18 06:23:10 UTC - Size: 45.2 KB - 297 views MiniDAX-Backtesting-2.jpg / V - Attached On 2019-11-18 06:23:14 UTC - Size: 44.08 KB - 214 views