Date/Time: Sat, 09 Dec 2023 18:12:13 +0000
Post From: Simulated or All Simulated
|vegasfoster - Posts: 444|
A couple things I've learned about replays.
First, if you are replaying a strategy, the trades will be logged as replay/backtest fills, but when you get caught up to the current time and your strategy is still running the trades will change to being simulation orders. So if you have trades in simulation and you flatten in simulation then your stats can be messed up depending on what you are displaying. So if I am replaying and hit the current time, then I manually delete any simulation orders that occurred from the trade activity log, which generally doesn't happen unless I have walked away for a while, and then I back up the chart to just before the current time, start the replay again at .1 speed and flatten in replay mode to get accurate stats.
Second, if you run a replay and don't clear old trade simulations and orders first, then any old trades during the same period will still be in the trade log messing up your stats, even though you can't the order fills on the chart.