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Date/Time: Tue, 25 Feb 2020 10:15:47 +0000



trades in trade activity log

[2020-02-14 20:48:17]
arruga - Posts: 139 | Ending Date: 2020-03-16
wya re trades not showing?
this is a simulated backtest.
all was working fine...all of a sudden, the activity log window is not showing all trades anymore... the trades are there as I can see them on Tradew activity, and on the chart
but not listed on trades


here a log:
Symbol  Trade Type  Entry DateTime  Exit DateTime  Entry Price  Exit Price  Trade Quantity  Max Open Quantity  Max Closed Quantity  Profit/Loss (C)  Cumulative Profit/Loss (C)  FlatToFlat Profit/Loss (C)  FlatToFlat Max Open Profit (C)  FlatToFlat Max Open Loss (C)  Max Open Profit (C)  Max Open Loss (C)  Entry Efficiency  Exit Efficiency  Total Efficiency  Commission (C)  High Price While Open  Low Price While Open  Note  Open Position Quantity  Close Position Quantity  Duration
[Sim]SPY (Sim1)  Long  2003-10-08 00:00:00.005 BP  2003-10-22 00:00:00.003 EP  104.12  103.41  503  503  503  -357.13  -357.13  -357.13 F  890.31  -467.79  890.31  -467.79  100.0%  8.1%  -26.3%  0.00  105.89  103.19    503  0  336:00:00
[Sim]SPY  Long  2003-11-05 00:00:00.001 BP  2003-11-17 00:00:00.001 EP  105.19  104.69  493  493  493  -246.50  -603.63  -246.50 F  867.68  -246.50  867.68  -246.50  100.0%  0.0%  -22.1%  0.00  106.95  104.69    493  0  288:00:00
[Sim]SPY  Long  2003-12-05 00:00:00.001 BP  2003-12-15 00:00:00.001 EP  106.64  109.16  483  483  483  1217.16  613.53  1217.16 F  1221.99  -328.44  1221.99  -328.44  100.0%  99.7%  78.5%  0.00  109.17  105.96    483  0  240:00:00
[Sim]SPY  Long  2004-02-12 00:00:00.005 BP  2004-02-24 00:00:00.003 EP  115.74  114.17  461  461  461  -723.77  -110.24  -723.77 F  396.46  -1249.31  396.46  -1249.31  100.0%  31.9%  -44.0%  0.00  116.60  113.03    461  0  288:00:00
[Sim]SPY  Long  2004-03-31 00:00:00.005 BP  2004-04-05 00:00:00.001 EP  112.76  115.02  463  463  463  1046.38  936.14  1046.38 F  1213.06  0.00  1213.06  0.00  100.0%  86.3%  86.3%  0.00  115.38  112.76    463  0  120:00:00
[Sim]SPY  Long  2004-05-27 00:00:00.005 BP  2004-06-07 00:00:00.003 EP  112.31  114.56  479  479  479  1077.75  2013.89  1077.75 F  1197.50  -210.76  1197.50  -210.76  100.0%  91.5%  76.5%  0.00  114.81  111.87    479  0  264:00:00
[Sim]SPY  Long  2004-08-03 00:00:00.005 BP  2004-08-06 00:00:00.001 EP  110.71  107.63  501  501  501  -1543.08  470.81  -1543.08 F  20.04  -1543.08  20.04  -1543.08  100.0%  0.0%  -98.7%  0.00  110.75  107.63    501  0  72:00:00
[Sim]SPY  Long  2004-11-08 00:00:00.005 BP  2004-11-17 00:00:00.003 EP  116.75  119.09  455  455  455  1064.70  1535.51  1064.70 F  1087.45  0.00  1087.45  0.00  100.0%  97.9%  97.9%  0.00  119.14  116.75    455  0  216:00:00
[Sim]SPY  Long  2004-12-15 00:00:00.005 BP  2005-01-04 00:00:00.001 EP  120.46  119.00  454  454  454  -662.84  872.67  -662.84 F  590.20  -917.08  590.20  -917.08  100.0%  16.9%  -44.0%  0.00  121.76  118.44    454  0  480:00:00
[Sim]SPY  Long  2005-07-14 00:00:00.005 BP  2005-08-08 00:00:00.001 EP  122.73  122.38  438  438  438  -153.30  719.37  -153.30 F  880.38  -297.84  880.38  -297.84  100.0%  12.3%  -13.0%  0.00  124.74  122.05    438  0  600:00:00
[Sim]SPY  Long  2005-11-04 00:00:00.005 BP  2005-11-17 00:00:00.003 EP  122.16  124.60  438  438  438  1068.72  1788.09  1068.72 F  1090.62  -179.58  1090.62  -179.58  100.0%  98.3%  84.1%  0.00  124.65  121.75    438  0  312:00:00
[Sim]SPY  Long  2005-11-30 00:00:00.001 BP  2005-12-16 00:00:00.001 EP  126.00  128.52  437  437  437  1101.24  2889.33  1101.24 F  1123.09  -257.83  1123.09  -257.83  100.0%  98.4%  79.7%  0.00  128.57  125.41    437  0  384:00:00
[Sim]SPY  Long  2006-01-17 00:00:00.001 BP  2006-01-20 00:00:00.003 EP  128.13  126.88  443  443  443  -553.75  2335.58  -553.75 F  341.11  -956.88  341.11  -956.88  100.0%  31.1%  -42.7%  0.00  128.90  125.97    443  0  72:00:00
[Sim]SPY  Long  2006-01-31 00:00:00.001 BP  2006-02-07 00:00:00.001 EP  128.18  125.84  436  436  436  -1020.24  1315.34  -1020.24 F  109.00  -1212.08  109.00  -1212.08  100.0%  14.5%  -77.2%  0.00  128.43  125.40    436  0  168:00:00
[Sim]SPY  Long  2006-03-17 00:00:00.005 BP  2006-03-28 00:00:00.003 EP  130.42  128.61  417  417  417  -754.77  560.57  -754.77 F  237.69  -888.21  237.69  -888.21  100.0%  11.9%  -67.0%  0.00  130.99  128.29    417  0  264:00:00
[Sim]SPY  Long  2006-08-21 00:00:00.005 BP  2018-10-04 00:00:00.001  146.06  147.58  20821  999  999  90155.80  90716.37  90155.80  92692.60  -34488.56  19134.70  -24817.30  27.7%  29.8%  5.1%  0.00  293.94  67.10    410  410  106248:00:00
                  Total: 90716.37                                

Only showing until 2006

the log of the trade activity:
ActivityType  DateTime  Symbol  OrderActionSource  InternalOrderID  ServiceOrderID  OrderType  Quantity  BuySell  Price  Price2  OrderStatus  FillPrice  FilledQuantity  TradeAccount  OpenClose  ParentInternalOrderID  PositionQuantity  FillExecutionServiceID  HighDuringPosition  LowDuringPosition  Note  AccountBalance
Order  2003-10-08 00:00:00.000  [Sim]SPY  Auto-trade: Bar Backtest: SPY [CBV-D] Daily #4 | 5du | BuyEntry | Formula: Buy Entry at row 4 is TRUE. | Bar start date-time: 2003-10-07 00:00:00.000 | Last: 104.329994. Attached Order | Client side OCO order  21654    Limit    Sell  106.20    Pending Child-Client      Sim1  Close  21653            
Order  2003-10-08 00:00:00.001  [Sim]SPY  Auto-trade: Bar Backtest: SPY [CBV-D] Daily #4 | 5du | BuyEntry | Formula: Buy Entry at row 4 is TRUE. | Bar start date-time: 2003-10-07 00:00:00.000 | Last: 104.329994. Attached Order | Client side OCO order  21655    Stop    Sell  101.00    Pending Child-Client      Sim1  Close  21653            
Order  2003-10-08 00:00:00.002  [Sim]SPY  Auto-trade: Bar Backtest: SPY [CBV-D] Daily #4 | 5du | BuyEntry | Formula: Buy Entry at row 4 is TRUE. | Bar start date-time: 2003-10-07 00:00:00.000 | Last: 104.329994  21653    Limit  503  Buy  104.12    Order Sent      Sim1  Open              
Order  2003-10-08 00:00:00.003  [Sim]SPY  Simulated order accepted  21653  21653  Limit  503  Buy  104.12    Open      Sim1  Open              
Order  2003-10-08 00:00:00.004  [Sim]SPY  Trade simulation fill. Bid: 103.41 Ask: 103.42 Last: 103.41  21653  21653  Limit  503  Buy  104.12    Filled  104.12  503  Sim1  Open              
Fill  2003-10-08 00:00:00.005  [Sim]SPY  Trade simulation fill. Bid: 103.41 Ask: 103.42 Last: 103.41  21653  21653  Limit  503  Buy  104.12    Filled  104.12  503  Sim1  Open    503  21653.1        
Order  2003-10-08 00:00:00.006  [Sim]SPY  Auto-sent child from parent fill  21654    Limit  503  Sell  106.20    Order Sent      Sim1  Close  21653  503          
Order  2003-10-08 00:00:00.007  [Sim]SPY  Auto-sent child from parent fill  21655    Stop  503  Sell  101.00    Order Sent      Sim1  Close  21653  503          
Order  2003-10-08 00:00:00.008  [Sim]SPY  Simulated order accepted  21654  21654  Limit  503  Sell  106.20    Open      Sim1  Close  21653  503          
Order  2003-10-08 00:00:00.009  [Sim]SPY  Simulated order accepted  21655  21655  Stop  503  Sell  101.00    Open      Sim1  Close  21653  503          
Order  2003-10-08 00:00:00.010  [Sim]SPY  Auto-trade order modification: Bar Backtest: SPY [CBV-D] Daily #4 | Trade Management by Study. Requested Price: 99.26. Requested Quantity: 503  21655  21655  Stop  503  Sell  101.00    Pending Modify      Sim1  Close  21653  503          
Order  2003-10-08 00:00:00.011  [Sim]SPY  Simulated order modify complete  21655  21655  Stop  503  Sell  99.26    Open      Sim1  Close  21653  503          
Order  2003-10-15 00:00:00.000  [Sim]SPY  Auto-trade order modification: Bar Backtest: SPY [CBV-D] Daily #4 | Trade Management by Study. Requested Price: 100.21. Requested Quantity: 503  21655  21655  Stop  503  Sell  99.26    Pending Modify      Sim1  Close  21653  503          
Order  2003-10-15 00:00:00.001  [Sim]SPY  Simulated order modify complete  21655  21655  Stop  503  Sell  100.21    Open      Sim1  Close  21653  503          
Order  2003-10-16 00:00:00.000  [Sim]SPY  Auto-trade order modification: Bar Backtest: SPY [CBV-D] Daily #4 | Trade Management by Study. Requested Price: 101.64. Requested Quantity: 503  21655  21655  Stop  503  Sell  100.21    Pending Modify      Sim1  Close  21653  503          
Order  2003-10-16 00:00:00.001  [Sim]SPY  Simulated order modify complete  21655  21655  Stop  503  Sell  101.64    Open      Sim1  Close  21653  503          
Order  2003-10-17 00:00:00.000  [Sim]SPY  Auto-trade order modification: Bar Backtest: SPY [CBV-D] Daily #4 | Trade Management by Study. Requested Price: 102.92. Requested Quantity: 503  21655  21655  Stop  503  Sell  101.64    Pending Modify      Sim1  Close  21653  503          
Order  2003-10-17 00:00:00.001  [Sim]SPY  Simulated order modify complete  21655  21655  Stop  503  Sell  102.92    Open      Sim1  Close  21653  503          
Order  2003-10-22 00:00:00.000  [Sim]SPY  Auto-trade order modification: Bar Backtest: SPY [CBV-D] Daily #4 | Trade Management by Study. Requested Price: 103.42. Requested Quantity: 503  21655  21655  Stop  503  Sell  102.92    Pending Modify      Sim1  Close  21653  503          
Order  2003-10-22 00:00:00.001  [Sim]SPY  Simulated order modify complete  21655  21655  Stop  503  Sell  103.42    Open      Sim1  Close  21653  503          
Order  2003-10-22 00:00:00.002  [Sim]SPY  Trade simulation fill. Bid: 103.19 Ask: 103.20 Last: 103.19  21655  21655  Stop  503  Sell  103.42    Filled  103.41  503  Sim1  Close  21653  503          
Fill  2003-10-22 00:00:00.003  [Sim]SPY  Trade simulation fill. Bid: 103.19 Ask: 103.20 Last: 103.19  21655  21655  Stop  503  Sell  103.42    Filled  103.41  503  Sim1  Close  21653    21655.1  105.89  103.19    
Order  2003-10-22 00:00:00.004  [Sim]SPY  Canceling order due to sibling fill  21654  21654  Limit  503  Sell  106.20    Pending Cancel      Sim1  Close  21653            
Order  2003-10-22 00:00:00.005  [Sim]SPY  Simulated order canceled  21654  21654  Limit  503  Sell  106.20    Canceled      Sim1  Close  21653            
Order  2003-10-31 00:00:00.000  [Sim]SPY  Auto-trade: Bar Backtest: SPY [CBV-D] Daily #4 | 5du | BuyEntry | Formula: Buy Entry at row 4 is TRUE. | Bar start date-time: 2003-10-30 00:00:00.000 | Last: 105.399994. Attached Order | Client side OCO order  21657    Limit    Sell  107.29    Pending Child-Client      Sim1  Close  21656            
Order  2003-10-31 00:00:00.001  [Sim]SPY  Auto-trade: Bar Backtest: SPY [CBV-D] Daily #4 | 5du | BuyEntry | Formula: Buy Entry at row 4 is TRUE. | Bar start date-time: 2003-10-30 00:00:00.000 | Last: 105.399994. Attached Order | Client side OCO order  21658    Stop    Sell  102.03    Pending Child-Client      Sim1  Close  21656            
Order  2003-10-31 00:00:00.002  [Sim]SPY  Auto-trade: Bar Backtest: SPY [CBV-D] Daily #4 | 5du | BuyEntry | Formula: Buy Entry at row 4 is TRUE. | Bar start date-time: 2003-10-30 00:00:00.000 | Last: 105.399994  21656    Limit  493  Buy  105.19    Order Sent      Sim1  Open              
Order  2003-10-31 00:00:00.003  [Sim]SPY  Simulated order accepted  21656  21656  Limit  493  Buy  105.19    Open      Sim1  Open              
Order  2003-11-05 00:00:00.000  [Sim]SPY  Trade simulation fill. Bid: 104.90 Ask: 104.91 Last: 104.90  21656  21656  Limit  493  Buy  105.19    Filled  105.19  493  Sim1  Open              
Fill  2003-11-05 00:00:00.001  [Sim]SPY  Trade simulation fill. Bid: 104.90 Ask: 104.91 Last: 104.90  21656  21656  Limit  493  Buy  105.19    Filled  105.19  493  Sim1  Open    493  21656.1        
Order  2003-11-05 00:00:00.002  [Sim]SPY  Auto-sent child from parent fill  21657    Limit  493  Sell  107.29    Order Sent      Sim1  Close  21656  493          
Order  2003-11-05 00:00:00.003  [Sim]SPY  Auto-sent child from parent fill  21658    Stop  493  Sell  102.03    Order Sent      Sim1  Close  21656  493          
Order  2003-11-05 00:00:00.004  [Sim]SPY  Simulated order accepted  21657  21657  Limit  493  Sell  107.29    Open      Sim1  Close  21656  493          
Order  2003-11-05 00:00:00.005  [Sim]SPY  Simulated order accepted  21658  21658  Stop  493  Sell  102.03    Open      Sim1  Close  21656  493          
Order  2003-11-05 00:00:00.006  [Sim]SPY  Auto-trade order modification: Bar Backtest: SPY [CBV-D] Daily #4 | Trade Management by Study. Requested Price: 102.19. Requested Quantity: 493  21658  21658  Stop  493  Sell  102.03    Pending Modify      Sim1  Close  21656  493          
Order  2003-11-05 00:00:00.007  [Sim]SPY  Simulated order modify complete  21658  21658  Stop  493  Sell  102.19    Open      Sim1  Close  21656  493          
Order  2003-11-10 00:00:00.000  [Sim]SPY  Auto-trade order modification: Bar Backtest: SPY [CBV-D] Daily #4 | Trade Management by Study. Requested Price: 103.28. Requested Quantity: 493  21658  21658  Stop  493  Sell  102.19    Pending Modify      Sim1  Close  21656  493          
Order  2003-11-10 00:00:00.001  [Sim]SPY  Simulated order modify complete  21658  21658  Stop  493  Sell  103.28    Open      Sim1  Close  21656  493          
Order  2003-11-11 00:00:00.000  [Sim]SPY  Auto-trade order modification: Bar Backtest: SPY [CBV-D] Daily #4 | Trade Management by Study. Requested Price: 103.83. Requested Quantity: 493  21658  21658  Stop  493  Sell  103.28    Pending Modify      Sim1  Close  21656  493          
Order  2003-11-11 00:00:00.001  [Sim]SPY  Simulated order modify complete  21658  21658  Stop  493  Sell  103.83    Open      Sim1  Close  21656  493          
Order  2003-11-12 00:00:00.000  [Sim]SPY  Auto-trade order modification: Bar Backtest: SPY [CBV-D] Daily #4 | Trade Management by Study. Requested Price: 103.88. Requested Quantity: 493  21658  21658  Stop  493  Sell  103.83    Pending Modify      Sim1  Close  21656  493          
Order  2003-11-12 00:00:00.001  [Sim]SPY  Simulated order modify complete  21658  21658  Stop  493  Sell  103.88    Open      Sim1  Close  21656  493          
Order  2003-11-13 00:00:00.000  [Sim]SPY  Auto-trade order modification: Bar Backtest: SPY [CBV-D] Daily #4 | Trade Management by Study. Requested Price: 104.81. Requested Quantity: 493  21658  21658  Stop  493  Sell  103.88    Pending Modify      Sim1  Close  21656  493          
Order  2003-11-13 00:00:00.001  [Sim]SPY  Simulated order modify complete  21658  21658  Stop  493  Sell  104.81    Open      Sim1  Close  21656  493          
Order  2003-11-17 00:00:00.000  [Sim]SPY  Trade simulation fill. Bid: 104.69 Ask: 104.70 Last: 104.69  21658  21658  Stop  493  Sell  104.81    Filled  104.69  493  Sim1  Close  21656  493          
Fill  2003-11-17 00:00:00.001  [Sim]SPY  Trade simulation fill. Bid: 104.69 Ask: 104.70 Last: 104.69  21658  21658  Stop  493  Sell  104.81    Filled  104.69  493  Sim1  Close  21656    21658.1  106.95  104.69    
Order  2003-11-17 00:00:00.002  [Sim]SPY  Canceling order due to sibling fill  21657  21657  Limit  493  Sell  107.29    Pending Cancel      Sim1  Close  21656            
Order  2003-11-17 00:00:00.003  [Sim]SPY  Simulated order canceled  21657  21657  Limit  493  Sell  107.29    Canceled      Sim1  Close  21656            
Order  2003-12-01 00:00:00.000  [Sim]SPY  Auto-trade: Bar Backtest: SPY [CBV-D] Daily #4 | 5du | BuyEntry | Formula: Buy Entry at row 4 is TRUE. | Bar start date-time: 2003-11-28 00:00:00.000 | Last: 106.85. Attached Order | Client side OCO order  21660    Limit    Sell  108.77    Pending Child-Client      Sim1  Close  21659            
Order  2003-12-01 00:00:00.001  [Sim]SPY  Auto-trade: Bar Backtest: SPY [CBV-D] Daily #4 | 5du | BuyEntry | Formula: Buy Entry at row 4 is TRUE. | Bar start date-time: 2003-11-28 00:00:00.000 | Last: 106.85. Attached Order | Client side OCO order  21661    Stop    Sell  103.44    Pending Child-Client      Sim1  Close  21659            
Order  2003-12-01 00:00:00.002  [Sim]SPY  Auto-trade: Bar Backtest: SPY [CBV-D] Daily #4 | 5du | BuyEntry | Formula: Buy Entry at row 4 is TRUE. | Bar start date-time: 2003-11-28 00:00:00.000 | Last: 106.85  21659    Limit  483  Buy  106.64    Order Sent      Sim1  Open              
Order  2003-12-01 00:00:00.003  [Sim]SPY  Simulated order accepted  21659  21659  Limit  483  Buy  106.64    Open      Sim1  Open              
Order  2003-12-05 00:00:00.000  [Sim]SPY  Trade simulation fill. Bid: 106.62 Ask: 106.63 Last: 106.62  21659  21659  Limit  483  Buy  106.64    Filled  106.64  483  Sim1  Open              
Fill  2003-12-05 00:00:00.001  [Sim]SPY  Trade simulation fill. Bid: 106.62 Ask: 106.63 Last: 106.62  21659  21659  Limit  483  Buy  106.64    Filled  106.64  483  Sim1  Open    483  21659.1        
Order  2003-12-05 00:00:00.002  [Sim]SPY  Auto-sent child from parent fill  21660    Limit  483  Sell  108.77    Order Sent      Sim1  Close  21659  483          
Order  2003-12-05 00:00:00.003  [Sim]SPY  Auto-sent child from parent fill  21661    Stop  483  Sell  103.44    Order Sent      Sim1  Close  21659  483          
Order  2003-12-05 00:00:00.004  [Sim]SPY  Simulated order accepted  21660  21660  Limit  483  Sell  108.77    Open      Sim1  Close  21659  483          
Order  2003-12-05 00:00:00.005  [Sim]SPY  Simulated order accepted  21661  21661  Stop  483  Sell  103.44    Open      Sim1  Close  21659  483          
Order  2003-12-05 00:00:00.006  [Sim]SPY  Auto-trade order modification: Bar Backtest: SPY [CBV-D] Daily #4 | Trade Management by Study. Requested Price: 103.63. Requested Quantity: 483  21661  21661  Stop  483  Sell  103.44    Pending Modify      Sim1  Close  21659  483          
Order  2003-12-05 00:00:00.007  [Sim]SPY  Simulated order modify complete  21661  21661  Stop  483  Sell  103.63    Open      Sim1  Close  21659  483          
Order  2003-12-09 00:00:00.000  [Sim]SPY  Auto-trade order modification: Bar Backtest: SPY [CBV-D] Daily #4 | Trade Management by Study. Requested Price: 104.69. Requested Quantity: 483  21661  21661  Stop  483  Sell  103.63    Pending Modify      Sim1  Close  21659  483          
Order  2003-12-09 00:00:00.001  [Sim]SPY  Simulated order modify complete  21661  21661  Stop  483  Sell  104.69    Open      Sim1  Close  21659  483          
Order  2003-12-10 00:00:00.000  [Sim]SPY  Auto-trade order modification: Bar Backtest: SPY [CBV-D] Daily #4 | Trade Management by Study. Requested Price: 105.40. Requested Quantity: 483  21661  21661  Stop  483  Sell  104.69    Pending Modify      Sim1  Close  21659  483          
Order  2003-12-10 00:00:00.001  [Sim]SPY  Simulated order modify complete  21661  21661  Stop  483  Sell  105.40    Open      Sim1  Close  21659  483          
Order  2003-12-12 00:00:00.000  [Sim]SPY  Auto-trade order modification: Bar Backtest: SPY [CBV-D] Daily #4 | Trade Management by Study. Requested Price: 105.97. Requested Quantity: 483  21661  21661  Stop  483  Sell  105.40    Pending Modify      Sim1  Close  21659  483          
Order  2003-12-12 00:00:00.001  [Sim]SPY  Simulated order modify complete  21661  21661  Stop  483  Sell  105.97    Open      Sim1  Close  21659  483          
Order  2003-12-15 00:00:00.000  [Sim]SPY  Trade simulation fill. Bid: 109.16 Ask: 109.17 Last: 109.17  21660  21660  Limit  483  Sell  108.77    Filled  109.16  483  Sim1  Close  21659  483          
Fill  2003-12-15 00:00:00.001  [Sim]SPY  Trade simulation fill. Bid: 109.16 Ask: 109.17 Last: 109.17  21660  21660  Limit  483  Sell  108.77    Filled  109.16  483  Sim1  Close  21659    21660.1  109.17  105.96    
Order  2003-12-15 00:00:00.002  [Sim]SPY  Canceling order due to sibling fill  21661  21661  Stop  483  Sell  105.97    Pending Cancel      Sim1  Close  21659            
Order  2003-12-15 00:00:00.003  [Sim]SPY  Simulated order canceled  21661  21661  Stop  483  Sell  105.97    Canceled      Sim1  Close  21659            
Order  2004-02-12 00:00:00.000  [Sim]SPY  Auto-trade: Bar Backtest: SPY [CBV-D] Daily #4 | 5du | BuyEntry | Formula: Buy Entry at row 4 is TRUE. | Bar start date-time: 2004-02-11 00:00:00.000 | Last: 115.97. Attached Order | Client side OCO order  21663    Limit    Sell  118.05    Pending Child-Client      Sim1  Close  21662            
Order  2004-02-12 00:00:00.001  [Sim]SPY  Auto-trade: Bar Backtest: SPY [CBV-D] Daily #4 | 5du | BuyEntry | Formula: Buy Entry at row 4 is TRUE. | Bar start date-time: 2004-02-11 00:00:00.000 | Last: 115.97. Attached Order | Client side OCO order  21664    Stop    Sell  112.27    Pending Child-Client      Sim1  Close  21662            
