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Direct MessagesDate/Time: Sat, 04 May 2024 16:27:29 +0000
Post From: Replay (back-testing) from V2123 to 2200 is different
| [2020-11-27 12:08:47] |
| Ernie Doo - Posts: 46 |
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Ok, so I started to test all versions starting at 2123. Until Version 2157 everything was working the same. Then I installed version 2164 and my results were different. The only thing I found related to replaying in the release notes is: "Added new Jump type option to the replay control panel to jump to the next specified time increment". What does this mean? How does it work? All this time I selected "By Time (hh:mm:ss.ms)" as a Jump type with Unit = 00:00:00.000 I still don't understand why would this give me different results, but then again I don't know how this works. I really could use your help. Thanks in advance! Ernesto Editted: PS. I also found these 2 modifications: Corrected some small edge case issues involving the new integer based microsecond Date-Time object within Sierra Chart. Corrected an issue with the determination of the trading day date in some less than common cases. I think one of these might be the problem because I am finding out that in some trades that do repeat themselves in both tests the Minute or second are different whereas before they were always the same. PS2. I am still trying to figure out why version 2164 behaves differently with my same code. I noticed that some of the trades that happened in the previous version happen now at other points in time. I focused on the changes made to SCDateTime as I thought somehow this affected my execution. However, I do not think this is the case. I think somehow the way SC behaves when filling an order during replay is now different but I could not find any notes regarding this. Do you think this could be the case? Date Time Of Last Edit: 2020-11-29 20:56:25
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