Date/Time: Sun, 01 Oct 2023 22:42:05 +0000
Post From: Questions About Replay Backtest
|Israel Gottlieb - Posts: 14|
I am studying Sierra's autotrade capability, using the ASCIL Trading functions + backtest. I tried the included "Trading Example" code on an ES intraday chart, using a Replay backtest. I found that --
1. Works nicely up to some arbitrary point, then just stops -- for a about 2 full minutes, then continues. When replaying a short period near the end of the chart, the break always occured on the same bar; however, if I start the backtest earlier I get a break at another place. CPU utilization drops to idle during this period, then just picks up again when the backtest "wakes up". There is plenty of unused memory. All the breaks I observed took almost exactly 2 minutes. Why is this happening?
2. I set "Show Order Fills" -- and it worked nicely, but they all disappeared as soon as the backtest completed. Is there a way to keep them on the screen? This happened when the chart period was set to 30 minutes. When set to 1 minute, the fills stayed on the screen. How can one control this behavior?
Much obliged for any help,