Order  2004-02-12 00:00:00.002  [Sim]SPY  Auto-trade: Bar Backtest: SPY [CBV-D] Daily #4 | 5du | BuyEntry | Formula: Buy Entry at row 4 is TRUE. | Bar start date-time: 2004-02-11 00:00:00.000 | Last: 115.97  21662    Limit  461  Buy  115.74    Order Sent      Sim1  Open              
Order  2004-02-12 00:00:00.003  [Sim]SPY  Simulated order accepted  21662  21662  Limit  461  Buy  115.74    Open      Sim1  Open              
Order  2004-02-12 00:00:00.004  [Sim]SPY  Trade simulation fill. Bid: 115.58 Ask: 115.59 Last: 115.58  21662  21662  Limit  461  Buy  115.74    Filled  115.74  461  Sim1  Open              
Fill  2004-02-12 00:00:00.005  [Sim]SPY  Trade simulation fill. Bid: 115.58 Ask: 115.59 Last: 115.58  21662  21662  Limit  461  Buy  115.74    Filled  115.74  461  Sim1  Open    461  21662.1        
Order  2004-02-12 00:00:00.006  [Sim]SPY  Auto-sent child from parent fill  21663    Limit  461  Sell  118.05    Order Sent      Sim1  Close  21662  461          
Order  2004-02-12 00:00:00.007  [Sim]SPY  Auto-sent child from parent fill  21664    Stop  461  Sell  112.27    Order Sent      Sim1  Close  21662  461          
Order  2004-02-12 00:00:00.008  [Sim]SPY  Simulated order accepted  21663  21663  Limit  461  Sell  118.05    Open      Sim1  Close  21662  461          
Order  2004-02-12 00:00:00.009  [Sim]SPY  Simulated order accepted  21664  21664  Stop  461  Sell  112.27    Open      Sim1  Close  21662  461          
Order  2004-02-12 00:00:00.010  [Sim]SPY  Auto-trade order modification: Bar Backtest: SPY [CBV-D] Daily #4 | Trade Management by Study. Requested Price: 112.57. Requested Quantity: 461  21664  21664  Stop  461  Sell  112.27    Pending Modify      Sim1  Close  21662  461          
Order  2004-02-12 00:00:00.011  [Sim]SPY  Simulated order modify complete  21664  21664  Stop  461  Sell  112.57    Open      Sim1  Close  21662  461          
Order  2004-02-13 00:00:00.000  [Sim]SPY  Auto-trade order modification: Bar Backtest: SPY [CBV-D] Daily #4 | Trade Management by Study. Requested Price: 112.79. Requested Quantity: 461  21664  21664  Stop  461  Sell  112.57    Pending Modify      Sim1  Close  21662  461          
Order  2004-02-13 00:00:00.001  [Sim]SPY  Simulated order modify complete  21664  21664  Stop  461  Sell  112.79    Open      Sim1  Close  21662  461          
Order  2004-02-23 00:00:00.000  [Sim]SPY  Auto-trade order modification: Bar Backtest: SPY [CBV-D] Daily #4 | Trade Management by Study. Requested Price: 113.21. Requested Quantity: 461  21664  21664  Stop  461  Sell  112.79    Pending Modify      Sim1  Close  21662  461          
Order  2004-02-23 00:00:00.001  [Sim]SPY  Simulated order modify complete  21664  21664  Stop  461  Sell  113.21    Open      Sim1  Close  21662  461          
Order  2004-02-24 00:00:00.000  [Sim]SPY  Auto-trade order modification: Bar Backtest: SPY [CBV-D] Daily #4 | Trade Management by Study. Requested Price: 114.18. Requested Quantity: 461  21664  21664  Stop  461  Sell  113.21    Pending Modify      Sim1  Close  21662  461          
Order  2004-02-24 00:00:00.001  [Sim]SPY  Simulated order modify complete  21664  21664  Stop  461  Sell  114.18    Open      Sim1  Close  21662  461          
Order  2004-02-24 00:00:00.002  [Sim]SPY  Trade simulation fill. Bid: 113.03 Ask: 113.04 Last: 113.03  21664  21664  Stop  461  Sell  114.18    Filled  114.17  461  Sim1  Close  21662  461          
Fill  2004-02-24 00:00:00.003  [Sim]SPY  Trade simulation fill. Bid: 113.03 Ask: 113.04 Last: 113.03  21664  21664  Stop  461  Sell  114.18    Filled  114.17  461  Sim1  Close  21662    21664.1  116.60  113.03    
Order  2004-02-24 00:00:00.004  [Sim]SPY  Canceling order due to sibling fill  21663  21663  Limit  461  Sell  118.05    Pending Cancel      Sim1  Close  21662            
Order  2004-02-24 00:00:00.005  [Sim]SPY  Simulated order canceled  21663  21663  Limit  461  Sell  118.05    Canceled      Sim1  Close  21662            
Order  2004-03-31 00:00:00.000  [Sim]SPY  Auto-trade: Bar Backtest: SPY [CBV-D] Daily #4 | 5du | BuyEntry | Formula: Buy Entry at row 4 is TRUE. | Bar start date-time: 2004-03-30 00:00:00.000 | Last: 112.99. Attached Order | Client side OCO order  21666    Limit    Sell  115.02    Pending Child-Client      Sim1  Close  21665            
Order  2004-03-31 00:00:00.001  [Sim]SPY  Auto-trade: Bar Backtest: SPY [CBV-D] Daily #4 | 5du | BuyEntry | Formula: Buy Entry at row 4 is TRUE. | Bar start date-time: 2004-03-30 00:00:00.000 | Last: 112.99. Attached Order | Client side OCO order  21667    Stop    Sell  109.38    Pending Child-Client      Sim1  Close  21665            
Order  2004-03-31 00:00:00.002  [Sim]SPY  Auto-trade: Bar Backtest: SPY [CBV-D] Daily #4 | 5du | BuyEntry | Formula: Buy Entry at row 4 is TRUE. | Bar start date-time: 2004-03-30 00:00:00.000 | Last: 112.99  21665    Limit  463  Buy  112.76    Order Sent      Sim1  Open              
Order  2004-03-31 00:00:00.003  [Sim]SPY  Simulated order accepted  21665  21665  Limit  463  Buy  112.76    Open      Sim1  Open              
Order  2004-03-31 00:00:00.004  [Sim]SPY  Trade simulation fill. Bid: 112.38 Ask: 112.39 Last: 112.38  21665  21665  Limit  463  Buy  112.76    Filled  112.76  463  Sim1  Open              
Fill  2004-03-31 00:00:00.005  [Sim]SPY  Trade simulation fill. Bid: 112.38 Ask: 112.39 Last: 112.38  21665  21665  Limit  463  Buy  112.76    Filled  112.76  463  Sim1  Open    463  21665.1        
Order  2004-03-31 00:00:00.006  [Sim]SPY  Auto-sent child from parent fill  21666    Limit  463  Sell  115.02    Order Sent      Sim1  Close  21665  463          
Order  2004-03-31 00:00:00.007  [Sim]SPY  Auto-sent child from parent fill  21667    Stop  463  Sell  109.38    Order Sent      Sim1  Close  21665  463          
Order  2004-03-31 00:00:00.008  [Sim]SPY  Simulated order accepted  21666  21666  Limit  463  Sell  115.02    Open      Sim1  Close  21665  463          
Order  2004-03-31 00:00:00.009  [Sim]SPY  Simulated order accepted  21667  21667  Stop  463  Sell  109.38    Open      Sim1  Close  21665  463          
Order  2004-03-31 00:00:00.010  [Sim]SPY  Auto-trade order modification: Bar Backtest: SPY [CBV-D] Daily #4 | Trade Management by Study. Requested Price: 108.86. Requested Quantity: 463  21667  21667  Stop  463  Sell  109.38    Pending Modify      Sim1  Close  21665  463          
Order  2004-03-31 00:00:00.011  [Sim]SPY  Simulated order modify complete  21667  21667  Stop  463  Sell  108.86    Open      Sim1  Close  21665  463          
Order  2004-04-05 00:00:00.000  [Sim]SPY  Trade simulation fill. Bid: 115.37 Ask: 115.38 Last: 115.38  21666  21666  Limit  463  Sell  115.02    Filled  115.02  463  Sim1  Close  21665  463          
Fill  2004-04-05 00:00:00.001  [Sim]SPY  Trade simulation fill. Bid: 115.37 Ask: 115.38 Last: 115.38  21666  21666  Limit  463  Sell  115.02    Filled  115.02  463  Sim1  Close  21665    21666.1  115.38  113.05    
Order  2004-04-05 00:00:00.002  [Sim]SPY  Canceling order due to sibling fill  21667  21667  Stop  463  Sell  108.86    Pending Cancel      Sim1  Close  21665            
Order  2004-04-05 00:00:00.003  [Sim]SPY  Simulated order canceled  21667  21667  Stop  463  Sell  108.86    Canceled      Sim1  Close  21665            
Order  2004-05-27 00:00:00.000  [Sim]SPY  Auto-trade: Bar Backtest: SPY [CBV-D] Daily #4 | 5du | BuyEntry | Formula: Buy Entry at row 4 is TRUE. | Bar start date-time: 2004-05-26 00:00:00.000 | Last: 112.54. Attached Order | Client side OCO order  21669    Limit    Sell  114.56    Pending Child-Client      Sim1  Close  21668            
Order  2004-05-27 00:00:00.001  [Sim]SPY  Auto-trade: Bar Backtest: SPY [CBV-D] Daily #4 | 5du | BuyEntry | Formula: Buy Entry at row 4 is TRUE. | Bar start date-time: 2004-05-26 00:00:00.000 | Last: 112.54. Attached Order | Client side OCO order  21670    Stop    Sell  108.94    Pending Child-Client      Sim1  Close  21668            
Order  2004-05-27 00:00:00.002  [Sim]SPY  Auto-trade: Bar Backtest: SPY [CBV-D] Daily #4 | 5du | BuyEntry | Formula: Buy Entry at row 4 is TRUE. | Bar start date-time: 2004-05-26 00:00:00.000 | Last: 112.54  21668    Limit  479  Buy  112.31    Order Sent      Sim1  Open              
Order  2004-05-27 00:00:00.003  [Sim]SPY  Simulated order accepted  21668  21668  Limit  479  Buy  112.31    Open      Sim1  Open              
Order  2004-05-27 00:00:00.004  [Sim]SPY  Trade simulation fill. Bid: 112.06 Ask: 112.07 Last: 112.06  21668  21668  Limit  479  Buy  112.31    Filled  112.31  479  Sim1  Open              
Fill  2004-05-27 00:00:00.005  [Sim]SPY  Trade simulation fill. Bid: 112.06 Ask: 112.07 Last: 112.06  21668  21668  Limit  479  Buy  112.31    Filled  112.31  479  Sim1  Open    479  21668.1        
Order  2004-05-27 00:00:00.006  [Sim]SPY  Auto-sent child from parent fill  21669    Limit  479  Sell  114.56    Order Sent      Sim1  Close  21668  479          
Order  2004-05-27 00:00:00.007  [Sim]SPY  Auto-sent child from parent fill  21670    Stop  479  Sell  108.94    Order Sent      Sim1  Close  21668  479          
Order  2004-05-27 00:00:00.008  [Sim]SPY  Simulated order accepted  21669  21669  Limit  479  Sell  114.56    Open      Sim1  Close  21668  479          
Order  2004-05-27 00:00:00.009  [Sim]SPY  Simulated order accepted  21670  21670  Stop  479  Sell  108.94    Open      Sim1  Close  21668  479          
Order  2004-05-27 00:00:00.010  [Sim]SPY  Auto-trade order modification: Bar Backtest: SPY [CBV-D] Daily #4 | Trade Management by Study. Requested Price: 108.42. Requested Quantity: 479  21670  21670  Stop  479  Sell  108.94    Pending Modify      Sim1  Close  21668  479          
Order  2004-05-27 00:00:00.011  [Sim]SPY  Simulated order modify complete  21670  21670  Stop  479  Sell  108.42    Open      Sim1  Close  21668  479          
Order  2004-06-02 00:00:00.000  [Sim]SPY  Auto-trade order modification: Bar Backtest: SPY [CBV-D] Daily #4 | Trade Management by Study. Requested Price: 109.05. Requested Quantity: 479  21670  21670  Stop  479  Sell  108.42    Pending Modify      Sim1  Close  21668  479          
Order  2004-06-02 00:00:00.001  [Sim]SPY  Simulated order modify complete  21670  21670  Stop  479  Sell  109.05    Open      Sim1  Close  21668  479          
Order  2004-06-07 00:00:00.000  [Sim]SPY  Auto-trade order modification: Bar Backtest: SPY [CBV-D] Daily #4 | Trade Management by Study. Requested Price: 109.48. Requested Quantity: 479  21670  21670  Stop  479  Sell  109.05    Pending Modify      Sim1  Close  21668  479          
Order  2004-06-07 00:00:00.001  [Sim]SPY  Simulated order modify complete  21670  21670  Stop  479  Sell  109.48    Open      Sim1  Close  21668  479          
Order  2004-06-07 00:00:00.002  [Sim]SPY  Trade simulation fill. Bid: 114.80 Ask: 114.81 Last: 114.81  21669  21669  Limit  479  Sell  114.56    Filled  114.56  479  Sim1  Close  21668  479          
Fill  2004-06-07 00:00:00.003  [Sim]SPY  Trade simulation fill. Bid: 114.80 Ask: 114.81 Last: 114.81  21669  21669  Limit  479  Sell  114.56    Filled  114.56  479  Sim1  Close  21668    21669.1  114.81  111.87    
Order  2004-06-07 00:00:00.004  [Sim]SPY  Canceling order due to sibling fill  21670  21670  Stop  479  Sell  109.48    Pending Cancel      Sim1  Close  21668            
Order  2004-06-07 00:00:00.005  [Sim]SPY  Simulated order canceled  21670  21670  Stop  479  Sell  109.48    Canceled      Sim1  Close  21668            
Order  2004-08-03 00:00:00.000  [Sim]SPY  Auto-trade: Bar Backtest: SPY [CBV-D] Daily #4 | 5du | BuyEntry | Formula: Buy Entry at row 4 is TRUE. | Bar start date-time: 2004-08-02 00:00:00.000 | Last: 110.93. Attached Order | Client side OCO order  21672    Limit    Sell  112.92    Pending Child-Client      Sim1  Close  21671            
Order  2004-08-03 00:00:00.001  [Sim]SPY  Auto-trade: Bar Backtest: SPY [CBV-D] Daily #4 | 5du | BuyEntry | Formula: Buy Entry at row 4 is TRUE. | Bar start date-time: 2004-08-02 00:00:00.000 | Last: 110.93. Attached Order | Client side OCO order  21673    Stop    Sell  107.39    Pending Child-Client      Sim1  Close  21671            
Order  2004-08-03 00:00:00.002  [Sim]SPY  Auto-trade: Bar Backtest: SPY [CBV-D] Daily #4 | 5du | BuyEntry | Formula: Buy Entry at row 4 is TRUE. | Bar start date-time: 2004-08-02 00:00:00.000 | Last: 110.93  21671    Limit  501  Buy  110.71    Order Sent      Sim1  Open              
Order  2004-08-03 00:00:00.003  [Sim]SPY  Simulated order accepted  21671  21671  Limit  501  Buy  110.71    Open      Sim1  Open              
Order  2004-08-03 00:00:00.004  [Sim]SPY  Trade simulation fill. Bid: 110.16 Ask: 110.17 Last: 110.16  21671  21671  Limit  501  Buy  110.71    Filled  110.71  501  Sim1  Open              
Fill  2004-08-03 00:00:00.005  [Sim]SPY  Trade simulation fill. Bid: 110.16 Ask: 110.17 Last: 110.16  21671  21671  Limit  501  Buy  110.71    Filled  110.71  501  Sim1  Open    501  21671.1        
Order  2004-08-03 00:00:00.006  [Sim]SPY  Auto-sent child from parent fill  21672    Limit  501  Sell  112.92    Order Sent      Sim1  Close  21671  501          
Order  2004-08-03 00:00:00.007  [Sim]SPY  Auto-sent child from parent fill  21673    Stop  501  Sell  107.39    Order Sent      Sim1  Close  21671  501          
Order  2004-08-03 00:00:00.008  [Sim]SPY  Simulated order accepted  21672  21672  Limit  501  Sell  112.92    Open      Sim1  Close  21671  501          
Order  2004-08-03 00:00:00.009  [Sim]SPY  Simulated order accepted  21673  21673  Stop  501  Sell  107.39    Open      Sim1  Close  21671  501          
Order  2004-08-03 00:00:00.010  [Sim]SPY  Auto-trade order modification: Bar Backtest: SPY [CBV-D] Daily #4 | Trade Management by Study. Requested Price: 108.22. Requested Quantity: 501  21673  21673  Stop  501  Sell  107.39    Pending Modify      Sim1  Close  21671  501          
Order  2004-08-03 00:00:00.011  [Sim]SPY  Simulated order modify complete  21673  21673  Stop  501  Sell  108.22    Open      Sim1  Close  21671  501          
Order  2004-08-06 00:00:00.000  [Sim]SPY  Trade simulation fill. Bid: 107.63 Ask: 107.64 Last: 107.63  21673  21673  Stop  501  Sell  108.22    Filled  107.63  501  Sim1  Close  21671  501          
Fill  2004-08-06 00:00:00.001  [Sim]SPY  Trade simulation fill. Bid: 107.63 Ask: 107.64 Last: 107.63  21673  21673  Stop  501  Sell  108.22    Filled  107.63  501  Sim1  Close  21671    21673.1  110.75  107.63    
Order  2004-08-06 00:00:00.002  [Sim]SPY  Canceling order due to sibling fill  21672  21672  Limit  501  Sell  112.92    Pending Cancel      Sim1  Close  21671            
Order  2004-08-06 00:00:00.003  [Sim]SPY  Simulated order canceled  21672  21672  Limit  501  Sell  112.92    Canceled      Sim1  Close  21671            
Order  2004-11-08 00:00:00.000  [Sim]SPY  Auto-trade: Bar Backtest: SPY [CBV-D] Daily #4 | 5du | BuyEntry | Formula: Buy Entry at row 4 is TRUE. | Bar start date-time: 2004-11-05 00:00:00.000 | Last: 116.979996. Attached Order | Client side OCO order  21675    Limit    Sell  119.09    Pending Child-Client      Sim1  Close  21674            
Order  2004-11-08 00:00:00.001  [Sim]SPY  Auto-trade: Bar Backtest: SPY [CBV-D] Daily #4 | 5du | BuyEntry | Formula: Buy Entry at row 4 is TRUE. | Bar start date-time: 2004-11-05 00:00:00.000 | Last: 116.979996. Attached Order | Client side OCO order  21676    Stop    Sell  113.25    Pending Child-Client      Sim1  Close  21674            
Order  2004-11-08 00:00:00.002  [Sim]SPY  Auto-trade: Bar Backtest: SPY [CBV-D] Daily #4 | 5du | BuyEntry | Formula: Buy Entry at row 4 is TRUE. | Bar start date-time: 2004-11-05 00:00:00.000 | Last: 116.979996  21674    Limit  455  Buy  116.75    Order Sent      Sim1  Open              
Order  2004-11-08 00:00:00.003  [Sim]SPY  Simulated order accepted  21674  21674  Limit  455  Buy  116.75    Open      Sim1  Open              
Order  2004-11-08 00:00:00.004  [Sim]SPY  Trade simulation fill. Bid: 116.72 Ask: 116.73 Last: 116.72  21674  21674  Limit  455  Buy  116.75    Filled  116.75  455  Sim1  Open              
Fill  2004-11-08 00:00:00.005  [Sim]SPY  Trade simulation fill. Bid: 116.72 Ask: 116.73 Last: 116.72  21674  21674  Limit  455  Buy  116.75    Filled  116.75  455  Sim1  Open    455  21674.1        
Order  2004-11-08 00:00:00.006  [Sim]SPY  Auto-sent child from parent fill  21675    Limit  455  Sell  119.09    Order Sent      Sim1  Close  21674  455          
Order  2004-11-08 00:00:00.007  [Sim]SPY  Auto-sent child from parent fill  21676    Stop  455  Sell  113.25    Order Sent      Sim1  Close  21674  455          
Order  2004-11-08 00:00:00.008  [Sim]SPY  Simulated order accepted  21675  21675  Limit  455  Sell  119.09    Open      Sim1  Close  21674  455          
Order  2004-11-08 00:00:00.009  [Sim]SPY  Simulated order accepted  21676  21676  Stop  455  Sell  113.25    Open      Sim1  Close  21674  455          
Order  2004-11-08 00:00:00.010  [Sim]SPY  Auto-trade order modification: Bar Backtest: SPY [CBV-D] Daily #4 | Trade Management by Study. Requested Price: 109.36. Requested Quantity: 455  21676  21676  Stop  455  Sell  113.25    Pending Modify      Sim1  Close  21674  455          
Order  2004-11-08 00:00:00.011  [Sim]SPY  Simulated order modify complete  21676  21676  Stop  455  Sell  109.36    Open      Sim1  Close  21674  455          
Order  2004-11-09 00:00:00.000  [Sim]SPY  Auto-trade order modification: Bar Backtest: SPY [CBV-D] Daily #4 | Trade Management by Study. Requested Price: 109.89. Requested Quantity: 455  21676  21676  Stop  455  Sell  109.36    Pending Modify      Sim1  Close  21674  455          
Order  2004-11-09 00:00:00.001  [Sim]SPY  Simulated order modify complete  21676  21676  Stop  455  Sell  109.89    Open      Sim1  Close  21674  455          
Order  2004-11-10 00:00:00.000  [Sim]SPY  Auto-trade order modification: Bar Backtest: SPY [CBV-D] Daily #4 | Trade Management by Study. Requested Price: 111.13. Requested Quantity: 455  21676  21676  Stop  455  Sell  109.89    Pending Modify      Sim1  Close  21674  455          
Order  2004-11-10 00:00:00.001  [Sim]SPY  Simulated order modify complete  21676  21676  Stop  455  Sell  111.13    Open      Sim1  Close  21674  455          
Order  2004-11-11 00:00:00.000  [Sim]SPY  Auto-trade order modification: Bar Backtest: SPY [CBV-D] Daily #4 | Trade Management by Study. Requested Price: 112.50. Requested Quantity: 455  21676  21676  Stop  455  Sell  111.13    Pending Modify      Sim1  Close  21674  455          
Order  2004-11-11 00:00:00.001  [Sim]SPY  Simulated order modify complete  21676  21676  Stop  455  Sell  112.50    Open      Sim1  Close  21674  455          
Order  2004-11-12 00:00:00.000  [Sim]SPY  Auto-trade order modification: Bar Backtest: SPY [CBV-D] Daily #4 | Trade Management by Study. Requested Price: 112.91. Requested Quantity: 455  21676  21676  Stop  455  Sell  112.50    Pending Modify      Sim1  Close  21674  455          
Order  2004-11-12 00:00:00.001  [Sim]SPY  Simulated order modify complete  21676  21676  Stop  455  Sell  112.91    Open      Sim1  Close  21674  455          
Order  2004-11-15 00:00:00.000  [Sim]SPY  Auto-trade order modification: Bar Backtest: SPY [CBV-D] Daily #4 | Trade Management by Study. Requested Price: 113.21. Requested Quantity: 455  21676  21676  Stop  455  Sell  112.91    Pending Modify      Sim1  Close  21674  455          
Order  2004-11-15 00:00:00.001  [Sim]SPY  Simulated order modify complete  21676  21676  Stop  455  Sell  113.21    Open      Sim1  Close  21674  455          
Order  2004-11-16 00:00:00.000  [Sim]SPY  Auto-trade order modification: Bar Backtest: SPY [CBV-D] Daily #4 | Trade Management by Study. Requested Price: 113.23. Requested Quantity: 455  21676  21676  Stop  455  Sell  113.21    Pending Modify      Sim1  Close  21674  455          
Order  2004-11-16 00:00:00.001  [Sim]SPY  Simulated order modify complete  21676  21676  Stop  455  Sell  113.23    Open      Sim1  Close  21674  455          
Order  2004-11-17 00:00:00.000  [Sim]SPY  Auto-trade order modification: Bar Backtest: SPY [CBV-D] Daily #4 | Trade Management by Study. Requested Price: 114.25. Requested Quantity: 455  21676  21676  Stop  455  Sell  113.23    Pending Modify      Sim1  Close  21674  455          
Order  2004-11-17 00:00:00.001  [Sim]SPY  Simulated order modify complete  21676  21676  Stop  455  Sell  114.25    Open      Sim1  Close  21674  455          
Order  2004-11-17 00:00:00.002  [Sim]SPY  Trade simulation fill. Bid: 119.13 Ask: 119.14 Last: 119.14  21675  21675  Limit  455  Sell  119.09    Filled  119.09  455  Sim1  Close  21674  455          
