Support Board
Date/Time: Tue, 06 May 2025 17:16:51 +0000
Post From: Replay Speed and autotrading problems
| [2024-12-19 00:56:32] |
| User745789 - Posts: 377 |
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The problem I believe came from this: One of my conditions to create an order is FRACTIME(MROUND(A3,1/86400))=TIMEVALUE("10:00:00")
The bartime bust be 10:00:00. I use a 15 minute chart and therefore this condition remains true for 15 minutes. And I do not want that, I have to limit the time in which an order can be placed. So another condition to enter is also FRACTIME(MROUND($J$41,1/86400))<TIMEVALUE("10:00:10")
Which means there is a 10 second window in which a trade must occur at the exchange for my order to be entered. When replay is fast, the orders are not created. It seems the second condition fails when it should not. The underlying reality/problem is that SC spreadsheet increments time only when a trade has happened. It does not refer to a normal clock. So I can not rely on entering an order at at exact time. What is the Replay Mode set to:
This was my oversight. It was set to "Standard Replay" When I set to "Accurate Trading System Backtest Mode" I can replay at a higher speed and get all orders created as per the rules. All is correct. However my system limitations do not allow me to replay much faster than 480 in this mode. Any faster and SC just hangs for long periods in Accurate mode. I assume this is a processor limitation in my hardware. Date Time Of Last Edit: 2024-12-19 00:57:58
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