Support Board
Date/Time: Fri, 09 May 2025 00:17:07 +0000
Post From: Backtest positions does not correlate with trade result and sc.GetTradePosition
| [2024-08-27 15:41:15] |
| PS - Posts: 42 |
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I apologize, I think there is still some confusion. There are a total of 5 "sources" I'm using to validate the backtest trades. 1) literal arrow drawings I'm creating via the chart drawing capabilities in the backtest 2) printed trade result (trade result = 1) of each trade 3) Printed current position using sc.GetTradePosition 4) buy / sell orders shown on chart via the Show Order Fills setting 5) trade activity log Sources 1-3 all show the "correct" trades being taken. That is, the backtest working as it should. Sources 4 and 5 show entirely different, incorrect orders. Let me share an example with pictures. The first trade in the backtest should be taken on 8/5 at 16:30 (15m chart). I've attached 3 images. My message log, the picture of the chart, and the trade activity log. In the message log, you'll see that a message printed saying buy conditions were met, and the trade result printed as 1 (successful). The current position 5 minutes later also shows long 1 contract. In the chart image, you'll see a light blue arrow at the time the trade was SUPPOSED to be taken. However, you'll also see the green triangle much later on at a different price displayed by the show orders / fills setting. Lastly, in the trade activity log, you will see no trade taken on 8/5 at 16:30. |
 sc trade activity log.jpg / V - Attached On 2024-08-27 15:40:28 UTC - Size: 283.64 KB - 80 views sc message log.jpg / V - Attached On 2024-08-27 15:40:44 UTC - Size: 239.85 KB - 78 views sc arrow.jpg / V - Attached On 2024-08-27 15:40:52 UTC - Size: 99.41 KB - 82 views |