Fill  2004-11-17 00:00:00.003  [Sim]SPY  Trade simulation fill. Bid: 119.13 Ask: 119.14 Last: 119.14  21675  21675  Limit  455  Sell  119.09    Filled  119.09  455  Sim1  Close  21674    21675.1  119.14  116.76    
Order  2004-11-17 00:00:00.004  [Sim]SPY  Canceling order due to sibling fill  21676  21676  Stop  455  Sell  114.25    Pending Cancel      Sim1  Close  21674            
Order  2004-11-17 00:00:00.005  [Sim]SPY  Simulated order canceled  21676  21676  Stop  455  Sell  114.25    Canceled      Sim1  Close  21674            
Order  2004-12-15 00:00:00.000  [Sim]SPY  Auto-trade: Bar Backtest: SPY [CBV-D] Daily #4 | 5du | BuyEntry | Formula: Buy Entry at row 4 is TRUE. | Bar start date-time: 2004-12-14 00:00:00.000 | Last: 120.7. Attached Order | Client side OCO order  21678    Limit    Sell  122.87    Pending Child-Client      Sim1  Close  21677            
Order  2004-12-15 00:00:00.001  [Sim]SPY  Auto-trade: Bar Backtest: SPY [CBV-D] Daily #4 | 5du | BuyEntry | Formula: Buy Entry at row 4 is TRUE. | Bar start date-time: 2004-12-14 00:00:00.000 | Last: 120.7. Attached Order | Client side OCO order  21679    Stop    Sell  116.85    Pending Child-Client      Sim1  Close  21677            
Order  2004-12-15 00:00:00.002  [Sim]SPY  Auto-trade: Bar Backtest: SPY [CBV-D] Daily #4 | 5du | BuyEntry | Formula: Buy Entry at row 4 is TRUE. | Bar start date-time: 2004-12-14 00:00:00.000 | Last: 120.7  21677    Limit  454  Buy  120.46    Order Sent      Sim1  Open              
Order  2004-12-15 00:00:00.003  [Sim]SPY  Simulated order accepted  21677  21677  Limit  454  Buy  120.46    Open      Sim1  Open              
Order  2004-12-15 00:00:00.004  [Sim]SPY  Trade simulation fill. Bid: 120.31 Ask: 120.32 Last: 120.31  21677  21677  Limit  454  Buy  120.46    Filled  120.46  454  Sim1  Open              
Fill  2004-12-15 00:00:00.005  [Sim]SPY  Trade simulation fill. Bid: 120.31 Ask: 120.32 Last: 120.31  21677  21677  Limit  454  Buy  120.46    Filled  120.46  454  Sim1  Open    454  21677.1        
Order  2004-12-15 00:00:00.006  [Sim]SPY  Auto-sent child from parent fill  21678    Limit  454  Sell  122.87    Order Sent      Sim1  Close  21677  454          
Order  2004-12-15 00:00:00.007  [Sim]SPY  Auto-sent child from parent fill  21679    Stop  454  Sell  116.85    Order Sent      Sim1  Close  21677  454          
Order  2004-12-15 00:00:00.008  [Sim]SPY  Simulated order accepted  21678  21678  Limit  454  Sell  122.87    Open      Sim1  Close  21677  454          
Order  2004-12-15 00:00:00.009  [Sim]SPY  Simulated order accepted  21679  21679  Stop  454  Sell  116.85    Open      Sim1  Close  21677  454          
Order  2004-12-15 00:00:00.010  [Sim]SPY  Auto-trade order modification: Bar Backtest: SPY [CBV-D] Daily #4 | Trade Management by Study. Requested Price: 117.74. Requested Quantity: 454  21679  21679  Stop  454  Sell  116.85    Pending Modify      Sim1  Close  21677  454          
Order  2004-12-15 00:00:00.011  [Sim]SPY  Simulated order modify complete  21679  21679  Stop  454  Sell  117.74    Open      Sim1  Close  21677  454          
Order  2004-12-27 00:00:00.000  [Sim]SPY  Auto-trade order modification: Bar Backtest: SPY [CBV-D] Daily #4 | Trade Management by Study. Requested Price: 118.86. Requested Quantity: 454  21679  21679  Stop  454  Sell  117.74    Pending Modify      Sim1  Close  21677  454          
Order  2004-12-27 00:00:00.001  [Sim]SPY  Simulated order modify complete  21679  21679  Stop  454  Sell  118.86    Open      Sim1  Close  21677  454          
Order  2004-12-28 00:00:00.000  [Sim]SPY  Auto-trade order modification: Bar Backtest: SPY [CBV-D] Daily #4 | Trade Management by Study. Requested Price: 119.01. Requested Quantity: 454  21679  21679  Stop  454  Sell  118.86    Pending Modify      Sim1  Close  21677  454          
Order  2004-12-28 00:00:00.001  [Sim]SPY  Simulated order modify complete  21679  21679  Stop  454  Sell  119.01    Open      Sim1  Close  21677  454          
Order  2005-01-04 00:00:00.000  [Sim]SPY  Trade simulation fill. Bid: 118.44 Ask: 118.45 Last: 118.44  21679  21679  Stop  454  Sell  119.01    Filled  119.00  454  Sim1  Close  21677  454          
Fill  2005-01-04 00:00:00.001  [Sim]SPY  Trade simulation fill. Bid: 118.44 Ask: 118.45 Last: 118.44  21679  21679  Stop  454  Sell  119.01    Filled  119.00  454  Sim1  Close  21677    21679.1  121.76  118.44    
Order  2005-01-04 00:00:00.002  [Sim]SPY  Canceling order due to sibling fill  21678  21678  Limit  454  Sell  122.87    Pending Cancel      Sim1  Close  21677            
Order  2005-01-04 00:00:00.003  [Sim]SPY  Simulated order canceled  21678  21678  Limit  454  Sell  122.87    Canceled      Sim1  Close  21677            
Order  2005-07-14 00:00:00.000  [Sim]SPY  Auto-trade: Bar Backtest: SPY [CBV-D] Daily #4 | 5du | BuyEntry | Formula: Buy Entry at row 4 is TRUE. | Bar start date-time: 2005-07-13 00:00:00.000 | Last: 122.979996. Attached Order | Client side OCO order  21681    Limit    Sell  125.18    Pending Child-Client      Sim1  Close  21680            
Order  2005-07-14 00:00:00.001  [Sim]SPY  Auto-trade: Bar Backtest: SPY [CBV-D] Daily #4 | 5du | BuyEntry | Formula: Buy Entry at row 4 is TRUE. | Bar start date-time: 2005-07-13 00:00:00.000 | Last: 122.979996. Attached Order | Client side OCO order  21682    Stop    Sell  119.05    Pending Child-Client      Sim1  Close  21680            
Order  2005-07-14 00:00:00.002  [Sim]SPY  Auto-trade: Bar Backtest: SPY [CBV-D] Daily #4 | 5du | BuyEntry | Formula: Buy Entry at row 4 is TRUE. | Bar start date-time: 2005-07-13 00:00:00.000 | Last: 122.979996  21680    Limit  438  Buy  122.73    Order Sent      Sim1  Open              
Order  2005-07-14 00:00:00.003  [Sim]SPY  Simulated order accepted  21680  21680  Limit  438  Buy  122.73    Open      Sim1  Open              
Order  2005-07-14 00:00:00.004  [Sim]SPY  Trade simulation fill. Bid: 122.49 Ask: 122.50 Last: 122.49  21680  21680  Limit  438  Buy  122.73    Filled  122.73  438  Sim1  Open              
Fill  2005-07-14 00:00:00.005  [Sim]SPY  Trade simulation fill. Bid: 122.49 Ask: 122.50 Last: 122.49  21680  21680  Limit  438  Buy  122.73    Filled  122.73  438  Sim1  Open    438  21680.1        
Order  2005-07-14 00:00:00.006  [Sim]SPY  Auto-sent child from parent fill  21681    Limit  438  Sell  125.18    Order Sent      Sim1  Close  21680  438          
Order  2005-07-14 00:00:00.007  [Sim]SPY  Auto-sent child from parent fill  21682    Stop  438  Sell  119.05    Order Sent      Sim1  Close  21680  438          
Order  2005-07-14 00:00:00.008  [Sim]SPY  Simulated order accepted  21681  21681  Limit  438  Sell  125.18    Open      Sim1  Close  21680  438          
Order  2005-07-14 00:00:00.009  [Sim]SPY  Simulated order accepted  21682  21682  Stop  438  Sell  119.05    Open      Sim1  Close  21680  438          
Order  2005-07-14 00:00:00.010  [Sim]SPY  Auto-trade order modification: Bar Backtest: SPY [CBV-D] Daily #4 | Trade Management by Study. Requested Price: 118.27. Requested Quantity: 438  21682  21682  Stop  438  Sell  119.05    Pending Modify      Sim1  Close  21680  438          
Order  2005-07-14 00:00:00.011  [Sim]SPY  Simulated order modify complete  21682  21682  Stop  438  Sell  118.27    Open      Sim1  Close  21680  438          
Order  2005-07-22 00:00:00.000  [Sim]SPY  Auto-trade order modification: Bar Backtest: SPY [CBV-D] Daily #4 | Trade Management by Study. Requested Price: 119.73. Requested Quantity: 438  21682  21682  Stop  438  Sell  118.27    Pending Modify      Sim1  Close  21680  438          
Order  2005-07-22 00:00:00.001  [Sim]SPY  Simulated order modify complete  21682  21682  Stop  438  Sell  119.73    Open      Sim1  Close  21680  438          
Order  2005-07-25 00:00:00.000  [Sim]SPY  Auto-trade order modification: Bar Backtest: SPY [CBV-D] Daily #4 | Trade Management by Study. Requested Price: 121.32. Requested Quantity: 438  21682  21682  Stop  438  Sell  119.73    Pending Modify      Sim1  Close  21680  438          
Order  2005-07-25 00:00:00.001  [Sim]SPY  Simulated order modify complete  21682  21682  Stop  438  Sell  121.32    Open      Sim1  Close  21680  438          
Order  2005-07-26 00:00:00.000  [Sim]SPY  Auto-trade order modification: Bar Backtest: SPY [CBV-D] Daily #4 | Trade Management by Study. Requested Price: 121.65. Requested Quantity: 438  21682  21682  Stop  438  Sell  121.32    Pending Modify      Sim1  Close  21680  438          
Order  2005-07-26 00:00:00.001  [Sim]SPY  Simulated order modify complete  21682  21682  Stop  438  Sell  121.65    Open      Sim1  Close  21680  438          
Order  2005-07-27 00:00:00.000  [Sim]SPY  Auto-trade order modification: Bar Backtest: SPY [CBV-D] Daily #4 | Trade Management by Study. Requested Price: 122.00. Requested Quantity: 438  21682  21682  Stop  438  Sell  121.65    Pending Modify      Sim1  Close  21680  438          
Order  2005-07-27 00:00:00.001  [Sim]SPY  Simulated order modify complete  21682  21682  Stop  438  Sell  122.00    Open      Sim1  Close  21680  438          
Order  2005-07-28 00:00:00.000  [Sim]SPY  Auto-trade order modification: Bar Backtest: SPY [CBV-D] Daily #4 | Trade Management by Study. Requested Price: 122.06. Requested Quantity: 438  21682  21682  Stop  438  Sell  122.00    Pending Modify      Sim1  Close  21680  438          
Order  2005-07-28 00:00:00.001  [Sim]SPY  Simulated order modify complete  21682  21682  Stop  438  Sell  122.06    Open      Sim1  Close  21680  438          
Order  2005-08-02 00:00:00.000  [Sim]SPY  Auto-trade order modification: Bar Backtest: SPY [CBV-D] Daily #4 | Trade Management by Study. Requested Price: 122.31. Requested Quantity: 438  21682  21682  Stop  438  Sell  122.06    Pending Modify      Sim1  Close  21680  438          
Order  2005-08-02 00:00:00.001  [Sim]SPY  Simulated order modify complete  21682  21682  Stop  438  Sell  122.31    Open      Sim1  Close  21680  438          
Order  2005-08-04 00:00:00.000  [Sim]SPY  Auto-trade order modification: Bar Backtest: SPY [CBV-D] Daily #4 | Trade Management by Study. Requested Price: 122.38. Requested Quantity: 438  21682  21682  Stop  438  Sell  122.31    Pending Modify      Sim1  Close  21680  438          
Order  2005-08-04 00:00:00.001  [Sim]SPY  Simulated order modify complete  21682  21682  Stop  438  Sell  122.38    Open      Sim1  Close  21680  438          
Order  2005-08-08 00:00:00.000  [Sim]SPY  Trade simulation fill. Bid: 122.38 Ask: 122.39 Last: 122.38  21682  21682  Stop  438  Sell  122.38    Filled  122.38  438  Sim1  Close  21680  438          
Fill  2005-08-08 00:00:00.001  [Sim]SPY  Trade simulation fill. Bid: 122.38 Ask: 122.39 Last: 122.38  21682  21682  Stop  438  Sell  122.38    Filled  122.38  438  Sim1  Close  21680    21682.1  124.74  122.05    
Order  2005-08-08 00:00:00.002  [Sim]SPY  Canceling order due to sibling fill  21681  21681  Limit  438  Sell  125.18    Pending Cancel      Sim1  Close  21680            
Order  2005-08-08 00:00:00.003  [Sim]SPY  Simulated order canceled  21681  21681  Limit  438  Sell  125.18    Canceled      Sim1  Close  21680            
Order  2005-11-04 00:00:00.000  [Sim]SPY  Auto-trade: Bar Backtest: SPY [CBV-D] Daily #4 | 5du | BuyEntry | Formula: Buy Entry at row 4 is TRUE. | Bar start date-time: 2005-11-03 00:00:00.000 | Last: 122.399994. Attached Order | Client side OCO order  21684    Limit    Sell  124.60    Pending Child-Client      Sim1  Close  21683            
Order  2005-11-04 00:00:00.001  [Sim]SPY  Auto-trade: Bar Backtest: SPY [CBV-D] Daily #4 | 5du | BuyEntry | Formula: Buy Entry at row 4 is TRUE. | Bar start date-time: 2005-11-03 00:00:00.000 | Last: 122.399994. Attached Order | Client side OCO order  21685    Stop    Sell  118.50    Pending Child-Client      Sim1  Close  21683            
Order  2005-11-04 00:00:00.002  [Sim]SPY  Auto-trade: Bar Backtest: SPY [CBV-D] Daily #4 | 5du | BuyEntry | Formula: Buy Entry at row 4 is TRUE. | Bar start date-time: 2005-11-03 00:00:00.000 | Last: 122.399994  21683    Limit  438  Buy  122.16    Order Sent      Sim1  Open              
Order  2005-11-04 00:00:00.003  [Sim]SPY  Simulated order accepted  21683  21683  Limit  438  Buy  122.16    Open      Sim1  Open              
Order  2005-11-04 00:00:00.004  [Sim]SPY  Trade simulation fill. Bid: 121.55 Ask: 121.56 Last: 121.55  21683  21683  Limit  438  Buy  122.16    Filled  122.16  438  Sim1  Open              
Fill  2005-11-04 00:00:00.005  [Sim]SPY  Trade simulation fill. Bid: 121.55 Ask: 121.56 Last: 121.55  21683  21683  Limit  438  Buy  122.16    Filled  122.16  438  Sim1  Open    438  21683.1        
Order  2005-11-04 00:00:00.006  [Sim]SPY  Auto-sent child from parent fill  21684    Limit  438  Sell  124.60    Order Sent      Sim1  Close  21683  438          
Order  2005-11-04 00:00:00.007  [Sim]SPY  Auto-sent child from parent fill  21685    Stop  438  Sell  118.50    Order Sent      Sim1  Close  21683  438          
Order  2005-11-04 00:00:00.008  [Sim]SPY  Simulated order accepted  21684  21684  Limit  438  Sell  124.60    Open      Sim1  Close  21683  438          
Order  2005-11-04 00:00:00.009  [Sim]SPY  Simulated order accepted  21685  21685  Stop  438  Sell  118.50    Open      Sim1  Close  21683  438          
Order  2005-11-04 00:00:00.010  [Sim]SPY  Auto-trade order modification: Bar Backtest: SPY [CBV-D] Daily #4 | Trade Management by Study. Requested Price: 117.52. Requested Quantity: 438  21685  21685  Stop  438  Sell  118.50    Pending Modify      Sim1  Close  21683  438          
Order  2005-11-04 00:00:00.011  [Sim]SPY  Simulated order modify complete  21685  21685  Stop  438  Sell  117.52    Open      Sim1  Close  21683  438          
Order  2005-11-07 00:00:00.000  [Sim]SPY  Auto-trade order modification: Bar Backtest: SPY [CBV-D] Daily #4 | Trade Management by Study. Requested Price: 117.94. Requested Quantity: 438  21685  21685  Stop  438  Sell  117.52    Pending Modify      Sim1  Close  21683  438          
Order  2005-11-07 00:00:00.001  [Sim]SPY  Simulated order modify complete  21685  21685  Stop  438  Sell  117.94    Open      Sim1  Close  21683  438          
Order  2005-11-11 00:00:00.000  [Sim]SPY  Auto-trade order modification: Bar Backtest: SPY [CBV-D] Daily #4 | Trade Management by Study. Requested Price: 118.11. Requested Quantity: 438  21685  21685  Stop  438  Sell  117.94    Pending Modify      Sim1  Close  21683  438          
Order  2005-11-11 00:00:00.001  [Sim]SPY  Simulated order modify complete  21685  21685  Stop  438  Sell  118.11    Open      Sim1  Close  21683  438          
Order  2005-11-14 00:00:00.000  [Sim]SPY  Auto-trade order modification: Bar Backtest: SPY [CBV-D] Daily #4 | Trade Management by Study. Requested Price: 120.14. Requested Quantity: 438  21685  21685  Stop  438  Sell  118.11    Pending Modify      Sim1  Close  21683  438          
Order  2005-11-14 00:00:00.001  [Sim]SPY  Simulated order modify complete  21685  21685  Stop  438  Sell  120.14    Open      Sim1  Close  21683  438          
Order  2005-11-17 00:00:00.000  [Sim]SPY  Auto-trade order modification: Bar Backtest: SPY [CBV-D] Daily #4 | Trade Management by Study. Requested Price: 121.56. Requested Quantity: 438  21685  21685  Stop  438  Sell  120.14    Pending Modify      Sim1  Close  21683  438          
Order  2005-11-17 00:00:00.001  [Sim]SPY  Simulated order modify complete  21685  21685  Stop  438  Sell  121.56    Open      Sim1  Close  21683  438          
Order  2005-11-17 00:00:00.002  [Sim]SPY  Trade simulation fill. Bid: 124.64 Ask: 124.65 Last: 124.65  21684  21684  Limit  438  Sell  124.60    Filled  124.60  438  Sim1  Close  21683  438          
Fill  2005-11-17 00:00:00.003  [Sim]SPY  Trade simulation fill. Bid: 124.64 Ask: 124.65 Last: 124.65  21684  21684  Limit  438  Sell  124.60    Filled  124.60  438  Sim1  Close  21683    21684.1  124.65  121.75    
Order  2005-11-17 00:00:00.004  [Sim]SPY  Canceling order due to sibling fill  21685  21685  Stop  438  Sell  121.56    Pending Cancel      Sim1  Close  21683            
Order  2005-11-17 00:00:00.005  [Sim]SPY  Simulated order canceled  21685  21685  Stop  438  Sell  121.56    Canceled      Sim1  Close  21683            
Order  2005-11-23 00:00:00.000  [Sim]SPY  Auto-trade: Bar Backtest: SPY [CBV-D] Daily #4 | 5du | BuyEntry | Formula: Buy Entry at row 4 is TRUE. | Bar start date-time: 2005-11-22 00:00:00.000 | Last: 126.25. Attached Order | Client side OCO order  21687    Limit    Sell  128.52    Pending Child-Client      Sim1  Close  21686            
Order  2005-11-23 00:00:00.001  [Sim]SPY  Auto-trade: Bar Backtest: SPY [CBV-D] Daily #4 | 5du | BuyEntry | Formula: Buy Entry at row 4 is TRUE. | Bar start date-time: 2005-11-22 00:00:00.000 | Last: 126.25. Attached Order | Client side OCO order  21688    Stop    Sell  122.22    Pending Child-Client      Sim1  Close  21686            
Order  2005-11-23 00:00:00.002  [Sim]SPY  Auto-trade: Bar Backtest: SPY [CBV-D] Daily #4 | 5du | BuyEntry | Formula: Buy Entry at row 4 is TRUE. | Bar start date-time: 2005-11-22 00:00:00.000 | Last: 126.25  21686    Limit  437  Buy  126.00    Order Sent      Sim1  Open              
Order  2005-11-23 00:00:00.003  [Sim]SPY  Simulated order accepted  21686  21686  Limit  437  Buy  126.00    Open      Sim1  Open              
Order  2005-11-30 00:00:00.000  [Sim]SPY  Trade simulation fill. Bid: 125.29 Ask: 125.30 Last: 125.29  21686  21686  Limit  437  Buy  126.00    Filled  126.00  437  Sim1  Open              
Fill  2005-11-30 00:00:00.001  [Sim]SPY  Trade simulation fill. Bid: 125.29 Ask: 125.30 Last: 125.29  21686  21686  Limit  437  Buy  126.00    Filled  126.00  437  Sim1  Open    437  21686.1        
Order  2005-11-30 00:00:00.002  [Sim]SPY  Auto-sent child from parent fill  21687    Limit  437  Sell  128.52    Order Sent      Sim1  Close  21686  437          
Order  2005-11-30 00:00:00.003  [Sim]SPY  Auto-sent child from parent fill  21688    Stop  437  Sell  122.22    Order Sent      Sim1  Close  21686  437          
Order  2005-11-30 00:00:00.004  [Sim]SPY  Simulated order accepted  21687  21687  Limit  437  Sell  128.52    Open      Sim1  Close  21686  437          
Order  2005-11-30 00:00:00.005  [Sim]SPY  Simulated order accepted  21688  21688  Stop  437  Sell  122.22    Open      Sim1  Close  21686  437          
Order  2005-11-30 00:00:00.006  [Sim]SPY  Auto-trade order modification: Bar Backtest: SPY [CBV-D] Daily #4 | Trade Management by Study. Requested Price: 122.87. Requested Quantity: 437  21688  21688  Stop  437  Sell  122.22    Pending Modify      Sim1  Close  21686  437          
Order  2005-11-30 00:00:00.007  [Sim]SPY  Simulated order modify complete  21688  21688  Stop  437  Sell  122.87    Open      Sim1  Close  21686  437          
Order  2005-12-01 00:00:00.000  [Sim]SPY  Auto-trade order modification: Bar Backtest: SPY [CBV-D] Daily #4 | Trade Management by Study. Requested Price: 122.99. Requested Quantity: 437  21688  21688  Stop  437  Sell  122.87    Pending Modify      Sim1  Close  21686  437          
Order  2005-12-01 00:00:00.001  [Sim]SPY  Simulated order modify complete  21688  21688  Stop  437  Sell  122.99    Open      Sim1  Close  21686  437          
Order  2005-12-02 00:00:00.000  [Sim]SPY  Auto-trade order modification: Bar Backtest: SPY [CBV-D] Daily #4 | Trade Management by Study. Requested Price: 123.15. Requested Quantity: 437  21688  21688  Stop  437  Sell  122.99    Pending Modify      Sim1  Close  21686  437          
Order  2005-12-02 00:00:00.001  [Sim]SPY  Simulated order modify complete  21688  21688  Stop  437  Sell  123.15    Open      Sim1  Close  21686  437          
Order  2005-12-05 00:00:00.000  [Sim]SPY  Auto-trade order modification: Bar Backtest: SPY [CBV-D] Daily #4 | Trade Management by Study. Requested Price: 124.34. Requested Quantity: 437  21688  21688  Stop  437  Sell  123.15    Pending Modify      Sim1  Close  21686  437          
Order  2005-12-05 00:00:00.001  [Sim]SPY  Simulated order modify complete  21688  21688  Stop  437  Sell  124.34    Open      Sim1  Close  21686  437          
Order  2005-12-06 00:00:00.000  [Sim]SPY  Auto-trade order modification: Bar Backtest: SPY [CBV-D] Daily #4 | Trade Management by Study. Requested Price: 124.99. Requested Quantity: 437  21688  21688  Stop  437  Sell  124.34    Pending Modify      Sim1  Close  21686  437          
Order  2005-12-06 00:00:00.001  [Sim]SPY  Simulated order modify complete  21688  21688  Stop  437  Sell  124.99    Open      Sim1  Close  21686  437          
