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Date/Time: Mon, 29 Apr 2024 02:31:39 +0000



Post From: Market Replay Stops at random EOD

[2020-11-19 04:06:48]
jwick - Posts: 142
So I suspect this has something to do with skip empty periods.

My market replay sometimes stops during the 5 PM EST futures market halt. The replay appears as if it has stopped (the control panel "Stop" button is greyed out and the Play/Pause button is displaying "Play"). However, the chart itself only shows data up till the point the replay stopped (as opposed to showing data till the last day loaded on the chart if I were to actually stop the replay). I have Skip Empty Periods checked, using Accurate Backtest Mode.

The last few lines in my message logs are as follows:

Replay 30720X: YM-202012-ECBOT/MYM-202012-ECBOT-USD [CB] 3 Min #3 | Performing a full recalculation because it has been tagged. Chartbook: YM.Cht | 2020-11-18 22:42:05.887
Replay 30720X: YM-202012-ECBOT [CB] 15 Min #5 | Transitioning to next futures contract symbol YM-202012-ECBOT | 2020-11-18 22:49:18.812
Replay 30720X: YM-202012-ECBOT [CB] 15 Min #5 | Back test processing: NumberOfTimesCalculateCalled (Cumulative) = 0 | 2020-11-18 22:49:18.813
Replay 30720X: YM-202012-ECBOT [CB] 1 Day #6 | Transitioning to next futures contract symbol YM-202012-ECBOT | 2020-11-18 22:49:18.814
Replay 30720X: YM-202012-ECBOT [CB] 1 Day #6 | Back test processing: NumberOfTimesCalculateCalled (Cumulative) = 0 | 2020-11-18 22:49:18.815
Replay 30720X: YM-202012-ECBOT [CB] 60 Min #8 | Transitioning to next futures contract symbol YM-202012-ECBOT | 2020-11-18 22:49:18.816
Replay 30720X: YM-202012-ECBOT [CB] 60 Min #8 | Back test processing: NumberOfTimesCalculateCalled (Cumulative) = 0 | 2020-11-18 22:49:18.818
Replay 30720X: YM-202012-ECBOT/MYM-202012-ECBOT-USD [CB] 3 Min #3 | Transitioning to next futures contract symbol YM-202012-ECBOT | 2020-11-18 22:49:18.819
Replay 30720X: YM-202012-ECBOT/MYM-202012-ECBOT-USD [CB] 3 Min #3 | Back test processing: NumberOfTimesCalculateCalled (Cumulative) = 0 | 2020-11-18 22:49:18.820
Replay 30720X: YM-202012-ECBOT [CB] 1 Min #12 | Transitioning to next futures contract symbol YM-202012-ECBOT | 2020-11-18 22:49:18.823
Replay 30720X: YM-202012-ECBOT [CB] 1 Min #12 | Back test processing: NumberOfTimesCalculateCalled (Cumulative) = 3805843 | 2020-11-18 22:51:38.370

Thoughts / advice appreciated! On v2182.