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Date/Time: Thu, 09 May 2024 15:10:04 +0000



[Programming Help] - AutoTrade Sytem Replay Backtesting issue

View Count: 753

[2018-03-03 15:15:28]
bala - Posts: 74
The replay was working and it is malfunctioning now. I tried to troubleshoot but the trade activity log shows no results.

Code section From my program:
----------------
.........
Result = sc.BuyEntry(NewOrder);
//If there has been a successful order entry, then draw an arrow at the low of the bar.
if (Result > 0)
{
r_BuyEntryInternalOrderID = NewOrder.InternalOrderID;
SCString InternalOrderIDNumberString;
InternalOrderIDNumberString.Format("BuyEntry Internal Order ID: %d", r_BuyEntryInternalOrderID);
sc.AddMessageToLog(InternalOrderIDNumberString, 0);
BuyEntrySubgraph[sc.Index] = sc.Low[sc.Index];

Results:
---------

1. There are arrows in the charts (after auto back test )showing a buy and sell executed.

2. From the Trade Service Log:
-------------------------------
Cleared simulated trade data | Symbol: ZS-201805-ECBOT | TradeAccount: Sim1 | 2018-03-03 08:55:59
Auto-trade: Replay 1.00X: ZS-201805-ECBOT 1.00 Range #1 | Kubera_Tr_RevTrStop | Bar start date-time: 2018-03-02 08:31:15.000 | Buy Entry reversal order processed. Flatten quantity: 1. New order quantity: 1 | 2018-03-03 08:56:02
Auto-trade: Replay 1.00X: ZS-201805-ECBOT 1.00 Range #1 | Kubera_Tr_RevTrStop | Bar start date-time: 2018-03-02 08:32:55.000 | SellEntry reversal order processed. Flatten quantity: 1. New order quantity: 1 | 2018-03-03 08:56:02


3. NewOrder.InternalOrderID is not found in the service log.

4. WHY DOES THE sc.BuyEntry (shows Result > 0 ), GENERATES A ORDER WITH QUANTITY 1 BUT NO InternalOrderId?


Thanks for a quick help!!
[2018-03-03 18:23:12]
bala - Posts: 74
Update:
I installed the latest version successfully and rerun the program.

The service log shows the entries with order ID :
+++++++++++++++++++++++++++++++++++++++++++++++++++++++
Replay 240X: ZS-201805-ECBOT 1.00 Range #1 | Reloading chart. | 2018-03-03 12:18:28
Chart: Replay 240X: ZS-201805-ECBOT 1.00 Range #1 | Study: Kubera_Tr_RevTrStop | BuyEntry Internal Order ID: 17130 | 2018-03-03 12:18:30
Chart: Replay 240X: ZS-201805-ECBOT 1.00 Range #1 | Study: Kubera_Tr_RevTrStop | BuyEntry Internal Order ID: 17134 | 2018-03-03 12:18:31
Chart: Replay 240X: ZS-201805-ECBOT 1.00 Range #1 | Study: Kubera_Tr_RevTrStop | BuyEntry Internal Order ID: 17138 | 2018-03-03 12:18:32
Chart: Replay 240X: ZS-201805-ECBOT 1.00 Range #1 | Study: Kubera_Tr_RevTrStop | BuyEntry Internal Order ID: 17141 | 2018-03-03 12:18:34
++++++++++++++++++++++++++++++++++++++++++++++++++++++++

The ACTIVITY LOG SHOWS NO DATA at all.

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