Order  2005-12-07 00:00:00.000  [Sim]SPY  Auto-trade order modification: Bar Backtest: SPY [CBV-D] Daily #4 | Trade Management by Study. Requested Price: 125.30. Requested Quantity: 437  21688  21688  Stop  437  Sell  124.99    Pending Modify      Sim1  Close  21686  437          
Order  2005-12-07 00:00:00.001  [Sim]SPY  Simulated order modify complete  21688  21688  Stop  437  Sell  125.30    Open      Sim1  Close  21686  437          
Order  2005-12-15 00:00:00.000  [Sim]SPY  Auto-trade order modification: Bar Backtest: SPY [CBV-D] Daily #4 | Trade Management by Study. Requested Price: 125.49. Requested Quantity: 437  21688  21688  Stop  437  Sell  125.30    Pending Modify      Sim1  Close  21686  437          
Order  2005-12-15 00:00:00.001  [Sim]SPY  Simulated order modify complete  21688  21688  Stop  437  Sell  125.49    Open      Sim1  Close  21686  437          
Order  2005-12-16 00:00:00.000  [Sim]SPY  Trade simulation fill. Bid: 128.56 Ask: 128.57 Last: 128.57  21687  21687  Limit  437  Sell  128.52    Filled  128.52  437  Sim1  Close  21686  437          
Fill  2005-12-16 00:00:00.001  [Sim]SPY  Trade simulation fill. Bid: 128.56 Ask: 128.57 Last: 128.57  21687  21687  Limit  437  Sell  128.52    Filled  128.52  437  Sim1  Close  21686    21687.1  128.57  125.41    
Order  2005-12-16 00:00:00.002  [Sim]SPY  Canceling order due to sibling fill  21688  21688  Stop  437  Sell  125.49    Pending Cancel      Sim1  Close  21686            
Order  2005-12-16 00:00:00.003  [Sim]SPY  Simulated order canceled  21688  21688  Stop  437  Sell  125.49    Canceled      Sim1  Close  21686            
Order  2006-01-10 00:00:00.000  [Sim]SPY  Auto-trade: Bar Backtest: SPY [CBV-D] Daily #4 | 5du | BuyEntry | Formula: Buy Entry at row 4 is TRUE. | Bar start date-time: 2006-01-09 00:00:00.000 | Last: 128.39. Attached Order | Client side OCO order  21690    Limit    Sell  130.69    Pending Child-Client      Sim1  Close  21689            
Order  2006-01-10 00:00:00.001  [Sim]SPY  Auto-trade: Bar Backtest: SPY [CBV-D] Daily #4 | 5du | BuyEntry | Formula: Buy Entry at row 4 is TRUE. | Bar start date-time: 2006-01-09 00:00:00.000 | Last: 128.39. Attached Order | Client side OCO order  21691    Stop    Sell  124.29    Pending Child-Client      Sim1  Close  21689            
Order  2006-01-10 00:00:00.002  [Sim]SPY  Auto-trade: Bar Backtest: SPY [CBV-D] Daily #4 | 5du | BuyEntry | Formula: Buy Entry at row 4 is TRUE. | Bar start date-time: 2006-01-09 00:00:00.000 | Last: 128.39  21689    Limit  443  Buy  128.13    Order Sent      Sim1  Open              
Order  2006-01-10 00:00:00.003  [Sim]SPY  Simulated order accepted  21689  21689  Limit  443  Buy  128.13    Open      Sim1  Open              
Order  2006-01-17 00:00:00.000  [Sim]SPY  Trade simulation fill. Bid: 127.81 Ask: 127.82 Last: 127.81  21689  21689  Limit  443  Buy  128.13    Filled  128.13  443  Sim1  Open              
Fill  2006-01-17 00:00:00.001  [Sim]SPY  Trade simulation fill. Bid: 127.81 Ask: 127.82 Last: 127.81  21689  21689  Limit  443  Buy  128.13    Filled  128.13  443  Sim1  Open    443  21689.1        
Order  2006-01-17 00:00:00.002  [Sim]SPY  Auto-sent child from parent fill  21690    Limit  443  Sell  130.69    Order Sent      Sim1  Close  21689  443          
Order  2006-01-17 00:00:00.003  [Sim]SPY  Auto-sent child from parent fill  21691    Stop  443  Sell  124.29    Order Sent      Sim1  Close  21689  443          
Order  2006-01-17 00:00:00.004  [Sim]SPY  Simulated order accepted  21690  21690  Limit  443  Sell  130.69    Open      Sim1  Close  21689  443          
Order  2006-01-17 00:00:00.005  [Sim]SPY  Simulated order accepted  21691  21691  Stop  443  Sell  124.29    Open      Sim1  Close  21689  443          
Order  2006-01-17 00:00:00.006  [Sim]SPY  Auto-trade order modification: Bar Backtest: SPY [CBV-D] Daily #4 | Trade Management by Study. Requested Price: 124.37. Requested Quantity: 443  21691  21691  Stop  443  Sell  124.29    Pending Modify      Sim1  Close  21689  443          
Order  2006-01-17 00:00:00.007  [Sim]SPY  Simulated order modify complete  21691  21691  Stop  443  Sell  124.37    Open      Sim1  Close  21689  443          
Order  2006-01-18 00:00:00.000  [Sim]SPY  Auto-trade order modification: Bar Backtest: SPY [CBV-D] Daily #4 | Trade Management by Study. Requested Price: 124.40. Requested Quantity: 443  21691  21691  Stop  443  Sell  124.37    Pending Modify      Sim1  Close  21689  443          
Order  2006-01-18 00:00:00.001  [Sim]SPY  Simulated order modify complete  21691  21691  Stop  443  Sell  124.40    Open      Sim1  Close  21689  443          
Order  2006-01-19 00:00:00.000  [Sim]SPY  Auto-trade order modification: Bar Backtest: SPY [CBV-D] Daily #4 | Trade Management by Study. Requested Price: 126.71. Requested Quantity: 443  21691  21691  Stop  443  Sell  124.40    Pending Modify      Sim1  Close  21689  443          
Order  2006-01-19 00:00:00.001  [Sim]SPY  Simulated order modify complete  21691  21691  Stop  443  Sell  126.71    Open      Sim1  Close  21689  443          
Order  2006-01-20 00:00:00.000  [Sim]SPY  Auto-trade order modification: Bar Backtest: SPY [CBV-D] Daily #4 | Trade Management by Study. Requested Price: 126.89. Requested Quantity: 443  21691  21691  Stop  443  Sell  126.71    Pending Modify      Sim1  Close  21689  443          
Order  2006-01-20 00:00:00.001  [Sim]SPY  Simulated order modify complete  21691  21691  Stop  443  Sell  126.89    Open      Sim1  Close  21689  443          
Order  2006-01-20 00:00:00.002  [Sim]SPY  Trade simulation fill. Bid: 125.97 Ask: 125.98 Last: 125.97  21691  21691  Stop  443  Sell  126.89    Filled  126.88  443  Sim1  Close  21689  443          
Fill  2006-01-20 00:00:00.003  [Sim]SPY  Trade simulation fill. Bid: 125.97 Ask: 125.98 Last: 125.97  21691  21691  Stop  443  Sell  126.89    Filled  126.88  443  Sim1  Close  21689    21691.1  128.90  125.97    
Order  2006-01-20 00:00:00.004  [Sim]SPY  Canceling order due to sibling fill  21690  21690  Limit  443  Sell  130.69    Pending Cancel      Sim1  Close  21689            
Order  2006-01-20 00:00:00.005  [Sim]SPY  Simulated order canceled  21690  21690  Limit  443  Sell  130.69    Canceled      Sim1  Close  21689            
Order  2006-01-30 00:00:00.000  [Sim]SPY  Auto-trade: Bar Backtest: SPY [CBV-D] Daily #4 | 5du | BuyEntry | Formula: Buy Entry at row 4 is TRUE. | Bar start date-time: 2006-01-27 00:00:00.000 | Last: 128.44. Attached Order | Client side OCO order  21693    Limit    Sell  130.74    Pending Child-Client      Sim1  Close  21692            
Order  2006-01-30 00:00:00.001  [Sim]SPY  Auto-trade: Bar Backtest: SPY [CBV-D] Daily #4 | 5du | BuyEntry | Formula: Buy Entry at row 4 is TRUE. | Bar start date-time: 2006-01-27 00:00:00.000 | Last: 128.44. Attached Order | Client side OCO order  21694    Stop    Sell  124.33    Pending Child-Client      Sim1  Close  21692            
Order  2006-01-30 00:00:00.002  [Sim]SPY  Auto-trade: Bar Backtest: SPY [CBV-D] Daily #4 | 5du | BuyEntry | Formula: Buy Entry at row 4 is TRUE. | Bar start date-time: 2006-01-27 00:00:00.000 | Last: 128.44  21692    Limit  436  Buy  128.18    Order Sent      Sim1  Open              
Order  2006-01-30 00:00:00.003  [Sim]SPY  Simulated order accepted  21692  21692  Limit  436  Buy  128.18    Open      Sim1  Open              
Order  2006-01-31 00:00:00.000  [Sim]SPY  Trade simulation fill. Bid: 127.49 Ask: 127.50 Last: 127.49  21692  21692  Limit  436  Buy  128.18    Filled  128.18  436  Sim1  Open              
Fill  2006-01-31 00:00:00.001  [Sim]SPY  Trade simulation fill. Bid: 127.49 Ask: 127.50 Last: 127.49  21692  21692  Limit  436  Buy  128.18    Filled  128.18  436  Sim1  Open    436  21692.1        
Order  2006-01-31 00:00:00.002  [Sim]SPY  Auto-sent child from parent fill  21693    Limit  436  Sell  130.74    Order Sent      Sim1  Close  21692  436          
Order  2006-01-31 00:00:00.003  [Sim]SPY  Auto-sent child from parent fill  21694    Stop  436  Sell  124.33    Order Sent      Sim1  Close  21692  436          
Order  2006-01-31 00:00:00.004  [Sim]SPY  Simulated order accepted  21693  21693  Limit  436  Sell  130.74    Open      Sim1  Close  21692  436          
Order  2006-01-31 00:00:00.005  [Sim]SPY  Simulated order accepted  21694  21694  Stop  436  Sell  124.33    Open      Sim1  Close  21692  436          
Order  2006-01-31 00:00:00.006  [Sim]SPY  Auto-trade order modification: Bar Backtest: SPY [CBV-D] Daily #4 | Trade Management by Study. Requested Price: 125.85. Requested Quantity: 436  21694  21694  Stop  436  Sell  124.33    Pending Modify      Sim1  Close  21692  436          
Order  2006-01-31 00:00:00.007  [Sim]SPY  Simulated order modify complete  21694  21694  Stop  436  Sell  125.85    Open      Sim1  Close  21692  436          
Order  2006-02-07 00:00:00.000  [Sim]SPY  Trade simulation fill. Bid: 125.40 Ask: 125.41 Last: 125.40  21694  21694  Stop  436  Sell  125.85    Filled  125.84  436  Sim1  Close  21692  436          
Fill  2006-02-07 00:00:00.001  [Sim]SPY  Trade simulation fill. Bid: 125.40 Ask: 125.41 Last: 125.40  21694  21694  Stop  436  Sell  125.85    Filled  125.84  436  Sim1  Close  21692    21694.1  128.43  125.40    
Order  2006-02-07 00:00:00.002  [Sim]SPY  Canceling order due to sibling fill  21693  21693  Limit  436  Sell  130.74    Pending Cancel      Sim1  Close  21692            
Order  2006-02-07 00:00:00.003  [Sim]SPY  Simulated order canceled  21693  21693  Limit  436  Sell  130.74    Canceled      Sim1  Close  21692            
Order  2006-03-17 00:00:00.000  [Sim]SPY  Auto-trade: Bar Backtest: SPY [CBV-D] Daily #4 | 5du | BuyEntry | Formula: Buy Entry at row 4 is TRUE. | Bar start date-time: 2006-03-16 00:00:00.000 | Last: 130.68. Attached Order | Client side OCO order  21696    Limit    Sell  133.03    Pending Child-Client      Sim1  Close  21695            
Order  2006-03-17 00:00:00.001  [Sim]SPY  Auto-trade: Bar Backtest: SPY [CBV-D] Daily #4 | 5du | BuyEntry | Formula: Buy Entry at row 4 is TRUE. | Bar start date-time: 2006-03-16 00:00:00.000 | Last: 130.68. Attached Order | Client side OCO order  21697    Stop    Sell  126.51    Pending Child-Client      Sim1  Close  21695            
Order  2006-03-17 00:00:00.002  [Sim]SPY  Auto-trade: Bar Backtest: SPY [CBV-D] Daily #4 | 5du | BuyEntry | Formula: Buy Entry at row 4 is TRUE. | Bar start date-time: 2006-03-16 00:00:00.000 | Last: 130.68  21695    Limit  417  Buy  130.42    Order Sent      Sim1  Open              
Order  2006-03-17 00:00:00.003  [Sim]SPY  Simulated order accepted  21695  21695  Limit  417  Buy  130.42    Open      Sim1  Open              
Order  2006-03-17 00:00:00.004  [Sim]SPY  Trade simulation fill. Bid: 130.38 Ask: 130.39 Last: 130.38  21695  21695  Limit  417  Buy  130.42    Filled  130.42  417  Sim1  Open              
Fill  2006-03-17 00:00:00.005  [Sim]SPY  Trade simulation fill. Bid: 130.38 Ask: 130.39 Last: 130.38  21695  21695  Limit  417  Buy  130.42    Filled  130.42  417  Sim1  Open    417  21695.1        
Order  2006-03-17 00:00:00.006  [Sim]SPY  Auto-sent child from parent fill  21696    Limit  417  Sell  133.03    Order Sent      Sim1  Close  21695  417          
Order  2006-03-17 00:00:00.007  [Sim]SPY  Auto-sent child from parent fill  21697    Stop  417  Sell  126.51    Order Sent      Sim1  Close  21695  417          
Order  2006-03-17 00:00:00.008  [Sim]SPY  Simulated order accepted  21696  21696  Limit  417  Sell  133.03    Open      Sim1  Close  21695  417          
Order  2006-03-17 00:00:00.009  [Sim]SPY  Simulated order accepted  21697  21697  Stop  417  Sell  126.51    Open      Sim1  Close  21695  417          
Order  2006-03-17 00:00:00.010  [Sim]SPY  Auto-trade order modification: Bar Backtest: SPY [CBV-D] Daily #4 | Trade Management by Study. Requested Price: 127.19. Requested Quantity: 417  21697  21697  Stop  417  Sell  126.51    Pending Modify      Sim1  Close  21695  417          
Order  2006-03-17 00:00:00.011  [Sim]SPY  Simulated order modify complete  21697  21697  Stop  417  Sell  127.19    Open      Sim1  Close  21695  417          
Order  2006-03-23 00:00:00.000  [Sim]SPY  Auto-trade order modification: Bar Backtest: SPY [CBV-D] Daily #4 | Trade Management by Study. Requested Price: 127.39. Requested Quantity: 417  21697  21697  Stop  417  Sell  127.19    Pending Modify      Sim1  Close  21695  417          
Order  2006-03-23 00:00:00.001  [Sim]SPY  Simulated order modify complete  21697  21697  Stop  417  Sell  127.39    Open      Sim1  Close  21695  417          
Order  2006-03-24 00:00:00.000  [Sim]SPY  Auto-trade order modification: Bar Backtest: SPY [CBV-D] Daily #4 | Trade Management by Study. Requested Price: 127.45. Requested Quantity: 417  21697  21697  Stop  417  Sell  127.39    Pending Modify      Sim1  Close  21695  417          
Order  2006-03-24 00:00:00.001  [Sim]SPY  Simulated order modify complete  21697  21697  Stop  417  Sell  127.45    Open      Sim1  Close  21695  417          
Order  2006-03-27 00:00:00.000  [Sim]SPY  Auto-trade order modification: Bar Backtest: SPY [CBV-D] Daily #4 | Trade Management by Study. Requested Price: 128.54. Requested Quantity: 417  21697  21697  Stop  417  Sell  127.45    Pending Modify      Sim1  Close  21695  417          
Order  2006-03-27 00:00:00.001  [Sim]SPY  Simulated order modify complete  21697  21697  Stop  417  Sell  128.54    Open      Sim1  Close  21695  417          
Order  2006-03-28 00:00:00.000  [Sim]SPY  Auto-trade order modification: Bar Backtest: SPY [CBV-D] Daily #4 | Trade Management by Study. Requested Price: 128.62. Requested Quantity: 417  21697  21697  Stop  417  Sell  128.54    Pending Modify      Sim1  Close  21695  417          
Order  2006-03-28 00:00:00.001  [Sim]SPY  Simulated order modify complete  21697  21697  Stop  417  Sell  128.62    Open      Sim1  Close  21695  417          
Order  2006-03-28 00:00:00.002  [Sim]SPY  Trade simulation fill. Bid: 128.29 Ask: 128.30 Last: 128.29  21697  21697  Stop  417  Sell  128.62    Filled  128.61  417  Sim1  Close  21695  417          
Fill  2006-03-28 00:00:00.003  [Sim]SPY  Trade simulation fill. Bid: 128.29 Ask: 128.30 Last: 128.29  21697  21697  Stop  417  Sell  128.62    Filled  128.61  417  Sim1  Close  21695    21697.1  130.99  128.29    
Order  2006-03-28 00:00:00.004  [Sim]SPY  Canceling order due to sibling fill  21696  21696  Limit  417  Sell  133.03    Pending Cancel      Sim1  Close  21695            
Order  2006-03-28 00:00:00.005  [Sim]SPY  Simulated order canceled  21696  21696  Limit  417  Sell  133.03    Canceled      Sim1  Close  21695            
Order  2006-08-21 00:00:00.000  [Sim]SPY  Auto-trade: Bar Backtest: SPY [CBV-D] Daily #4 | 5du | BuyEntry | Formula: Buy Entry at row 4 is TRUE. | Bar start date-time: 2006-08-18 00:00:00.000 | Last: 130.18. Attached Order | Client side OCO order  21699    Limit    Sell  132.52    Pending Child-Client      Sim1  Close  21698            
Order  2006-08-21 00:00:00.001  [Sim]SPY  Auto-trade: Bar Backtest: SPY [CBV-D] Daily #4 | 5du | BuyEntry | Formula: Buy Entry at row 4 is TRUE. | Bar start date-time: 2006-08-18 00:00:00.000 | Last: 130.18. Attached Order | Client side OCO order  21700    Stop    Sell  126.02    Pending Child-Client      Sim1  Close  21698            
Order  2006-08-21 00:00:00.002  [Sim]SPY  Auto-trade: Bar Backtest: SPY [CBV-D] Daily #4 | 5du | BuyEntry | Formula: Buy Entry at row 4 is TRUE. | Bar start date-time: 2006-08-18 00:00:00.000 | Last: 130.18  21698    Limit  410  Buy  129.92    Order Sent      Sim1  Open              
Order  2006-08-21 00:00:00.003  [Sim]SPY  Simulated order accepted  21698  21698  Limit  410  Buy  129.92    Open      Sim1  Open              
Order  2006-08-21 00:00:00.004  [Sim]SPY  Trade simulation fill. Bid: 129.80 Ask: 129.81 Last: 129.80  21698  21698  Limit  410  Buy  129.92    Filled  129.92  410  Sim1  Open              
Fill  2006-08-21 00:00:00.005  [Sim]SPY  Trade simulation fill. Bid: 129.80 Ask: 129.81 Last: 129.80  21698  21698  Limit  410  Buy  129.92    Filled  129.92  410  Sim1  Open    410  21698.1        
Order  2006-08-21 00:00:00.006  [Sim]SPY  Auto-sent child from parent fill  21699    Limit  410  Sell  132.52    Order Sent      Sim1  Close  21698  410          
Order  2006-08-21 00:00:00.007  [Sim]SPY  Auto-sent child from parent fill  21700    Stop  410  Sell  126.02    Order Sent      Sim1  Close  21698  410          
Order  2006-08-21 00:00:00.008  [Sim]SPY  Simulated order accepted  21699  21699  Limit  410  Sell  132.52    Open      Sim1  Close  21698  410          
Order  2006-08-21 00:00:00.009  [Sim]SPY  Simulated order accepted  21700  21700  Stop  410  Sell  126.02    Open      Sim1  Close  21698  410          
Order  2006-08-21 00:00:00.010  [Sim]SPY  Auto-trade order modification: Bar Backtest: SPY [CBV-D] Daily #4 | Trade Management by Study. Requested Price: 126.29. Requested Quantity: 410  21700  21700  Stop  410  Sell  126.02    Pending Modify      Sim1  Close  21698  410          
Order  2006-08-21 00:00:00.011  [Sim]SPY  Simulated order modify complete  21700  21700  Stop  410  Sell  126.29    Open      Sim1  Close  21698  410          
Order  2006-08-25 00:00:00.000  [Sim]SPY  Auto-trade order modification: Bar Backtest: SPY [CBV-D] Daily #4 | Trade Management by Study. Requested Price: 126.40. Requested Quantity: 410  21700  21700  Stop  410  Sell  126.29    Pending Modify      Sim1  Close  21698  410          
Order  2006-08-25 00:00:00.001  [Sim]SPY  Simulated order modify complete  21700  21700  Stop  410  Sell  126.40    Open      Sim1  Close  21698  410          
Order  2006-08-28 00:00:00.000  [Sim]SPY  Auto-trade order modification: Bar Backtest: SPY [CBV-D] Daily #4 | Trade Management by Study. Requested Price: 126.93. Requested Quantity: 410  21700  21700  Stop  410  Sell  126.40    Pending Modify      Sim1  Close  21698  410          
Order  2006-08-28 00:00:00.001  [Sim]SPY  Simulated order modify complete  21700  21700  Stop  410  Sell  126.93    Open      Sim1  Close  21698  410          
Order  2006-08-29 00:00:00.000  [Sim]SPY  Auto-trade order modification: Bar Backtest: SPY [CBV-D] Daily #4 | Trade Management by Study. Requested Price: 127.91. Requested Quantity: 410  21700  21700  Stop  410  Sell  126.93    Pending Modify      Sim1  Close  21698  410          
Order  2006-08-29 00:00:00.001  [Sim]SPY  Simulated order modify complete  21700  21700  Stop  410  Sell  127.91    Open      Sim1  Close  21698  410          
Order  2006-08-30 00:00:00.000  [Sim]SPY  Auto-trade order modification: Bar Backtest: SPY [CBV-D] Daily #4 | Trade Management by Study. Requested Price: 129.05. Requested Quantity: 410  21700  21700  Stop  410  Sell  127.91    Pending Modify      Sim1  Close  21698  410          
Order  2006-08-30 00:00:00.001  [Sim]SPY  Simulated order modify complete  21700  21700  Stop  410  Sell  129.05    Open      Sim1  Close  21698  410          
Order  2006-08-31 00:00:00.000  [Sim]SPY  Auto-trade order modification: Bar Backtest: SPY [CBV-D] Daily #4 | Trade Management by Study. Requested Price: 129.20. Requested Quantity: 410  21700  21700  Stop  410  Sell  129.05    Pending Modify      Sim1  Close  21698  410          
Order  2006-08-31 00:00:00.001  [Sim]SPY  Simulated order modify complete  21700  21700  Stop  410  Sell  129.20    Open      Sim1  Close  21698  410          
Order  2006-09-08 00:00:00.000  [Sim]SPY  Auto-trade order modification: Bar Backtest: SPY [CBV-D] Daily #4 | Trade Management by Study. Requested Price: 129.36. Requested Quantity: 410  21700  21700  Stop  410  Sell  129.20    Pending Modify      Sim1  Close  21698  410          
Order  2006-09-08 00:00:00.001  [Sim]SPY  Simulated order modify complete  21700  21700  Stop  410  Sell  129.36    Open      Sim1  Close  21698  410          
Order  2006-09-15 00:00:00.000  [Sim]SPY  Initiating: Auto-trade: Bar Backtest: SPY [CBV-D] Daily #4 | 5du | Canceling all orders | Source: Buy Entry (CancelAllOrdersOnEntries=true) | Bar start date-time: 2006-09-14 00:00:00.000  21699  21699  Limit  410  Sell  132.52    Open      Sim1  Close  21698            
Order  2006-09-15 00:00:00.001  [Sim]SPY  Auto-trade: Bar Backtest: SPY [CBV-D] Daily #4 | 5du | Canceling all orders | Source: Buy Entry (CancelAllOrdersOnEntries=true) | Bar start date-time: 2006-09-14 00:00:00.000  21699  21699  Limit  410  Sell  132.52    Pending Cancel      Sim1  Close  21698  410          
Order  2006-09-15 00:00:00.002  [Sim]SPY  Simulated order canceled  21699  21699  Limit  410  Sell  132.52    Canceled      Sim1  Close  21698  410          
Order  2006-09-15 00:00:00.003  [Sim]SPY  Auto-trade: Bar Backtest: SPY [CBV-D] Daily #4 | 5du | Canceling all orders | Source: Buy Entry (CancelAllOrdersOnEntries=true) | Bar start date-time: 2006-09-14 00:00:00.000  21700  21700  Stop  410  Sell  129.36    Pending Cancel      Sim1  Close  21698  410          
Order  2006-09-15 00:00:00.004  [Sim]SPY  Simulated order canceled  21700  21700  Stop  410  Sell  129.36    Canceled      Sim1  Close  21698  410          
Order  2006-09-15 00:00:00.005  [Sim]SPY  Auto-trade: Bar Backtest: SPY [CBV-D] Daily #4 | 5du | BuyEntry | Formula: Buy Entry at row 4 is TRUE. | Bar start date-time: 2006-09-14 00:00:00.000 | Last: 132.31. Attached Order | Client side OCO order  21702    Limit    Sell  134.69    Pending Child-Client      Sim1  Close  21701  410          
Order  2006-09-15 00:00:00.006  [Sim]SPY  Auto-trade: Bar Backtest: SPY [CBV-D] Daily #4 | 5du | BuyEntry | Formula: Buy Entry at row 4 is TRUE. | Bar start date-time: 2006-09-14 00:00:00.000 | Last: 132.31. Attached Order | Client side OCO order  21703    Stop    Sell  128.09    Pending Child-Client      Sim1  Close  21701  410          
Order  2006-09-15 00:00:00.007  [Sim]SPY  Auto-trade: Bar Backtest: SPY [CBV-D] Daily #4 | 5du | BuyEntry | Formula: Buy Entry at row 4 is TRUE. | Bar start date-time: 2006-09-14 00:00:00.000 | Last: 132.31  21701    Limit  403  Buy  132.05    Order Sent      Sim1  Open    410          
Order  2006-09-15 00:00:00.008  [Sim]SPY  Simulated order accepted  21701  21701  Limit  403  Buy  132.05    Open      Sim1  Open    410          
Order  2006-09-15 00:00:00.009  [Sim]SPY  Trade simulation fill. Bid: 131.68 Ask: 131.69 Last: 131.68  21701  21701  Limit  403  Buy  132.05    Filled  132.05  403  Sim1  Open    410          
Fill  2006-09-15 00:00:00.010  [Sim]SPY  Trade simulation fill. Bid: 131.68 Ask: 131.69 Last: 131.68  21701  21701  Limit  403  Buy  132.05    Filled  132.05  403  Sim1  Open    813  21701.1  132.45  129.19    
Order  2006-09-15 00:00:00.011  [Sim]SPY  Auto-sent child from parent fill  21702    Limit  403  Sell  134.69    Order Sent      Sim1  Close  21701  813          
Order  2006-09-15 00:00:00.012  [Sim]SPY  Auto-sent child from parent fill  21703    Stop  403  Sell  128.09    Order Sent      Sim1  Close  21701  813          
Order  2006-09-15 00:00:00.013  [Sim]SPY  Simulated order accepted  21702  21702  Limit  403  Sell  134.69    Open      Sim1  Close  21701  813          
Order  2006-09-15 00:00:00.014  [Sim]SPY  Simulated order accepted  21703  21703  Stop  403  Sell  128.09    Open      Sim1  Close  21701  813          
Order  2006-09-15 00:00:00.015  [Sim]SPY  Auto-trade order modification: Bar Backtest: SPY [CBV-D] Daily #4 | Trade Management by Study. Requested Price: 129.36. Requested Quantity: 403  21703  21703  Stop  403  Sell  128.09    Pending Modify      Sim1  Close  21701  813          
Order  2006-09-15 00:00:00.016  [Sim]SPY  Simulated order modify complete  21703  21703  Stop  403  Sell  129.36    Open      Sim1  Close  21701  813          
Order  2006-09-22 00:00:00.000  [Sim]SPY  Auto-trade order modification: Bar Backtest: SPY [CBV-D] Daily #4 | Trade Management by Study. Requested Price: 129.49. Requested Quantity: 403  21703  21703  Stop  403  Sell  129.36    Pending Modify      Sim1  Close  21701  813          
Order  2006-09-22 00:00:00.001  [Sim]SPY  Simulated order modify complete  21703  21703  Stop  403  Sell  129.49    Open      Sim1  Close  21701  813          
Order  2006-09-26 00:00:00.000  [Sim]SPY  Auto-trade order modification: Bar Backtest: SPY [CBV-D] Daily #4 | Trade Management by Study. Requested Price: 130.38. Requested Quantity: 403  21703  21703  Stop  403  Sell  129.49    Pending Modify      Sim1  Close  21701  813          
Order  2006-09-26 00:00:00.001  [Sim]SPY  Simulated order modify complete  21703  21703  Stop  403  Sell  130.38    Open      Sim1  Close  21701  813          
Order  2006-09-27 00:00:00.000  [Sim]SPY  Auto-trade order modification: Bar Backtest: SPY [CBV-D] Daily #4 | Trade Management by Study. Requested Price: 131.01. Requested Quantity: 403  21703  21703  Stop  403  Sell  130.38    Pending Modify      Sim1  Close  21701  813          
Order  2006-09-27 00:00:00.001  [Sim]SPY  Simulated order modify complete  21703  21703  Stop  403  Sell  131.01    Open      Sim1  Close  21701  813          
Order  2006-10-04 00:00:00.000  [Sim]SPY  Trade simulation fill. Bid: 134.99 Ask: 135.00 Last: 135.00  21702  21702  Limit  403  Sell  134.69    Filled  134.69  403  Sim1  Close  21701  813          
Fill  2006-10-04 00:00:00.001  [Sim]SPY  Trade simulation fill. Bid: 134.99 Ask: 135.00 Last: 135.00  21702  21702  Limit  403  Sell  134.69    Filled  134.69  403  Sim1  Close  21701  410  21702.1  135.00  131.00    
Order  2006-10-04 00:00:00.002  [Sim]SPY  Canceling order due to sibling fill  21703  21703  Stop  403  Sell  131.01    Pending Cancel      Sim1  Close  21701  410          
Order  2006-10-04 00:00:00.003  [Sim]SPY  Simulated order canceled  21703  21703  Stop  403  Sell  131.01    Canceled      Sim1  Close  21701  410          
Order  2006-10-25 00:00:00.000  [Sim]SPY  Auto-trade: Bar Backtest: SPY [CBV-D] Daily #4 | 5du | BuyEntry | Formula: Buy Entry at row 4 is TRUE. | Bar start date-time: 2006-10-24 00:00:00.000 | Last: 137.73999. Attached Order | Client side OCO order  21705    Limit    Sell  140.21    Pending Child-Client      Sim1  Close  21704  410          
Order  2006-10-25 00:00:00.001  [Sim]SPY  Auto-trade: Bar Backtest: SPY [CBV-D] Daily #4 | 5du | BuyEntry | Formula: Buy Entry at row 4 is TRUE. | Bar start date-time: 2006-10-24 00:00:00.000 | Last: 137.73999. Attached Order | Client side OCO order  21706    Stop    Sell  133.34    Pending Child-Client      Sim1  Close  21704  410          
Order  2006-10-25 00:00:00.002  [Sim]SPY  Auto-trade: Bar Backtest: SPY [CBV-D] Daily #4 | 5du | BuyEntry | Formula: Buy Entry at row 4 is TRUE. | Bar start date-time: 2006-10-24 00:00:00.000 | Last: 137.73999  21704    Limit  408  Buy  137.46    Order Sent      Sim1  Open    410          
Order  2006-10-25 00:00:00.003  [Sim]SPY  Simulated order accepted  21704  21704  Limit  408  Buy  137.46    Open      Sim1  Open    410          
Order  2006-10-30 00:00:00.000  [Sim]SPY  Trade simulation fill. Bid: 137.40 Ask: 137.41 Last: 137.40  21704  21704  Limit  408  Buy  137.46    Filled  137.46  408  Sim1  Open    410          
Fill  2006-10-30 00:00:00.001  [Sim]SPY  Trade simulation fill. Bid: 137.40 Ask: 137.41 Last: 137.40  21704  21704  Limit  408  Buy  137.46    Filled  137.46  408  Sim1  Open    818  21704.1  139.00  125.35    
Order  2006-10-30 00:00:00.002  [Sim]SPY  Auto-sent child from parent fill  21705    Limit  408  Sell  140.21    Order Sent      Sim1  Close  21704  818          
Order  2006-10-30 00:00:00.003  [Sim]SPY  Auto-sent child from parent fill  21706    Stop  408  Sell  133.34    Order Sent      Sim1  Close  21704  818          
Order  2006-10-30 00:00:00.004  [Sim]SPY  Simulated order accepted  21705  21705  Limit  408  Sell  140.21    Open      Sim1  Close  21704  818          
Order  2006-10-30 00:00:00.005  [Sim]SPY  Simulated order accepted  21706  21706  Stop  408  Sell  133.34    Open      Sim1  Close  21704  818          
Order  2006-10-30 00:00:00.006  [Sim]SPY  Auto-trade order modification: Bar Backtest: SPY [CBV-D] Daily #4 | Trade Management by Study. Requested Price: 135.68. Requested Quantity: 408  21706  21706  Stop  408  Sell  133.34    Pending Modify      Sim1  Close  21704  818          
Order  2006-10-30 00:00:00.007  [Sim]SPY  Simulated order modify complete  21706  21706  Stop  408  Sell  135.68    Open      Sim1  Close  21704  818          
Order  2006-11-01 00:00:00.000  [Sim]SPY  Auto-trade order modification: Bar Backtest: SPY [CBV-D] Daily #4 | Trade Management by Study. Requested Price: 136.11. Requested Quantity: 408  21706  21706  Stop  408  Sell  135.68    Pending Modify      Sim1  Close  21704  818          
Order  2006-11-01 00:00:00.001  [Sim]SPY  Simulated order modify complete  21706  21706  Stop  408  Sell  136.11    Open      Sim1  Close  21704  818          
Order  2006-11-02 00:00:00.000  [Sim]SPY  Auto-trade order modification: Bar Backtest: SPY [CBV-D] Daily #4 | Trade Management by Study. Requested Price: 136.24. Requested Quantity: 408  21706  21706  Stop  408  Sell  136.11    Pending Modify      Sim1  Close  21704  818          
Order  2006-11-02 00:00:00.001  [Sim]SPY  Simulated order modify complete  21706  21706  Stop  408  Sell  136.24    Open      Sim1  Close  21704  818          
Order  2006-11-03 00:00:00.000  [Sim]SPY  Auto-trade order modification: Bar Backtest: SPY [CBV-D] Daily #4 | Trade Management by Study. Requested Price: 136.34. Requested Quantity: 408  21706  21706  Stop  408  Sell  136.24    Pending Modify      Sim1  Close  21704  818          
Order  2006-11-03 00:00:00.001  [Sim]SPY  Simulated order modify complete  21706  21706  Stop  408  Sell  136.34    Open      Sim1  Close  21704  818          
Order  2006-11-03 00:00:00.002  [Sim]SPY  Trade simulation fill. Bid: 135.62 Ask: 135.63 Last: 135.62  21706  21706  Stop  408  Sell  136.34    Filled  136.33  408  Sim1  Close  21704  818          
Fill  2006-11-03 00:00:00.003  [Sim]SPY  Trade simulation fill. Bid: 135.62 Ask: 135.63 Last: 135.62  21706  21706  Stop  408  Sell  136.34    Filled  136.33  408  Sim1  Close  21704  410  21706.1  138.31  135.62    
Order  2006-11-03 00:00:00.004  [Sim]SPY  Canceling order due to sibling fill  21705  21705  Limit  408  Sell  140.21    Pending Cancel      Sim1  Close  21704  410          
Order  2006-11-03 00:00:00.005  [Sim]SPY  Simulated order canceled  21705  21705  Limit  408  Sell  140.21    Canceled      Sim1  Close  21704  410          
Order  2006-11-17 00:00:00.000  [Sim]SPY  Auto-trade: Bar Backtest: SPY [CBV-D] Daily #4 | 5du | BuyEntry | Formula: Buy Entry at row 4 is TRUE. | Bar start date-time: 2006-11-16 00:00:00.000 | Last: 139.93. Attached Order | Client side OCO order  21708    Limit    Sell  142.44    Pending Child-Client      Sim1  Close  21707  410          
Order  2006-11-17 00:00:00.001  [Sim]SPY  Auto-trade: Bar Backtest: SPY [CBV-D] Daily #4 | 5du | BuyEntry | Formula: Buy Entry at row 4 is TRUE. | Bar start date-time: 2006-11-16 00:00:00.000 | Last: 139.93. Attached Order | Client side OCO order  21709    Stop    Sell  135.46    Pending Child-Client      Sim1  Close  21707  410          
Order  2006-11-17 00:00:00.002  [Sim]SPY  Auto-trade: Bar Backtest: SPY [CBV-D] Daily #4 | 5du | BuyEntry | Formula: Buy Entry at row 4 is TRUE. | Bar start date-time: 2006-11-16 00:00:00.000 | Last: 139.93  21707    Limit  421  Buy  139.65    Order Sent      Sim1  Open    410          
Order  2006-11-17 00:00:00.003  [Sim]SPY  Simulated order accepted  21707  21707  Limit  421  Buy  139.65    Open      Sim1  Open    410          
Order  2006-11-27 00:00:00.000  [Sim]SPY  Trade simulation fill. Bid: 138.38 Ask: 138.39 Last: 138.38  21707  21707  Limit  421  Buy  139.65    Filled  139.65  421  Sim1  Open    410          
Fill  2006-11-27 00:00:00.001  [Sim]SPY  Trade simulation fill. Bid: 138.38 Ask: 138.39 Last: 138.38  21707  21707  Limit  421  Buy  139.65    Filled  139.65  421  Sim1  Open    831  21707.1  141.16  136.54    
Order  2006-11-27 00:00:00.002  [Sim]SPY  Auto-sent child from parent fill  21708    Limit  421  Sell  142.44    Order Sent      Sim1  Close  21707  831          
Order  2006-11-27 00:00:00.003  [Sim]SPY  Auto-sent child from parent fill  21709    Stop  421  Sell  135.46    Order Sent      Sim1  Close  21707  831          
Order  2006-11-27 00:00:00.004  [Sim]SPY  Simulated order accepted  21708  21708  Limit  421  Sell  142.44    Open      Sim1  Close  21707  831          
Order  2006-11-27 00:00:00.005  [Sim]SPY  Simulated order accepted  21709  21709  Stop  421  Sell  135.46    Open      Sim1  Close  21707  831          
Order  2006-11-27 00:00:00.006  [Sim]SPY  Auto-trade order modification: Bar Backtest: SPY [CBV-D] Daily #4 | Trade Management by Study. Requested Price: 137.73. Requested Quantity: 421  21709  21709  Stop  421  Sell  135.46    Pending Modify      Sim1  Close  21707  831          
Order  2006-11-27 00:00:00.007  [Sim]SPY  Simulated order modify complete  21709  21709  Stop  421  Sell  137.73    Open      Sim1  Close  21707  831          
Order  2006-11-28 00:00:00.000  [Sim]SPY  Auto-trade order modification: Bar Backtest: SPY [CBV-D] Daily #4 | Trade Management by Study. Requested Price: 138.08. Requested Quantity: 421  21709  21709  Stop  421  Sell  137.73    Pending Modify      Sim1  Close  21707  831          
Order  2006-11-28 00:00:00.001  [Sim]SPY  Simulated order modify complete  21709  21709  Stop  421  Sell  138.08    Open      Sim1  Close  21707  831          
Order  2006-11-29 00:00:00.000  [Sim]SPY  Auto-trade order modification: Bar Backtest: SPY [CBV-D] Daily #4 | Trade Management by Study. Requested Price: 138.12. Requested Quantity: 421  21709  21709  Stop  421  Sell  138.08    Pending Modify      Sim1  Close  21707  831          
Order  2006-11-29 00:00:00.001  [Sim]SPY  Simulated order modify complete  21709  21709  Stop  421  Sell  138.12    Open      Sim1  Close  21707  831          
Order  2006-12-13 00:00:00.000  [Sim]SPY  Auto-trade order modification: Bar Backtest: SPY [CBV-D] Daily #4 | Trade Management by Study. Requested Price: 138.98. Requested Quantity: 421  21709  21709  Stop  421  Sell  138.12    Pending Modify      Sim1  Close  21707  831          
Order  2006-12-13 00:00:00.001  [Sim]SPY  Simulated order modify complete  21709  21709  Stop  421  Sell  138.98    Open      Sim1  Close  21707  831          
Order  2006-12-14 00:00:00.000  [Sim]SPY  Trade simulation fill. Bid: 143.23 Ask: 143.24 Last: 143.24  21708  21708  Limit  421  Sell  142.44    Filled  142.44  421  Sim1  Close  21707  831          
Fill  2006-12-14 00:00:00.001  [Sim]SPY  Trade simulation fill. Bid: 143.23 Ask: 143.24 Last: 143.24  21708  21708  Limit  421  Sell  142.44    Filled  142.44  421  Sim1  Close  21707  410  21708.1  143.24  138.11    
Order  2006-12-14 00:00:00.002  [Sim]SPY  Canceling order due to sibling fill  21709  21709  Stop  421  Sell  138.98    Pending Cancel      Sim1  Close  21707  410          
Order  2006-12-14 00:00:00.003  [Sim]SPY  Simulated order canceled  21709  21709  Stop  421  Sell  138.98    Canceled      Sim1  Close  21707  410          
Order  2007-02-06 00:00:00.000  [Sim]SPY  Auto-trade: Bar Backtest: SPY [CBV-D] Daily #4 | 5du | BuyEntry | Formula: Buy Entry at row 4 is TRUE. | Bar start date-time: 2007-02-05 00:00:00.000 | Last: 144.97. Attached Order | Client side OCO order  21711    Limit    Sell  147.57    Pending Child-Client      Sim1  Close  21710  410          
Order  2007-02-06 00:00:00.001  [Sim]SPY  Auto-trade: Bar Backtest: SPY [CBV-D] Daily #4 | 5du | BuyEntry | Formula: Buy Entry at row 4 is TRUE. | Bar start date-time: 2007-02-05 00:00:00.000 | Last: 144.97. Attached Order | Client side OCO order  21712    Stop    Sell  140.34    Pending Child-Client      Sim1  Close  21710  410          
Order  2007-02-06 00:00:00.002  [Sim]SPY  Auto-trade: Bar Backtest: SPY [CBV-D] Daily #4 | 5du | BuyEntry | Formula: Buy Entry at row 4 is TRUE. | Bar start date-time: 2007-02-05 00:00:00.000 | Last: 144.97  21710    Limit  428  Buy  144.68    Order Sent      Sim1  Open    410          
Order  2007-02-06 00:00:00.003  [Sim]SPY  Simulated order accepted  21710  21710  Limit  428  Buy  144.68    Open      Sim1  Open    410          
Order  2007-02-06 00:00:00.004  [Sim]SPY  Trade simulation fill. Bid: 144.33 Ask: 144.34 Last: 144.33  21710  21710  Limit  428  Buy  144.68    Filled  144.68  428  Sim1  Open    410          
Fill  2007-02-06 00:00:00.005  [Sim]SPY  Trade simulation fill. Bid: 144.33 Ask: 144.34 Last: 144.33  21710  21710  Limit  428  Buy  144.68    Filled  144.68  428  Sim1  Open    838  21710.1  144.97  140.25    
Order  2007-02-06 00:00:00.006  [Sim]SPY  Auto-sent child from parent fill  21711    Limit  428  Sell  147.57    Order Sent      Sim1  Close  21710  838          
Order  2007-02-06 00:00:00.007  [Sim]SPY  Auto-sent child from parent fill  21712    Stop  428  Sell  140.34    Order Sent      Sim1  Close  21710  838          
Order  2007-02-06 00:00:00.008  [Sim]SPY  Simulated order accepted  21711  21711  Limit  428  Sell  147.57    Open      Sim1  Close  21710  838          
Order  2007-02-06 00:00:00.009  [Sim]SPY  Simulated order accepted  21712  21712  Stop  428  Sell  140.34    Open      Sim1  Close  21710  838          
Order  2007-02-06 00:00:00.010  [Sim]SPY  Auto-trade order modification: Bar Backtest: SPY [CBV-D] Daily #4 | Trade Management by Study. Requested Price: 141.59. Requested Quantity: 428  21712  21712  Stop  428  Sell  140.34    Pending Modify      Sim1  Close  21710  838          
Order  2007-02-06 00:00:00.011  [Sim]SPY  Simulated order modify complete  21712  21712  Stop  428  Sell  141.59    Open      Sim1  Close  21710  838          
Order  2007-02-12 00:00:00.000  [Sim]SPY  Auto-trade order modification: Bar Backtest: SPY [CBV-D] Daily #4 | Trade Management by Study. Requested Price: 141.75. Requested Quantity: 428  21712  21712  Stop  428  Sell  141.59    Pending Modify      Sim1  Close  21710  838          
Order  2007-02-12 00:00:00.001  [Sim]SPY  Simulated order modify complete  21712  21712  Stop  428  Sell  141.75    Open      Sim1  Close  21710  838          
Order  2007-02-13 00:00:00.000  [Sim]SPY  Auto-trade order modification: Bar Backtest: SPY [CBV-D] Daily #4 | Trade Management by Study. Requested Price: 142.07. Requested Quantity: 428  21712  21712  Stop  428  Sell  141.75    Pending Modify      Sim1  Close  21710  838          
Order  2007-02-13 00:00:00.001  [Sim]SPY  Simulated order modify complete  21712  21712  Stop  428  Sell  142.07    Open      Sim1  Close  21710  838          
Order  2007-02-14 00:00:00.000  [Sim]SPY  Auto-trade order modification: Bar Backtest: SPY [CBV-D] Daily #4 | Trade Management by Study. Requested Price: 142.41. Requested Quantity: 428  21712  21712  Stop  428  Sell  142.07    Pending Modify      Sim1  Close  21710  838          
Order  2007-02-14 00:00:00.001  [Sim]SPY  Simulated order modify complete  21712  21712  Stop  428  Sell  142.41    Open      Sim1  Close  21710  838          
Order  2007-02-15 00:00:00.000  [Sim]SPY  Auto-trade order modification: Bar Backtest: SPY [CBV-D] Daily #4 | Trade Management by Study. Requested Price: 143.20. Requested Quantity: 428  21712  21712  Stop  428  Sell  142.41    Pending Modify      Sim1  Close  21710  838          
Order  2007-02-15 00:00:00.001  [Sim]SPY  Simulated order modify complete  21712  21712  Stop  428  Sell  143.20    Open      Sim1  Close  21710  838          
Order  2007-02-27 00:00:00.000  [Sim]SPY  Trade simulation fill. Bid: 139.00 Ask: 139.01 Last: 139.00  21712  21712  Stop  428  Sell  143.20    Filled  143.19  428  Sim1  Close  21710  838          
Fill  2007-02-27 00:00:00.001  [Sim]SPY  Trade simulation fill. Bid: 139.00 Ask: 139.01 Last: 139.00  21712  21712  Stop  428  Sell  143.20    Filled  143.19  428  Sim1  Close  21710  410  21712.1  146.42  139.00    
Order  2007-02-27 00:00:00.002  [Sim]SPY  Canceling order due to sibling fill  21711  21711  Limit  428  Sell  147.57    Pending Cancel      Sim1  Close  21710  410          
Order  2007-02-27 00:00:00.003  [Sim]SPY  Simulated order canceled  21711  21711  Limit  428  Sell  147.57    Canceled      Sim1  Close  21710  410          
Order  2007-04-05 00:00:00.000  [Sim]SPY  Auto-trade: Bar Backtest: SPY [CBV-D] Daily #4 | 5du | BuyEntry | Formula: Buy Entry at row 4 is TRUE. | Bar start date-time: 2007-04-04 00:00:00.000 | Last: 143.67. Attached Order | Client side OCO order  21714    Limit    Sell  146.25    Pending Child-Client      Sim1  Close  21713  410          
Order  2007-04-05 00:00:00.001  [Sim]SPY  Auto-trade: Bar Backtest: SPY [CBV-D] Daily #4 | 5du | BuyEntry | Formula: Buy Entry at row 4 is TRUE. | Bar start date-time: 2007-04-04 00:00:00.000 | Last: 143.67. Attached Order | Client side OCO order  21715    Stop    Sell  139.08    Pending Child-Client      Sim1  Close  21713  410          
Order  2007-04-05 00:00:00.002  [Sim]SPY  Auto-trade: Bar Backtest: SPY [CBV-D] Daily #4 | 5du | BuyEntry | Formula: Buy Entry at row 4 is TRUE. | Bar start date-time: 2007-04-04 00:00:00.000 | Last: 143.67  21713    Limit  446  Buy  143.38    Order Sent      Sim1  Open    410          
Order  2007-04-05 00:00:00.003  [Sim]SPY  Simulated order accepted  21713  21713  Limit  446  Buy  143.38    Open      Sim1  Open    410          
Order  2007-04-12 00:00:00.000  [Sim]SPY  Trade simulation fill. Bid: 143.34 Ask: 143.35 Last: 143.34  21713  21713  Limit  446  Buy  143.38    Filled  143.38  446  Sim1  Open    410          
Fill  2007-04-12 00:00:00.001  [Sim]SPY  Trade simulation fill. Bid: 143.34 Ask: 143.35 Last: 143.34  21713  21713  Limit  446  Buy  143.38    Filled  143.38  446  Sim1  Open    856  21713.1  144.86  136.75    
Order  2007-04-12 00:00:00.002  [Sim]SPY  Auto-sent child from parent fill  21714    Limit  446  Sell  146.25    Order Sent      Sim1  Close  21713  856          
Order  2007-04-12 00:00:00.003  [Sim]SPY  Auto-sent child from parent fill  21715    Stop  446  Sell  139.08    Order Sent      Sim1  Close  21713  856          
Order  2007-04-12 00:00:00.004  [Sim]SPY  Simulated order accepted  21714  21714  Limit  446  Sell  146.25    Open      Sim1  Close  21713  856          
Order  2007-04-12 00:00:00.005  [Sim]SPY  Simulated order accepted  21715  21715  Stop  446  Sell  139.08    Open      Sim1  Close  21713  856          
Order  2007-04-12 00:00:00.006  [Sim]SPY  Auto-trade order modification: Bar Backtest: SPY [CBV-D] Daily #4 | Trade Management by Study. Requested Price: 140.57. Requested Quantity: 446  21715  21715  Stop  446  Sell  139.08    Pending Modify      Sim1  Close  21713  856          
Order  2007-04-12 00:00:00.007  [Sim]SPY  Simulated order modify complete  21715  21715  Stop  446  Sell  140.57    Open      Sim1  Close  21713  856          
Order  2007-04-16 00:00:00.000  [Sim]SPY  Trade simulation fill. Bid: 146.85 Ask: 146.86 Last: 146.86  21714  21714  Limit  446  Sell  146.25    Filled  146.25  446  Sim1  Close  21713  856          
Fill  2007-04-16 00:00:00.001  [Sim]SPY  Trade simulation fill. Bid: 146.85 Ask: 146.86 Last: 146.86  21714  21714  Limit  446  Sell  146.25    Filled  146.25  446  Sim1  Close  21713  410  21714.1  146.86  144.36    
Order  2007-04-16 00:00:00.002  [Sim]SPY  Canceling order due to sibling fill  21715  21715  Stop  446  Sell  140.57    Pending Cancel      Sim1  Close  21713  410          
Order  2007-04-16 00:00:00.003  [Sim]SPY  Simulated order canceled  21715  21715  Stop  446  Sell  140.57    Canceled      Sim1  Close  21713  410          
Order  2007-04-19 00:00:00.000  [Sim]SPY  Auto-trade: Bar Backtest: SPY [CBV-D] Daily #4 | 5du | BuyEntry | Formula: Buy Entry at row 4 is TRUE. | Bar start date-time: 2007-04-18 00:00:00.000 | Last: 146.55. Attached Order | Client side OCO order  21717    Limit    Sell  149.19    Pending Child-Client      Sim1  Close  21716  410          
Order  2007-04-19 00:00:00.001  [Sim]SPY  Auto-trade: Bar Backtest: SPY [CBV-D] Daily #4 | 5du | BuyEntry | Formula: Buy Entry at row 4 is TRUE. | Bar start date-time: 2007-04-18 00:00:00.000 | Last: 146.55. Attached Order | Client side OCO order  21718    Stop    Sell  141.87    Pending Child-Client      Sim1  Close  21716  410          
Order  2007-04-19 00:00:00.002  [Sim]SPY  Auto-trade: Bar Backtest: SPY [CBV-D] Daily #4 | 5du | BuyEntry | Formula: Buy Entry at row 4 is TRUE. | Bar start date-time: 2007-04-18 00:00:00.000 | Last: 146.55  21716    Limit  445  Buy  146.26    Order Sent      Sim1  Open    410          
Order  2007-04-19 00:00:00.003  [Sim]SPY  Simulated order accepted  21716  21716  Limit  445  Buy  146.26    Open      Sim1  Open    410          
Order  2007-05-08 00:00:00.000  [Sim]SPY  Initiating: Auto-trade: Bar Backtest: SPY [CBV-D] Daily #4 | 5du | Canceling all orders | Source: Buy Entry (CancelAllOrdersOnEntries=true) | Bar start date-time: 2007-05-07 00:00:00.000  21716  21716  Limit  445  Buy  146.26    Open      Sim1  Open              
Order  2007-05-08 00:00:00.001  [Sim]SPY  Auto-trade: Bar Backtest: SPY [CBV-D] Daily #4 | 5du | Canceling all orders | Source: Buy Entry (CancelAllOrdersOnEntries=true) | Bar start date-time: 2007-05-07 00:00:00.000  21716  21716  Limit  445  Buy  146.26    Pending Cancel      Sim1  Open    410          
Order  2007-05-08 00:00:00.002  [Sim]SPY  Simulated order canceled  21716  21716  Limit  445  Buy  146.26    Canceled      Sim1  Open    410          
Order  2007-05-08 00:00:00.003  [Sim]SPY  Canceling child orders of internal order ID 21716. Internal cancel  21717    Limit    Sell  149.19    Pending Cancel      Sim1  Close  21716  410          
Order  2007-05-08 00:00:00.004  [Sim]SPY  Canceling child orders of internal order ID 21716. Internal cancel  21717    Limit    Sell  149.19    Canceled      Sim1  Close  21716  410          
Order  2007-05-08 00:00:00.005  [Sim]SPY  Canceling child orders of internal order ID 21716. Internal cancel  21718    Stop    Sell  141.87    Pending Cancel      Sim1  Close  21716  410          
Order  2007-05-08 00:00:00.006  [Sim]SPY  Canceling child orders of internal order ID 21716. Internal cancel  21718    Stop    Sell  141.87    Canceled      Sim1  Close  21716  410          
Order  2007-05-08 00:00:00.007  [Sim]SPY  Order cancellation failed | The order is no longer working and cannot be canceled  21717    Limit    Sell  149.19    Canceled      Sim1  Close    410          
Order  2007-05-08 00:00:00.008  [Sim]SPY  Order cancellation failed | The order is no longer working and cannot be canceled  21718    Stop    Sell  141.87    Canceled      Sim1  Close    410          
Order  2007-05-08 00:00:00.009  [Sim]SPY  Auto-trade: Bar Backtest: SPY [CBV-D] Daily #4 | 5du | BuyEntry | Formula: Buy Entry at row 4 is TRUE. | Bar start date-time: 2007-05-07 00:00:00.000 | Last: 150.58. Attached Order | Client side OCO order  21720    Limit    Sell  153.29    Pending Child-Client      Sim1  Close  21719  410          
Order  2007-05-08 00:00:00.010  [Sim]SPY  Auto-trade: Bar Backtest: SPY [CBV-D] Daily #4 | 5du | BuyEntry | Formula: Buy Entry at row 4 is TRUE. | Bar start date-time: 2007-05-07 00:00:00.000 | Last: 150.58. Attached Order | Client side OCO order  21721    Stop    Sell  145.77    Pending Child-Client      Sim1  Close  21719  410          
Order  2007-05-08 00:00:00.011  [Sim]SPY  Auto-trade: Bar Backtest: SPY [CBV-D] Daily #4 | 5du | BuyEntry | Formula: Buy Entry at row 4 is TRUE. | Bar start date-time: 2007-05-07 00:00:00.000 | Last: 150.58  21719    Limit  433  Buy  150.28    Order Sent      Sim1  Open    410          
Order  2007-05-08 00:00:00.012  [Sim]SPY  Simulated order accepted  21719  21719  Limit  433  Buy  150.28    Open      Sim1  Open    410          
Order  2007-05-08 00:00:00.013  [Sim]SPY  Trade simulation fill. Bid: 150.13 Ask: 150.14 Last: 150.13  21719  21719  Limit  433  Buy  150.28    Filled  150.28  433  Sim1  Open    410          
Fill  2007-05-08 00:00:00.014  [Sim]SPY  Trade simulation fill. Bid: 150.13 Ask: 150.14 Last: 150.13  21719  21719  Limit  433  Buy  150.28    Filled  150.28  433  Sim1  Open    843  21719.1  151.20  146.36    
Order  2007-05-08 00:00:00.015  [Sim]SPY  Auto-sent child from parent fill  21720    Limit  433  Sell  153.29    Order Sent      Sim1  Close  21719  843          
Order  2007-05-08 00:00:00.016  [Sim]SPY  Auto-sent child from parent fill  21721    Stop  433  Sell  145.77    Order Sent      Sim1  Close  21719  843          
Order  2007-05-08 00:00:00.017  [Sim]SPY  Simulated order accepted  21720  21720  Limit  433  Sell  153.29    Open      Sim1  Close  21719  843          
Order  2007-05-08 00:00:00.018  [Sim]SPY  Simulated order accepted  21721  21721  Stop  433  Sell  145.77    Open      Sim1  Close  21719  843          
Order  2007-05-08 00:00:00.019  [Sim]SPY  Auto-trade order modification: Bar Backtest: SPY [CBV-D] Daily #4 | Trade Management by Study. Requested Price: 147.33. Requested Quantity: 433  21721  21721  Stop  433  Sell  145.77    Pending Modify      Sim1  Close  21719  843          
Order  2007-05-08 00:00:00.020  [Sim]SPY  Simulated order modify complete  21721  21721  Stop  433  Sell  147.33    Open      Sim1  Close  21719  843          
Order  2007-05-09 00:00:00.000  [Sim]SPY  Auto-trade order modification: Bar Backtest: SPY [CBV-D] Daily #4 | Trade Management by Study. Requested Price: 147.68. Requested Quantity: 433  21721  21721  Stop  433  Sell  147.33    Pending Modify      Sim1  Close  21719  843          
Order  2007-05-09 00:00:00.001  [Sim]SPY  Simulated order modify complete  21721  21721  Stop  433  Sell  147.68    Open      Sim1  Close  21719  843          
Order  2007-05-16 00:00:00.000  [Sim]SPY  Auto-trade order modification: Bar Backtest: SPY [CBV-D] Daily #4 | Trade Management by Study. Requested Price: 148.76. Requested Quantity: 433  21721  21721  Stop  433  Sell  147.68    Pending Modify      Sim1  Close  21719  843          
Order  2007-05-16 00:00:00.001  [Sim]SPY  Simulated order modify complete  21721  21721  Stop  433  Sell  148.76    Open      Sim1  Close  21719  843          
Order  2007-05-17 00:00:00.000  [Sim]SPY  Auto-trade order modification: Bar Backtest: SPY [CBV-D] Daily #4 | Trade Management by Study. Requested Price: 149.06. Requested Quantity: 433  21721  21721  Stop  433  Sell  148.76    Pending Modify      Sim1  Close  21719  843          
Order  2007-05-17 00:00:00.001  [Sim]SPY  Simulated order modify complete  21721  21721  Stop  433  Sell  149.06    Open      Sim1  Close  21719  843          
Order  2007-05-18 00:00:00.000  [Sim]SPY  Auto-trade order modification: Bar Backtest: SPY [CBV-D] Daily #4 | Trade Management by Study. Requested Price: 149.28. Requested Quantity: 433  21721  21721  Stop  433  Sell  149.06    Pending Modify      Sim1  Close  21719  843          
Order  2007-05-18 00:00:00.001  [Sim]SPY  Simulated order modify complete  21721  21721  Stop  433  Sell  149.28    Open      Sim1  Close  21719  843          
Order  2007-05-23 00:00:00.000  [Sim]SPY  Trade simulation fill. Bid: 153.49 Ask: 153.50 Last: 153.50  21720  21720  Limit  433  Sell  153.29    Filled  153.29  433  Sim1  Close  21719  843          
Fill  2007-05-23 00:00:00.001  [Sim]SPY  Trade simulation fill. Bid: 153.49 Ask: 153.50 Last: 153.50  21720  21720  Limit  433  Sell  153.29    Filled  153.29  433  Sim1  Close  21719  410  21720.1  153.50  149.27    
Order  2007-05-23 00:00:00.002  [Sim]SPY  Canceling order due to sibling fill  21721  21721  Stop  433  Sell  149.28    Pending Cancel      Sim1  Close  21719  410          
Order  2007-05-23 00:00:00.003  [Sim]SPY  Simulated order canceled  21721  21721  Stop  433  Sell  149.28    Canceled      Sim1  Close  21719  410          
Order  2008-04-22 00:00:00.000  [Sim]SPY  Auto-trade: Bar Backtest: SPY [CBV-D] Daily #4 | 5du | BuyEntry | Formula: Buy Entry at row 4 is TRUE. | Bar start date-time: 2008-04-21 00:00:00.000 | Last: 138.19. Attached Order | Client side OCO order  21723    Limit    Sell  140.67    Pending Child-Client      Sim1  Close  21722  410          
Order  2008-04-22 00:00:00.001  [Sim]SPY  Auto-trade: Bar Backtest: SPY [CBV-D] Daily #4 | 5du | BuyEntry | Formula: Buy Entry at row 4 is TRUE. | Bar start date-time: 2008-04-21 00:00:00.000 | Last: 138.19. Attached Order | Client side OCO order  21724    Stop    Sell  133.77    Pending Child-Client      Sim1  Close  21722  410          
Order  2008-04-22 00:00:00.002  [Sim]SPY  Auto-trade: Bar Backtest: SPY [CBV-D] Daily #4 | 5du | BuyEntry | Formula: Buy Entry at row 4 is TRUE. | Bar start date-time: 2008-04-21 00:00:00.000 | Last: 138.19  21722    Limit  517  Buy  137.91    Order Sent      Sim1  Open    410          
Order  2008-04-22 00:00:00.003  [Sim]SPY  Simulated order accepted  21722  21722  Limit  517  Buy  137.91    Open      Sim1  Open    410          
Order  2008-04-22 00:00:00.004  [Sim]SPY  Trade simulation fill. Bid: 136.64 Ask: 136.65 Last: 136.64  21722  21722  Limit  517  Buy  137.91    Filled  137.91  517  Sim1  Open    410          
Fill  2008-04-22 00:00:00.005  [Sim]SPY  Trade simulation fill. Bid: 136.64 Ask: 136.65 Last: 136.64  21722  21722  Limit  517  Buy  137.91    Filled  137.91  517  Sim1  Open    927  21722.1  157.52  126.00    
Order  2008-04-22 00:00:00.006  [Sim]SPY  Auto-sent child from parent fill  21723    Limit  517  Sell  140.67    Order Sent      Sim1  Close  21722  927          
Order  2008-04-22 00:00:00.007  [Sim]SPY  Auto-sent child from parent fill  21724    Stop  517  Sell  133.77    Order Sent      Sim1  Close  21722  927          
Order  2008-04-22 00:00:00.008  [Sim]SPY  Simulated order accepted  21723  21723  Limit  517  Sell  140.67    Open      Sim1  Close  21722  927          
Order  2008-04-22 00:00:00.009  [Sim]SPY  Simulated order accepted  21724  21724  Stop  517  Sell  133.77    Open      Sim1  Close  21722  927          
Order  2008-04-22 00:00:00.010  [Sim]SPY  Auto-trade order modification: Bar Backtest: SPY [CBV-D] Daily #4 | Trade Management by Study. Requested Price: 132.34. Requested Quantity: 517  21724  21724  Stop  517  Sell  133.77    Pending Modify      Sim1  Close  21722  927          
Order  2008-04-22 00:00:00.011  [Sim]SPY  Simulated order modify complete  21724  21724  Stop  517  Sell  132.34    Open      Sim1  Close  21722  927          
Order  2008-04-30 00:00:00.000  [Sim]SPY  Auto-trade order modification: Bar Backtest: SPY [CBV-D] Daily #4 | Trade Management by Study. Requested Price: 134.41. Requested Quantity: 517  21724  21724  Stop  517  Sell  132.34    Pending Modify      Sim1  Close  21722  927          
Order  2008-04-30 00:00:00.001  [Sim]SPY  Simulated order modify complete  21724  21724  Stop  517  Sell  134.41    Open      Sim1  Close  21722  927          
Order  2008-05-01 00:00:00.000  [Sim]SPY  Auto-trade order modification: Bar Backtest: SPY [CBV-D] Daily #4 | Trade Management by Study. Requested Price: 135.67. Requested Quantity: 517  21724  21724  Stop  517  Sell  134.41    Pending Modify      Sim1  Close  21722  927          
Order  2008-05-01 00:00:00.001  [Sim]SPY  Simulated order modify complete  21724  21724  Stop  517  Sell  135.67    Open      Sim1  Close  21722  927          
Order  2008-05-01 00:00:00.002  [Sim]SPY  Trade simulation fill. Bid: 141.11 Ask: 141.12 Last: 141.12  21723  21723  Limit  517  Sell  140.67    Filled  140.67  517  Sim1  Close  21722  927          
Fill  2008-05-01 00:00:00.003  [Sim]SPY  Trade simulation fill. Bid: 141.11 Ask: 141.12 Last: 141.12  21723  21723  Limit  517  Sell  140.67    Filled  140.67  517  Sim1  Close  21722  410  21723.1  141.12  137.04    
Order  2008-05-01 00:00:00.004  [Sim]SPY  Canceling order due to sibling fill  21724  21724  Stop  517  Sell  135.67    Pending Cancel      Sim1  Close  21722  410          
Order  2008-05-01 00:00:00.005  [Sim]SPY  Simulated order canceled  21724  21724  Stop  517  Sell  135.67    Canceled      Sim1  Close  21722  410          
Order  2008-05-19 00:00:00.000  [Sim]SPY  Auto-trade: Bar Backtest: SPY [CBV-D] Daily #4 | 5du | BuyEntry | Formula: Buy Entry at row 4 is TRUE. | Bar start date-time: 2008-05-16 00:00:00.000 | Last: 142.81. Attached Order | Client side OCO order  21726    Limit    Sell  145.37    Pending Child-Client      Sim1  Close  21725  410          
Order  2008-05-19 00:00:00.001  [Sim]SPY  Auto-trade: Bar Backtest: SPY [CBV-D] Daily #4 | 5du | BuyEntry | Formula: Buy Entry at row 4 is TRUE. | Bar start date-time: 2008-05-16 00:00:00.000 | Last: 142.81. Attached Order | Client side OCO order  21727    Stop    Sell  138.24    Pending Child-Client      Sim1  Close  21725  410          
Order  2008-05-19 00:00:00.002  [Sim]SPY  Auto-trade: Bar Backtest: SPY [CBV-D] Daily #4 | 5du | BuyEntry | Formula: Buy Entry at row 4 is TRUE. | Bar start date-time: 2008-05-16 00:00:00.000 | Last: 142.81  21725    Limit  462  Buy  142.52    Order Sent      Sim1  Open    410          
Order  2008-05-19 00:00:00.003  [Sim]SPY  Simulated order accepted  21725  21725  Limit  462  Buy  142.52    Open      Sim1  Open    410          
Order  2008-05-19 00:00:00.004  [Sim]SPY  Trade simulation fill. Bid: 142.30 Ask: 142.31 Last: 142.30  21725  21725  Limit  462  Buy  142.52    Filled  142.52  462  Sim1  Open    410          
Fill  2008-05-19 00:00:00.005  [Sim]SPY  Trade simulation fill. Bid: 142.30 Ask: 142.31 Last: 142.30  21725  21725  Limit  462  Buy  142.52    Filled  142.52  462  Sim1  Open    872  21725.1  144.30  138.45    
Order  2008-05-19 00:00:00.006  [Sim]SPY  Auto-sent child from parent fill  21726    Limit  462  Sell  145.37    Order Sent      Sim1  Close  21725  872          
Order  2008-05-19 00:00:00.007  [Sim]SPY  Auto-sent child from parent fill  21727    Stop  462  Sell  138.24    Order Sent      Sim1  Close  21725  872          
Order  2008-05-19 00:00:00.008  [Sim]SPY  Simulated order accepted  21726  21726  Limit  462  Sell  145.37    Open      Sim1  Close  21725  872          
Order  2008-05-19 00:00:00.009  [Sim]SPY  Simulated order accepted  21727  21727  Stop  462  Sell  138.24    Open      Sim1  Close  21725  872          
Order  2008-05-19 00:00:00.010  [Sim]SPY  Auto-trade order modification: Bar Backtest: SPY [CBV-D] Daily #4 | Trade Management by Study. Requested Price: 138.46. Requested Quantity: 462  21727  21727  Stop  462  Sell  138.24    Pending Modify      Sim1  Close  21725  872          
Order  2008-05-19 00:00:00.011  [Sim]SPY  Simulated order modify complete  21727  21727  Stop  462  Sell  138.46    Open      Sim1  Close  21725  872          
Order  2008-05-23 00:00:00.000  [Sim]SPY  Trade simulation fill. Bid: 137.52 Ask: 137.53 Last: 137.52  21727  21727  Stop  462  Sell  138.46    Filled  138.45  462  Sim1  Close  21725  872          
Fill  2008-05-23 00:00:00.001  [Sim]SPY  Trade simulation fill. Bid: 137.52 Ask: 137.53 Last: 137.52  21727  21727  Stop  462  Sell  138.46    Filled  138.45  462  Sim1  Close  21725  410  21727.1  143.05  137.52    
Order  2008-05-23 00:00:00.002  [Sim]SPY  Canceling order due to sibling fill  21726  21726  Limit  462  Sell  145.37    Pending Cancel      Sim1  Close  21725  410          
Order  2008-05-23 00:00:00.003  [Sim]SPY  Simulated order canceled  21726  21726  Limit  462  Sell  145.37    Canceled      Sim1  Close  21725  410          
Order  2008-07-23 00:00:00.000  [Sim]SPY  Auto-trade: Bar Backtest: SPY [CBV-D] Daily #4 | 5du | BuyEntry | Formula: Buy Entry at row 4 is TRUE. | Bar start date-time: 2008-07-22 00:00:00.000 | Last: 127.89. Attached Order | Client side OCO order  21729    Limit    Sell  130.18    Pending Child-Client      Sim1  Close  21728  410          
Order  2008-07-23 00:00:00.001  [Sim]SPY  Auto-trade: Bar Backtest: SPY [CBV-D] Daily #4 | 5du | BuyEntry | Formula: Buy Entry at row 4 is TRUE. | Bar start date-time: 2008-07-22 00:00:00.000 | Last: 127.89. Attached Order | Client side OCO order  21730    Stop    Sell  123.80    Pending Child-Client      Sim1  Close  21728  410          
Order  2008-07-23 00:00:00.002  [Sim]SPY  Auto-trade: Bar Backtest: SPY [CBV-D] Daily #4 | 5du | BuyEntry | Formula: Buy Entry at row 4 is TRUE. | Bar start date-time: 2008-07-22 00:00:00.000 | Last: 127.89  21728    Limit  516  Buy  127.63    Order Sent      Sim1  Open    410          
Order  2008-07-23 00:00:00.003  [Sim]SPY  Simulated order accepted  21728  21728  Limit  516  Buy  127.63    Open      Sim1  Open    410          
Order  2008-07-23 00:00:00.004  [Sim]SPY  Trade simulation fill. Bid: 127.55 Ask: 127.56 Last: 127.55  21728  21728  Limit  516  Buy  127.63    Filled  127.63  516  Sim1  Open    410          
Fill  2008-07-23 00:00:00.005  [Sim]SPY  Trade simulation fill. Bid: 127.55 Ask: 127.56 Last: 127.55  21728  21728  Limit  516  Buy  127.63    Filled  127.63  516  Sim1  Open    926  21728.1  140.93  120.02    
Order  2008-07-23 00:00:00.006  [Sim]SPY  Auto-sent child from parent fill  21729    Limit  516  Sell  130.18    Order Sent      Sim1  Close  21728  926          
Order  2008-07-23 00:00:00.007  [Sim]SPY  Auto-sent child from parent fill  21730    Stop  516  Sell  123.80    Order Sent      Sim1  Close  21728  926          
Order  2008-07-23 00:00:00.008  [Sim]SPY  Simulated order accepted  21729  21729  Limit  516  Sell  130.18    Open      Sim1  Close  21728  926          
Order  2008-07-23 00:00:00.009  [Sim]SPY  Simulated order accepted  21730  21730  Stop  516  Sell  123.80    Open      Sim1  Close  21728  926          
Order  2008-07-23 00:00:00.010  [Sim]SPY  Auto-trade order modification: Bar Backtest: SPY [CBV-D] Daily #4 | Trade Management by Study. Requested Price: 120.03. Requested Quantity: 516  21730  21730  Stop  516  Sell  123.80    Pending Modify      Sim1  Close  21728  926          
Order  2008-07-23 00:00:00.011  [Sim]SPY  Simulated order modify complete  21730  21730  Stop  516  Sell  120.03    Open      Sim1  Close  21728  926          
Order  2008-07-30 00:00:00.000  [Sim]SPY  Auto-trade order modification: Bar Backtest: SPY [CBV-D] Daily #4 | Trade Management by Study. Requested Price: 121.11. Requested Quantity: 516  21730  21730  Stop  516  Sell  120.03    Pending Modify      Sim1  Close  21728  926          
Order  2008-07-30 00:00:00.001  [Sim]SPY  Simulated order modify complete  21730  21730  Stop  516  Sell  121.11    Open      Sim1  Close  21728  926          
Order  2008-07-31 00:00:00.000  [Sim]SPY  Auto-trade order modification: Bar Backtest: SPY [CBV-D] Daily #4 | Trade Management by Study. Requested Price: 123.43. Requested Quantity: 516  21730  21730  Stop  516  Sell  121.11    Pending Modify      Sim1  Close  21728  926          
Order  2008-07-31 00:00:00.001  [Sim]SPY  Simulated order modify complete  21730  21730  Stop  516  Sell  123.43    Open      Sim1  Close  21728  926          
Order  2008-08-11 00:00:00.000  [Sim]SPY  Trade simulation fill. Bid: 131.50 Ask: 131.51 Last: 131.51  21729  21729  Limit  516  Sell  130.18    Filled  130.18  516  Sim1  Close  21728  926          
Fill  2008-08-11 00:00:00.001  [Sim]SPY  Trade simulation fill. Bid: 131.50 Ask: 131.51 Last: 131.51  21729  21729  Limit  516  Sell  130.18    Filled  130.18  516  Sim1  Close  21728  410  21729.1  131.51  123.42    
Order  2008-08-11 00:00:00.002  [Sim]SPY  Canceling order due to sibling fill  21730  21730  Stop  516  Sell  123.43    Pending Cancel      Sim1  Close  21728  410          
Order  2008-08-11 00:00:00.003  [Sim]SPY  Simulated order canceled  21730  21730  Stop  516  Sell  123.43    Canceled      Sim1  Close  21728  410          
Order  2009-09-11 00:00:00.000  [Sim]SPY  Auto-trade: Bar Backtest: SPY [CBV-D] Daily #4 | 5du | BuyEntry | Formula: Buy Entry at row 4 is TRUE. | Bar start date-time: 2009-09-10 00:00:00.000 | Last: 104.99. Attached Order | Client side OCO order  21732    Limit    Sell  106.88    Pending Child-Client      Sim1  Close  21731  410          
Order  2009-09-11 00:00:00.001  [Sim]SPY  Auto-trade: Bar Backtest: SPY [CBV-D] Daily #4 | 5du | BuyEntry | Formula: Buy Entry at row 4 is TRUE. | Bar start date-time: 2009-09-10 00:00:00.000 | Last: 104.99. Attached Order | Client side OCO order  21733    Stop    Sell  101.64    Pending Child-Client      Sim1  Close  21731  410          
Order  2009-09-11 00:00:00.002  [Sim]SPY  Auto-trade: Bar Backtest: SPY [CBV-D] Daily #4 | 5du | BuyEntry | Formula: Buy Entry at row 4 is TRUE. | Bar start date-time: 2009-09-10 00:00:00.000 | Last: 104.99  21731    Limit  560  Buy  104.78    Order Sent      Sim1  Open    410          
Order  2009-09-11 00:00:00.003  [Sim]SPY  Simulated order accepted  21731  21731  Limit  560  Buy  104.78    Open      Sim1  Open    410          
Order  2009-09-11 00:00:00.004  [Sim]SPY  Trade simulation fill. Bid: 104.28 Ask: 104.29 Last: 104.28  21731  21731  Limit  560  Buy  104.78    Filled  104.78  560  Sim1  Open    410          
Fill  2009-09-11 00:00:00.005  [Sim]SPY  Trade simulation fill. Bid: 104.28 Ask: 104.29 Last: 104.28  21731  21731  Limit  560  Buy  104.78    Filled  104.78  560  Sim1  Open    970  21731.1  130.71  67.10    
Order  2009-09-11 00:00:00.006  [Sim]SPY  Auto-sent child from parent fill  21732    Limit  560  Sell  106.88    Order Sent      Sim1  Close  21731  970          
Order  2009-09-11 00:00:00.007  [Sim]SPY  Auto-sent child from parent fill  21733    Stop  560  Sell  101.64    Order Sent      Sim1  Close  21731  970          
Order  2009-09-11 00:00:00.008  [Sim]SPY  Simulated order accepted  21732  21732  Limit  560  Sell  106.88    Open      Sim1  Close  21731  970          
Order  2009-09-11 00:00:00.009  [Sim]SPY  Simulated order accepted  21733  21733  Stop  560  Sell  101.64    Open      Sim1  Close  21731  970          
Order  2009-09-11 00:00:00.010  [Sim]SPY  Auto-trade order modification: Bar Backtest: SPY [CBV-D] Daily #4 | Trade Management by Study. Requested Price: 99.58. Requested Quantity: 560  21733  21733  Stop  560  Sell  101.64    Pending Modify      Sim1  Close  21731  970          
Order  2009-09-11 00:00:00.011  [Sim]SPY  Simulated order modify complete  21733  21733  Stop  560  Sell  99.58    Open      Sim1  Close  21731  970          
Order  2009-09-16 00:00:00.000  [Sim]SPY  Trade simulation fill. Bid: 107.33 Ask: 107.34 Last: 107.34  21732  21732  Limit  560  Sell  106.88    Filled  106.88  560  Sim1  Close  21731  970          
Fill  2009-09-16 00:00:00.001  [Sim]SPY  Trade simulation fill. Bid: 107.33 Ask: 107.34 Last: 107.34  21732  21732  Limit  560  Sell  106.88    Filled  106.88  560  Sim1  Close  21731  410  21732.1  107.34  103.15    
Order  2009-09-16 00:00:00.002  [Sim]SPY  Canceling order due to sibling fill  21733  21733  Stop  560  Sell  99.58    Pending Cancel      Sim1  Close  21731  410          
Order  2009-09-16 00:00:00.003  [Sim]SPY  Simulated order canceled  21733  21733  Stop  560  Sell  99.58    Canceled      Sim1  Close  21731  410          
Order  2009-10-12 00:00:00.000  [Sim]SPY  Auto-trade: Bar Backtest: SPY [CBV-D] Daily #4 | 5du | BuyEntry | Formula: Buy Entry at row 4 is TRUE. | Bar start date-time: 2009-10-09 00:00:00.000 | Last: 107.759995. Attached Order | Client side OCO order  21735    Limit    Sell  109.69    Pending Child-Client      Sim1  Close  21734  410          
Order  2009-10-12 00:00:00.001  [Sim]SPY  Auto-trade: Bar Backtest: SPY [CBV-D] Daily #4 | 5du | BuyEntry | Formula: Buy Entry at row 4 is TRUE. | Bar start date-time: 2009-10-09 00:00:00.000 | Last: 107.759995. Attached Order | Client side OCO order  21736    Stop    Sell  104.31    Pending Child-Client      Sim1  Close  21734  410          
Order  2009-10-12 00:00:00.002  [Sim]SPY  Auto-trade: Bar Backtest: SPY [CBV-D] Daily #4 | 5du | BuyEntry | Formula: Buy Entry at row 4 is TRUE. | Bar start date-time: 2009-10-09 00:00:00.000 | Last: 107.759995  21734    Limit  432  Buy  107.54    Order Sent      Sim1  Open    410          
Order  2009-10-12 00:00:00.003  [Sim]SPY  Simulated order accepted  21734  21734  Limit  432  Buy  107.54    Open      Sim1  Open    410          
Order  2009-10-12 00:00:00.004  [Sim]SPY  Trade simulation fill. Bid: 107.28 Ask: 107.29 Last: 107.28  21734  21734  Limit  432  Buy  107.54    Filled  107.54  432  Sim1  Open    410          
Fill  2009-10-12 00:00:00.005  [Sim]SPY  Trade simulation fill. Bid: 107.28 Ask: 107.29 Last: 107.28  21734  21734  Limit  432  Buy  107.54    Filled  107.54  432  Sim1  Open    842  21734.1  108.09  101.99    
Order  2009-10-12 00:00:00.006  [Sim]SPY  Auto-sent child from parent fill  21735    Limit  432  Sell  109.69    Order Sent      Sim1  Close  21734  842          
Order  2009-10-12 00:00:00.007  [Sim]SPY  Auto-sent child from parent fill  21736    Stop  432  Sell  104.31    Order Sent      Sim1  Close  21734  842          
Order  2009-10-12 00:00:00.008  [Sim]SPY  Simulated order accepted  21735  21735  Limit  432  Sell  109.69    Open      Sim1  Close  21734  842          
Order  2009-10-12 00:00:00.009  [Sim]SPY  Simulated order accepted  21736  21736  Stop  432  Sell  104.31    Open      Sim1  Close  21734  842          
Order  2009-10-12 00:00:00.010  [Sim]SPY  Auto-trade order modification: Bar Backtest: SPY [CBV-D] Daily #4 | Trade Management by Study. Requested Price: 102.00. Requested Quantity: 432  21736  21736  Stop  432  Sell  104.31    Pending Modify      Sim1  Close  21734  842          
Order  2009-10-12 00:00:00.011  [Sim]SPY  Simulated order modify complete  21736  21736  Stop  432  Sell  102.00    Open      Sim1  Close  21734  842          
Order  2009-10-15 00:00:00.000  [Sim]SPY  Trade simulation fill. Bid: 109.70 Ask: 109.71 Last: 109.71  21735  21735  Limit  432  Sell  109.69    Filled  109.69  432  Sim1  Close  21734  842          
Fill  2009-10-15 00:00:00.001  [Sim]SPY  Trade simulation fill. Bid: 109.70 Ask: 109.71 Last: 109.71  21735  21735  Limit  432  Sell  109.69    Filled  109.69  432  Sim1  Close  21734  410  21735.1  109.71  106.76    
Order  2009-10-15 00:00:00.002  [Sim]SPY  Canceling order due to sibling fill  21736  21736  Stop  432  Sell  102.00    Pending Cancel      Sim1  Close  21734  410          
Order  2009-10-15 00:00:00.003  [Sim]SPY  Simulated order canceled  21736  21736  Stop  432  Sell  102.00    Canceled      Sim1  Close  21734  410          
Order  2009-11-09 00:00:00.000  [Sim]SPY  Auto-trade: Bar Backtest: SPY [CBV-D] Daily #4 | 5du | BuyEntry | Formula: Buy Entry at row 4 is TRUE. | Bar start date-time: 2009-11-06 00:00:00.000 | Last: 107.95. Attached Order | Client side OCO order  21738    Limit    Sell  109.88    Pending Child-Client      Sim1  Close  21737  410          
Order  2009-11-09 00:00:00.001  [Sim]SPY  Auto-trade: Bar Backtest: SPY [CBV-D] Daily #4 | 5du | BuyEntry | Formula: Buy Entry at row 4 is TRUE. | Bar start date-time: 2009-11-06 00:00:00.000 | Last: 107.95. Attached Order | Client side OCO order  21739    Stop    Sell  104.50    Pending Child-Client      Sim1  Close  21737  410          
Order  2009-11-09 00:00:00.002  [Sim]SPY  Auto-trade: Bar Backtest: SPY [CBV-D] Daily #4 | 5du | BuyEntry | Formula: Buy Entry at row 4 is TRUE. | Bar start date-time: 2009-11-06 00:00:00.000 | Last: 107.95  21737    Limit  460  Buy  107.73    Order Sent      Sim1  Open    410          
Order  2009-11-09 00:00:00.003  [Sim]SPY  Simulated order accepted  21737  21737  Limit  460  Buy  107.73    Open      Sim1  Open    410          
Order  2009-12-28 00:00:00.000  [Sim]SPY  Initiating: Auto-trade: Bar Backtest: SPY [CBV-D] Daily #4 | 5du | Canceling all orders | Source: Buy Entry (CancelAllOrdersOnEntries=true) | Bar start date-time: 2009-12-24 00:00:00.000  21737  21737  Limit  460  Buy  107.73    Open      Sim1  Open              
Order  2009-12-28 00:00:00.001  [Sim]SPY  Auto-trade: Bar Backtest: SPY [CBV-D] Daily #4 | 5du | Canceling all orders | Source: Buy Entry (CancelAllOrdersOnEntries=true) | Bar start date-time: 2009-12-24 00:00:00.000  21737  21737  Limit  460  Buy  107.73    Pending Cancel      Sim1  Open    410          
Order  2009-12-28 00:00:00.002  [Sim]SPY  Simulated order canceled  21737  21737  Limit  460  Buy  107.73    Canceled      Sim1  Open    410          
Order  2009-12-28 00:00:00.003  [Sim]SPY  Canceling child orders of internal order ID 21737. Internal cancel  21738    Limit    Sell  109.88    Pending Cancel      Sim1  Close  21737  410          
Order  2009-12-28 00:00:00.004  [Sim]SPY  Canceling child orders of internal order ID 21737. Internal cancel  21738    Limit    Sell  109.88    Canceled      Sim1  Close  21737  410          
Order  2009-12-28 00:00:00.005  [Sim]SPY  Canceling child orders of internal order ID 21737. Internal cancel  21739    Stop    Sell  104.50    Pending Cancel      Sim1  Close  21737  410          
Order  2009-12-28 00:00:00.006  [Sim]SPY  Canceling child orders of internal order ID 21737. Internal cancel  21739    Stop    Sell  104.50    Canceled      Sim1  Close  21737  410          
Order  2009-12-28 00:00:00.007  [Sim]SPY  Order cancellation failed | The order is no longer working and cannot be canceled  21738    Limit    Sell  109.88    Canceled      Sim1  Close    410          
Order  2009-12-28 00:00:00.008  [Sim]SPY  Order cancellation failed | The order is no longer working and cannot be canceled  21739    Stop    Sell  104.50    Canceled      Sim1  Close    410          
Order  2009-12-28 00:00:00.009  [Sim]SPY  Auto-trade: Bar Backtest: SPY [CBV-D] Daily #4 | 5du | BuyEntry | Formula: Buy Entry at row 4 is TRUE. | Bar start date-time: 2009-12-24 00:00:00.000 | Last: 112.899994. Attached Order | Client side OCO order  21741    Limit    Sell  114.92    Pending Child-Client      Sim1  Close  21740  410          
Order  2009-12-28 00:00:00.010  [Sim]SPY  Auto-trade: Bar Backtest: SPY [CBV-D] Daily #4 | 5du | BuyEntry | Formula: Buy Entry at row 4 is TRUE. | Bar start date-time: 2009-12-24 00:00:00.000 | Last: 112.899994. Attached Order | Client side OCO order  21742    Stop    Sell  109.29    Pending Child-Client      Sim1  Close  21740  410          
Order  2009-12-28 00:00:00.011  [Sim]SPY  Auto-trade: Bar Backtest: SPY [CBV-D] Daily #4 | 5du | BuyEntry | Formula: Buy Entry at row 4 is TRUE. | Bar start date-time: 2009-12-24 00:00:00.000 | Last: 112.899994  21740    Limit  439  Buy  112.67    Order Sent      Sim1  Open    410          
Order  2009-12-28 00:00:00.012  [Sim]SPY  Simulated order accepted  21740  21740  Limit  439  Buy  112.67    Open      Sim1  Open    410          
Order  2009-12-28 00:00:00.013  [Sim]SPY  Trade simulation fill. Bid: 112.32 Ask: 112.33 Last: 112.32  21740  21740  Limit  439  Buy  112.67    Filled  112.67  439  Sim1  Open    410          
Fill  2009-12-28 00:00:00.014  [Sim]SPY  Trade simulation fill. Bid: 112.32 Ask: 112.33 Last: 112.32  21740  21740  Limit  439  Buy  112.67    Filled  112.67  439  Sim1  Open    849  21740.1  112.90  103.08    
Order  2009-12-28 00:00:00.015  [Sim]SPY  Auto-sent child from parent fill  21741    Limit  439  Sell  114.92    Order Sent      Sim1  Close  21740  849          
Order  2009-12-28 00:00:00.016  [Sim]SPY  Auto-sent child from parent fill  21742    Stop  439  Sell  109.29    Order Sent      Sim1  Close  21740  849          
Order  2009-12-28 00:00:00.017  [Sim]SPY  Simulated order accepted  21741  21741  Limit  439  Sell  114.92    Open      Sim1  Close  21740  849          
Order  2009-12-28 00:00:00.018  [Sim]SPY  Simulated order accepted  21742  21742  Stop  439  Sell  109.29    Open      Sim1  Close  21740  849          
Order  2010-01-06 00:00:00.000  [Sim]SPY  Auto-trade order modification: Bar Backtest: SPY [CBV-D] Daily #4 | Trade Management by Study. Requested Price: 110.77. Requested Quantity: 439  21742  21742  Stop  439  Sell  109.29    Pending Modify      Sim1  Close  21740  849          
Order  2010-01-06 00:00:00.001  [Sim]SPY  Simulated order modify complete  21742  21742  Stop  439  Sell  110.77    Open      Sim1  Close  21740  849          
Order  2010-01-07 00:00:00.000  [Sim]SPY  Auto-trade order modification: Bar Backtest: SPY [CBV-D] Daily #4 | Trade Management by Study. Requested Price: 111.40. Requested Quantity: 439  21742  21742  Stop  439  Sell  110.77    Pending Modify      Sim1  Close  21740  849          
Order  2010-01-07 00:00:00.001  [Sim]SPY  Simulated order modify complete  21742  21742  Stop  439  Sell  111.40    Open      Sim1  Close  21740  849          
Order  2010-01-11 00:00:00.000  [Sim]SPY  Trade simulation fill. Bid: 115.07 Ask: 115.08 Last: 115.08  21741  21741  Limit  439  Sell  114.92    Filled  115.07  439  Sim1  Close  21740  849          
Fill  2010-01-11 00:00:00.001  [Sim]SPY  Trade simulation fill. Bid: 115.07 Ask: 115.08 Last: 115.08  21741  21741  Limit  439  Sell  114.92    Filled  115.07  439  Sim1  Close  21740  410  21741.1  115.08  111.39    
Order  2010-01-11 00:00:00.002  [Sim]SPY  Canceling order due to sibling fill  21742  21742  Stop  439  Sell  111.40    Pending Cancel      Sim1  Close  21740  410          
Order  2010-01-11 00:00:00.003  [Sim]SPY  Simulated order canceled  21742  21742  Stop  439  Sell  111.40    Canceled      Sim1  Close  21740  410          
Order  2010-01-11 00:00:00.004  [Sim]SPY  Auto-trade: Bar Backtest: SPY [CBV-D] Daily #4 | 5du | BuyEntry | Formula: Buy Entry at row 4 is TRUE. | Bar start date-time: 2010-01-08 00:00:00.000 | Last: 115.079994. Attached Order | Client side OCO order  21744    Limit    Sell  117.15    Pending Child-Client      Sim1  Close  21743  410          
Order  2010-01-11 00:00:00.005  [Sim]SPY  Auto-trade: Bar Backtest: SPY [CBV-D] Daily #4 | 5du | BuyEntry | Formula: Buy Entry at row 4 is TRUE. | Bar start date-time: 2010-01-08 00:00:00.000 | Last: 115.079994. Attached Order | Client side OCO order  21745    Stop    Sell  111.40    Pending Child-Client      Sim1  Close  21743  410          
Order  2010-01-11 00:00:00.006  [Sim]SPY  Auto-trade: Bar Backtest: SPY [CBV-D] Daily #4 | 5du | BuyEntry | Formula: Buy Entry at row 4 is TRUE. | Bar start date-time: 2010-01-08 00:00:00.000 | Last: 115.079994  21743    Limit  472  Buy  114.85    Order Sent      Sim1  Open    410          
Order  2010-01-11 00:00:00.007  [Sim]SPY  Simulated order accepted  21743  21743  Limit  472  Buy  114.85    Open      Sim1  Open    410          
Order  2010-01-11 00:00:00.008  [Sim]SPY  Trade simulation fill. Bid: 114.24 Ask: 114.25 Last: 114.24  21743  21743  Limit  472  Buy  114.85    Filled  114.85  472  Sim1  Open    410          
Fill  2010-01-11 00:00:00.009  [Sim]SPY  Trade simulation fill. Bid: 114.24 Ask: 114.25 Last: 114.24  21743  21743  Limit  472  Buy  114.85    Filled  114.85  472  Sim1  Open    882  21743.1  114.24  114.24    
Order  2010-01-11 00:00:00.010  [Sim]SPY  Auto-sent child from parent fill  21744    Limit  472  Sell  117.15    Order Sent      Sim1  Close  21743  882          
Order  2010-01-11 00:00:00.011  [Sim]SPY  Auto-sent child from parent fill  21745    Stop  472  Sell  111.40    Order Sent      Sim1  Close  21743  882          
Order  2010-01-11 00:00:00.012  [Sim]SPY  Simulated order accepted  21744  21744  Limit  472  Sell  117.15    Open      Sim1  Close  21743  882          
Order  2010-01-11 00:00:00.013  [Sim]SPY  Simulated order accepted  21745  21745  Stop  472  Sell  111.40    Open      Sim1  Close  21743  882          
Order  2010-01-19 00:00:00.000  [Sim]SPY  Auto-trade order modification: Bar Backtest: SPY [CBV-D] Daily #4 | Trade Management by Study. Requested Price: 111.52. Requested Quantity: 472  21745  21745  Stop  472  Sell  111.40    Pending Modify      Sim1  Close  21743  882          
Order  2010-01-19 00:00:00.001  [Sim]SPY  Simulated order modify complete  21745  21745  Stop  472  Sell  111.52    Open      Sim1  Close  21743  882          
Order  2010-01-20 00:00:00.000  [Sim]SPY  Auto-trade order modification: Bar Backtest: SPY [CBV-D] Daily #4 | Trade Management by Study. Requested Price: 112.86. Requested Quantity: 472  21745  21745  Stop  472  Sell  111.52    Pending Modify      Sim1  Close  21743  882          
Order  2010-01-20 00:00:00.001  [Sim]SPY  Simulated order modify complete  21745  21745  Stop  472  Sell  112.86    Open      Sim1  Close  21743  882          
Order  2010-01-21 00:00:00.000  [Sim]SPY  Auto-trade order modification: Bar Backtest: SPY [CBV-D] Daily #4 | Trade Management by Study. Requested Price: 112.99. Requested Quantity: 472  21745  21745  Stop  472  Sell  112.86    Pending Modify      Sim1  Close  21743  882          
Order  2010-01-21 00:00:00.001  [Sim]SPY  Simulated order modify complete  21745  21745  Stop  472  Sell  112.99    Open      Sim1  Close  21743  882          
Order  2010-01-21 00:00:00.002  [Sim]SPY  Trade simulation fill. Bid: 111.56 Ask: 111.57 Last: 111.56  21745  21745  Stop  472  Sell  112.99    Filled  112.98  472  Sim1  Close  21743  882          
Fill  2010-01-21 00:00:00.003  [Sim]SPY  Trade simulation fill. Bid: 111.56 Ask: 111.57 Last: 111.56  21745  21745  Stop  472  Sell  112.99    Filled  112.98  472  Sim1  Close  21743  410  21745.1  115.14  111.56    
Order  2010-01-21 00:00:00.004  [Sim]SPY  Canceling order due to sibling fill  21744  21744  Limit  472  Sell  117.15    Pending Cancel      Sim1  Close  21743  410          
Order  2010-01-21 00:00:00.005  [Sim]SPY  Simulated order canceled  21744  21744  Limit  472  Sell  117.15    Canceled      Sim1  Close  21743  410          
Order  2010-02-23 00:00:00.000  [Sim]SPY  Auto-trade: Bar Backtest: SPY [CBV-D] Daily #4 | 5du | BuyEntry | Formula: Buy Entry at row 4 is TRUE. | Bar start date-time: 2010-02-22 00:00:00.000 | Last: 110.86. Attached Order | Client side OCO order  21747    Limit    Sell  112.85    Pending Child-Client      Sim1  Close  21746  410          
Order  2010-02-23 00:00:00.001  [Sim]SPY  Auto-trade: Bar Backtest: SPY [CBV-D] Daily #4 | 5du | BuyEntry | Formula: Buy Entry at row 4 is TRUE. | Bar start date-time: 2010-02-22 00:00:00.000 | Last: 110.86. Attached Order | Client side OCO order  21748    Stop    Sell  107.32    Pending Child-Client      Sim1  Close  21746  410          
Order  2010-02-23 00:00:00.002  [Sim]SPY  Auto-trade: Bar Backtest: SPY [CBV-D] Daily #4 | 5du | BuyEntry | Formula: Buy Entry at row 4 is TRUE. | Bar start date-time: 2010-02-22 00:00:00.000 | Last: 110.86  21746    Limit  490  Buy  110.64    Order Sent      Sim1  Open    410          
Order  2010-02-23 00:00:00.003  [Sim]SPY  Simulated order accepted  21746  21746  Limit  490  Buy  110.64    Open      Sim1  Open    410          
Order  2010-02-23 00:00:00.004  [Sim]SPY  Trade simulation fill. Bid: 109.52 Ask: 109.53 Last: 109.52  21746  21746  Limit  490  Buy  110.64    Filled  110.64  490  Sim1  Open    410          
Fill  2010-02-23 00:00:00.005  [Sim]SPY  Trade simulation fill. Bid: 109.52 Ask: 109.53 Last: 109.52  21746  21746  Limit  490  Buy  110.64    Filled  110.64  490  Sim1  Open    900  21746.1  111.74  104.58    
Order  2010-02-23 00:00:00.006  [Sim]SPY  Auto-sent child from parent fill  21747    Limit  490  Sell  112.85    Order Sent      Sim1  Close  21746  900          
Order  2010-02-23 00:00:00.007  [Sim]SPY  Auto-sent child from parent fill  21748    Stop  490  Sell  107.32    Order Sent      Sim1  Close  21746  900          
Order  2010-02-23 00:00:00.008  [Sim]SPY  Simulated order accepted  21747  21747  Limit  490  Sell  112.85    Open      Sim1  Close  21746  900          
Order  2010-02-23 00:00:00.009  [Sim]SPY  Simulated order accepted  21748  21748  Stop  490  Sell  107.32    Open      Sim1  Close  21746  900          
Order  2010-02-23 00:00:00.010  [Sim]SPY  Auto-trade order modification: Bar Backtest: SPY [CBV-D] Daily #4 | Trade Management by Study. Requested Price: 105.82. Requested Quantity: 490  21748  21748  Stop  490  Sell  107.32    Pending Modify      Sim1  Close  21746  900          
Order  2010-02-23 00:00:00.011  [Sim]SPY  Simulated order modify complete  21748  21748  Stop  490  Sell  105.82    Open      Sim1  Close  21746  900          
Order  2010-02-24 00:00:00.000  [Sim]SPY  Auto-trade order modification: Bar Backtest: SPY [CBV-D] Daily #4 | Trade Management by Study. Requested Price: 106.12. Requested Quantity: 490  21748  21748  Stop  490  Sell  105.82    Pending Modify      Sim1  Close  21746  900          
Order  2010-02-24 00:00:00.001  [Sim]SPY  Simulated order modify complete  21748  21748  Stop  490  Sell  106.12    Open      Sim1  Close  21746  900          
Order  2010-02-26 00:00:00.000  [Sim]SPY  Auto-trade order modification: Bar Backtest: SPY [CBV-D] Daily #4 | Trade Management by Study. Requested Price: 106.26. Requested Quantity: 490  21748  21748  Stop  490  Sell  106.12    Pending Modify      Sim1  Close  21746  900          
Order  2010-02-26 00:00:00.001  [Sim]SPY  Simulated order modify complete  21748  21748  Stop  490  Sell  106.26    Open      Sim1  Close  21746  900          
Order  2010-03-01 00:00:00.000  [Sim]SPY  Auto-trade order modification: Bar Backtest: SPY [CBV-D] Daily #4 | Trade Management by Study. Requested Price: 106.52. Requested Quantity: 490  21748  21748  Stop  490  Sell  106.26    Pending Modify      Sim1  Close  21746  900          
Order  2010-03-01 00:00:00.001  [Sim]SPY  Simulated order modify complete  21748  21748  Stop  490  Sell  106.52    Open      Sim1  Close  21746  900          
Order  2010-03-02 00:00:00.000  [Sim]SPY  Auto-trade order modification: Bar Backtest: SPY [CBV-D] Daily #4 | Trade Management by Study. Requested Price: 107.83. Requested Quantity: 490  21748  21748  Stop  490  Sell  106.52    Pending Modify      Sim1  Close  21746  900          
Order  2010-03-02 00:00:00.001  [Sim]SPY  Simulated order modify complete  21748  21748  Stop  490  Sell  107.83    Open      Sim1  Close  21746  900          
Order  2010-03-03 00:00:00.000  [Sim]SPY  Auto-trade order modification: Bar Backtest: SPY [CBV-D] Daily #4 | Trade Management by Study. Requested Price: 108.95. Requested Quantity: 490  21748  21748  Stop  490  Sell  107.83    Pending Modify      Sim1  Close  21746  900          
Order  2010-03-03 00:00:00.001  [Sim]SPY  Simulated order modify complete  21748  21748  Stop  490  Sell  108.95    Open      Sim1  Close  21746  900          
Order  2010-03-03 00:00:00.002  [Sim]SPY  Trade simulation fill. Bid: 112.96 Ask: 112.97 Last: 112.97  21747  21747  Limit  490  Sell  112.85    Filled  112.85  490  Sim1  Close  21746  900          
Fill  2010-03-03 00:00:00.003  [Sim]SPY  Trade simulation fill. Bid: 112.96 Ask: 112.97 Last: 112.97  21747  21747  Limit  490  Sell  112.85    Filled  112.85  490  Sim1  Close  21746  410  21747.1  112.97  108.94    
Order  2010-03-03 00:00:00.004  [Sim]SPY  Canceling order due to sibling fill  21748  21748  Stop  490  Sell  108.95    Pending Cancel      Sim1  Close  21746  410          
Order  2010-03-03 00:00:00.005  [Sim]SPY  Simulated order canceled  21748  21748  Stop  490  Sell  108.95    Canceled      Sim1  Close  21746  410          
Order  2010-03-05 00:00:00.000  [Sim]SPY  Auto-trade: Bar Backtest: SPY [CBV-D] Daily #4 | 5du | BuyEntry | Formula: Buy Entry at row 4 is TRUE. | Bar start date-time: 2010-03-04 00:00:00.000 | Last: 113.369995. Attached Order | Client side OCO order  21750    Limit    Sell  115.40    Pending Child-Client      Sim1  Close  21749  410          
Order  2010-03-05 00:00:00.001  [Sim]SPY  Auto-trade: Bar Backtest: SPY [CBV-D] Daily #4 | 5du | BuyEntry | Formula: Buy Entry at row 4 is TRUE. | Bar start date-time: 2010-03-04 00:00:00.000 | Last: 113.369995. Attached Order | Client side OCO order  21751    Stop    Sell  109.75    Pending Child-Client      Sim1  Close  21749  410          
Order  2010-03-05 00:00:00.002  [Sim]SPY  Auto-trade: Bar Backtest: SPY [CBV-D] Daily #4 | 5du | BuyEntry | Formula: Buy Entry at row 4 is TRUE. | Bar start date-time: 2010-03-04 00:00:00.000 | Last: 113.369995  21749    Limit  471  Buy  113.14    Order Sent      Sim1  Open    410          
Order  2010-03-05 00:00:00.003  [Sim]SPY  Simulated order accepted  21749  21749  Limit  471  Buy  113.14    Open      Sim1  Open    410          
Order  2010-03-05 00:00:00.004  [Sim]SPY  Trade simulation fill. Bid: 113.10 Ask: 113.11 Last: 113.10  21749  21749  Limit  471  Buy  113.14    Filled  113.14  471  Sim1  Open    410          
Fill  2010-03-05 00:00:00.005  [Sim]SPY  Trade simulation fill. Bid: 113.10 Ask: 113.11 Last: 113.10  21749  21749  Limit  471  Buy  113.14    Filled  113.14  471  Sim1  Open    881  21749.1  113.37  112.02    
Order  2010-03-05 00:00:00.006  [Sim]SPY  Auto-sent child from parent fill  21750    Limit  471  Sell  115.40    Order Sent      Sim1  Close  21749  881          
Order  2010-03-05 00:00:00.007  [Sim]SPY  Auto-sent child from parent fill  21751    Stop  471  Sell  109.75    Order Sent      Sim1  Close  21749  881          
Order  2010-03-05 00:00:00.008  [Sim]SPY  Simulated order accepted  21750  21750  Limit  471  Sell  115.40    Open      Sim1  Close  21749  881          
Order  2010-03-05 00:00:00.009  [Sim]SPY  Simulated order accepted  21751  21751  Stop  471  Sell  109.75    Open      Sim1  Close  21749  881          
Order  2010-03-05 00:00:00.010  [Sim]SPY  Auto-trade order modification: Bar Backtest: SPY [CBV-D] Daily #4 | Trade Management by Study. Requested Price: 108.95. Requested Quantity: 471  21751  21751  Stop  471  Sell  109.75    Pending Modify      Sim1  Close  21749  881          
Order  2010-03-05 00:00:00.011  [Sim]SPY  Simulated order modify complete  21751  21751  Stop  471  Sell  108.95    Open      Sim1  Close  21749  881          
Order  2010-03-11 00:00:00.000  [Sim]SPY  Trade simulation fill. Bid: 115.47 Ask: 115.48 Last: 115.48  21750  21750  Limit  471  Sell  115.40    Filled  115.40  471  Sim1  Close  21749  881          
Fill  2010-03-11 00:00:00.001  [Sim]SPY  Trade simulation fill. Bid: 115.47 Ask: 115.48 Last: 115.48  21750  21750  Limit  471  Sell  115.40    Filled  115.40  471  Sim1  Close  21749  410  21750.1  115.48  113.87    
Order  2010-03-11 00:00:00.002  [Sim]SPY  Canceling order due to sibling fill  21751  21751  Stop  471  Sell  108.95    Pending Cancel      Sim1  Close  21749  410          
Order  2010-03-11 00:00:00.003  [Sim]SPY  Simulated order canceled  21751  21751  Stop  471  Sell  108.95    Canceled      Sim1  Close  21749  410          
Order  2010-04-15 00:00:00.000  [Sim]SPY  Auto-trade: Bar Backtest: SPY [CBV-D] Daily #4 | 5du | BuyEntry | Formula: Buy Entry at row 4 is TRUE. | Bar start date-time: 2010-04-14 00:00:00.000 | Last: 120.99. Attached Order | Client side OCO order  21753    Limit    Sell  123.17    Pending Child-Client      Sim1  Close  21752  410          
Order  2010-04-15 00:00:00.001  [Sim]SPY  Auto-trade: Bar Backtest: SPY [CBV-D] Daily #4 | 5du | BuyEntry | Formula: Buy Entry at row 4 is TRUE. | Bar start date-time: 2010-04-14 00:00:00.000 | Last: 120.99. Attached Order | Client side OCO order  21754    Stop    Sell  117.13    Pending Child-Client      Sim1  Close  21752  410          
Order  2010-04-15 00:00:00.002  [Sim]SPY  Auto-trade: Bar Backtest: SPY [CBV-D] Daily #4 | 5du | BuyEntry | Formula: Buy Entry at row 4 is TRUE. | Bar start date-time: 2010-04-14 00:00:00.000 | Last: 120.99  21752    Limit  467  Buy  120.75    Order Sent      Sim1  Open    410          
Order  2010-04-15 00:00:00.003  [Sim]SPY  Simulated order accepted  21752  21752  Limit  467  Buy  120.75    Open      Sim1  Open    410          
Order  2010-04-16 00:00:00.000  [Sim]SPY  Trade simulation fill. Bid: 118.75 Ask: 118.76 Last: 118.75  21752  21752  Limit  467  Buy  120.75    Filled  120.75  467  Sim1  Open    410          
Fill  2010-04-16 00:00:00.001  [Sim]SPY  Trade simulation fill. Bid: 118.75 Ask: 118.76 Last: 118.75  21752  21752  Limit  467  Buy  120.75    Filled  120.75  467  Sim1  Open    877  21752.1  121.57  114.60    
Order  2010-04-16 00:00:00.002  [Sim]SPY  Auto-sent child from parent fill  21753    Limit  467  Sell  123.17    Order Sent      Sim1  Close  21752  877          
Order  2010-04-16 00:00:00.003  [Sim]SPY  Auto-sent child from parent fill  21754    Stop  467  Sell  117.13    Order Sent      Sim1  Close  21752  877          
Order  2010-04-16 00:00:00.004  [Sim]SPY  Simulated order accepted  21753  21753  Limit  467  Sell  123.17    Open      Sim1  Close  21752  877          
Order  2010-04-16 00:00:00.005  [Sim]SPY  Simulated order accepted  21754  21754  Stop  467  Sell  117.13    Open      Sim1  Close  21752  877          
Order  2010-04-16 00:00:00.006  [Sim]SPY  Auto-trade order modification: Bar Backtest: SPY [CBV-D] Daily #4 | Trade Management by Study. Requested Price: 117.11. Requested Quantity: 467  21754  21754  Stop  467  Sell  117.13    Pending Modify      Sim1  Close  21752  877          
Order  2010-04-16 00:00:00.007  [Sim]SPY  Simulated order modify complete  21754  21754  Stop  467  Sell  117.11    Open      Sim1  Close  21752  877          
Order  2010-04-19 00:00:00.000  [Sim]SPY  Auto-trade order modification: Bar Backtest: SPY [CBV-D] Daily #4 | Trade Management by Study. Requested Price: 117.61. Requested Quantity: 467  21754  21754  Stop  467  Sell  117.11    Pending Modify      Sim1  Close  21752  877          
Order  2010-04-19 00:00:00.001  [Sim]SPY  Simulated order modify complete  21754  21754  Stop  467  Sell  117.61    Open      Sim1  Close  21752  877          
Order  2010-04-23 00:00:00.000  [Sim]SPY  Auto-trade order modification: Bar Backtest: SPY [CBV-D] Daily #4 | Trade Management by Study. Requested Price: 118.48. Requested Quantity: 467  21754  21754  Stop  467  Sell  117.61    Pending Modify      Sim1  Close  21752  877          
Order  2010-04-23 00:00:00.001  [Sim]SPY  Simulated order modify complete  21754  21754  Stop  467  Sell  118.48    Open      Sim1  Close  21752  877          
Order  2010-04-27 00:00:00.000  [Sim]SPY  Trade simulation fill. Bid: 118.25 Ask: 118.26 Last: 118.25  21754  21754  Stop  467  Sell  118.48    Filled  118.47  467  Sim1  Close  21752  877          
Fill  2010-04-27 00:00:00.001  [Sim]SPY  Trade simulation fill. Bid: 118.25 Ask: 118.26 Last: 118.25  21754  21754  Stop  467  Sell  118.48    Filled  118.47  467  Sim1  Close  21752  410  21754.1  122.12  118.25    
Order  2010-04-27 00:00:00.002  [Sim]SPY  Canceling order due to sibling fill  21753  21753  Limit  467  Sell  123.17    Pending Cancel      Sim1  Close  21752  410          
Order  2010-04-27 00:00:00.003  [Sim]SPY  Simulated order canceled  21753  21753  Limit  467  Sell  123.17    Canceled      Sim1  Close  21752  410          
Order  2010-07-13 00:00:00.000  [Sim]SPY  Auto-trade: Bar Backtest: SPY [CBV-D] Daily #4 | 5du | BuyEntry | Formula: Buy Entry at row 4 is TRUE. | Bar start date-time: 2010-07-12 00:00:00.000 | Last: 109.149994. Attached Order | Client side OCO order  21756    Limit    Sell  111.11    Pending Child-Client      Sim1  Close  21755  410          
Order  2010-07-13 00:00:00.001  [Sim]SPY  Auto-trade: Bar Backtest: SPY [CBV-D] Daily #4 | 5du | BuyEntry | Formula: Buy Entry at row 4 is TRUE. | Bar start date-time: 2010-07-12 00:00:00.000 | Last: 109.149994. Attached Order | Client side OCO order  21757    Stop    Sell  105.66    Pending Child-Client      Sim1  Close  21755  410          
Order  2010-07-13 00:00:00.002  [Sim]SPY  Auto-trade: Bar Backtest: SPY [CBV-D] Daily #4 | 5du | BuyEntry | Formula: Buy Entry at row 4 is TRUE. | Bar start date-time: 2010-07-12 00:00:00.000 | Last: 109.149994  21755    Limit  546  Buy  108.93    Order Sent      Sim1  Open    410          
Order  2010-07-13 00:00:00.003  [Sim]SPY  Simulated order accepted  21755  21755  Limit  546  Buy  108.93    Open      Sim1  Open    410          
Order  2010-07-14 00:00:00.000  [Sim]SPY  Trade simulation fill. Bid: 108.86 Ask: 108.87 Last: 108.86  21755  21755  Limit  546  Buy  108.93    Filled  108.93  546  Sim1  Open    410          
Fill  2010-07-14 00:00:00.001  [Sim]SPY  Trade simulation fill. Bid: 108.86 Ask: 108.87 Last: 108.86  21755  21755  Limit  546  Buy  108.93    Filled  108.93  546  Sim1  Open    956  21755.1  121.11  101.13    
Order  2010-07-14 00:00:00.002  [Sim]SPY  Auto-sent child from parent fill  21756    Limit  546  Sell  111.11    Order Sent      Sim1  Close  21755  956          
Order  2010-07-14 00:00:00.003  [Sim]SPY  Auto-sent child from parent fill  21757    Stop  546  Sell  105.66    Order Sent      Sim1  Close  21755  956          
Order  2010-07-14 00:00:00.004  [Sim]SPY  Simulated order accepted  21756  21756  Limit  546  Sell  111.11    Open      Sim1  Close  21755  956          
Order  2010-07-14 00:00:00.005  [Sim]SPY  Simulated order accepted  21757  21757  Stop  546  Sell  105.66    Open      Sim1  Close  21755  956          
Order  2010-07-14 00:00:00.006  [Sim]SPY  Auto-trade order modification: Bar Backtest: SPY [CBV-D] Daily #4 | Trade Management by Study. Requested Price: 101.14. Requested Quantity: 546  21757  21757  Stop  546  Sell  105.66    Pending Modify      Sim1  Close  21755  956          
Order  2010-07-14 00:00:00.007  [Sim]SPY  Simulated order modify complete  21757  21757  Stop  546  Sell  101.14    Open      Sim1  Close  21755  956          
Order  2010-07-19 00:00:00.000  [Sim]SPY  Auto-trade order modification: Bar Backtest: SPY [CBV-D] Daily #4 | Trade Management by Study. Requested Price: 101.63. Requested Quantity: 546  21757  21757  Stop  546  Sell  101.14    Pending Modify      Sim1  Close  21755  956          
Order  2010-07-19 00:00:00.001  [Sim]SPY  Simulated order modify complete  21757  21757  Stop  546  Sell  101.63    Open      Sim1  Close  21755  956          
Order  2010-07-20 00:00:00.000  [Sim]SPY  Auto-trade order modification: Bar Backtest: SPY [CBV-D] Daily #4 | Trade Management by Study. Requested Price: 101.89. Requested Quantity: 546  21757  21757  Stop  546  Sell  101.63    Pending Modify      Sim1  Close  21755  956          
Order  2010-07-20 00:00:00.001  [Sim]SPY  Simulated order modify complete  21757  21757  Stop  546  Sell  101.89    Open      Sim1  Close  21755  956          
Order  2010-07-21 00:00:00.000  [Sim]SPY  Auto-trade order modification: Bar Backtest: SPY [CBV-D] Daily #4 | Trade Management by Study. Requested Price: 103.03. Requested Quantity: 546  21757  21757  Stop  546  Sell  101.89    Pending Modify      Sim1  Close  21755  956          
Order  2010-07-21 00:00:00.001  [Sim]SPY  Simulated order modify complete  21757  21757  Stop  546  Sell  103.03    Open      Sim1  Close  21755  956          
Order  2010-07-22 00:00:00.000  [Sim]SPY  Auto-trade order modification: Bar Backtest: SPY [CBV-D] Daily #4 | Trade Management by Study. Requested Price: 105.83. Requested Quantity: 546  21757  21757  Stop  546  Sell  103.03    Pending Modify      Sim1  Close  21755  956          
Order  2010-07-22 00:00:00.001  [Sim]SPY  Simulated order modify complete  21757  21757  Stop  546  Sell  105.83    Open      Sim1  Close  21755  956          
Order  2010-07-26 00:00:00.000  [Sim]SPY  Trade simulation fill. Bid: 111.66 Ask: 111.67 Last: 111.67  21756  21756  Limit  546  Sell  111.11    Filled  111.11  546  Sim1  Close  21755  956          
Fill  2010-07-26 00:00:00.001  [Sim]SPY  Trade simulation fill. Bid: 111.66 Ask: 111.67 Last: 111.67  21756  21756  Limit  546  Sell  111.11    Filled  111.11  546  Sim1  Close  21755  410  21756.1  111.67  105.82    
Order  2010-07-26 00:00:00.002  [Sim]SPY  Canceling order due to sibling fill  21757  21757  Stop  546  Sell  105.83    Pending Cancel      Sim1  Close  21755  410          
Order  2010-07-26 00:00:00.003  [Sim]SPY  Simulated order canceled  21757  21757  Stop  546  Sell  105.83    Canceled      Sim1  Close  21755  410          
Order  2010-10-27 00:00:00.000  [Sim]SPY  Auto-trade: Bar Backtest: SPY [CBV-D] Daily #4 | 5du | BuyEntry | Formula: Buy Entry at row 4 is TRUE. | Bar start date-time: 2010-10-26 00:00:00.000 | Last: 117.89. Attached Order | Client side OCO order  21759    Limit    Sell  120.00    Pending Child-Client      Sim1  Close  21758  410          
Order  2010-10-27 00:00:00.001  [Sim]SPY  Auto-trade: Bar Backtest: SPY [CBV-D] Daily #4 | 5du | BuyEntry | Formula: Buy Entry at row 4 is TRUE. | Bar start date-time: 2010-10-26 00:00:00.000 | Last: 117.89. Attached Order | Client side OCO order  21760    Stop    Sell  114.12    Pending Child-Client      Sim1  Close  21758  410          
Order  2010-10-27 00:00:00.002  [Sim]SPY  Auto-trade: Bar Backtest: SPY [CBV-D] Daily #4 | 5du | BuyEntry | Formula: Buy Entry at row 4 is TRUE. | Bar start date-time: 2010-10-26 00:00:00.000 | Last: 117.89  21758    Limit  459  Buy  117.65    Order Sent      Sim1  Open    410          
Order  2010-10-27 00:00:00.003  [Sim]SPY  Simulated order accepted  21758  21758  Limit  459  Buy  117.65    Open      Sim1  Open    410          
Order  2010-10-27 00:00:00.004  [Sim]SPY  Trade simulation fill. Bid: 117.26 Ask: 117.27 Last: 117.26  21758  21758  Limit  459  Buy  117.65    Filled  117.65  459  Sim1  Open    410          
Fill  2010-10-27 00:00:00.005  [Sim]SPY  Trade simulation fill. Bid: 117.26 Ask: 117.27 Last: 117.26  21758  21758  Limit  459  Buy  117.65    Filled  117.65  459  Sim1  Open    869  21758.1  119.76  104.29    
Order  2010-10-27 00:00:00.006  [Sim]SPY  Auto-sent child from parent fill  21759    Limit  459  Sell  120.00    Order Sent      Sim1  Close  21758  869          
Order  2010-10-27 00:00:00.007  [Sim]SPY  Auto-sent child from parent fill  21760    Stop  459  Sell  114.12    Order Sent      Sim1  Close  21758  869          
Order  2010-10-27 00:00:00.008  [Sim]SPY  Simulated order accepted  21759  21759  Limit  459  Sell  120.00    Open      Sim1  Close  21758  869          
Order  2010-10-27 00:00:00.009  [Sim]SPY  Simulated order accepted  21760  21760  Stop  459  Sell  114.12    Open      Sim1  Close  21758  869          
Order  2010-10-27 00:00:00.010  [Sim]SPY  Auto-trade order modification: Bar Backtest: SPY [CBV-D] Daily #4 | Trade Management by Study. Requested Price: 116.03. Requested Quantity: 459  21760  21760  Stop  459  Sell  114.12    Pending Modify      Sim1  Close  21758  869          
Order  2010-10-27 00:00:00.011  [Sim]SPY  Simulated order modify complete  21760  21760  Stop  459  Sell  116.03    Open      Sim1  Close  21758  869          
Order  2010-11-03 00:00:00.000  [Sim]SPY  Auto-trade order modification: Bar Backtest: SPY [CBV-D] Daily #4 | Trade Management by Study. Requested Price: 116.88. Requested Quantity: 459  21760  21760  Stop  459  Sell  116.03    Pending Modify      Sim1  Close  21758  869          
Order  2010-11-03 00:00:00.001  [Sim]SPY  Simulated order modify complete  21760  21760  Stop  459  Sell  116.88    Open      Sim1  Close  21758  869          
Order  2010-11-03 00:00:00.002  [Sim]SPY  Trade simulation fill. Bid: 120.01 Ask: 120.02 Last: 120.02  21759  21759  Limit  459  Sell  120.00    Filled  120.00  459  Sim1  Close  21758  869          
Fill  2010-11-03 00:00:00.003  [Sim]SPY  Trade simulation fill. Bid: 120.01 Ask: 120.02 Last: 120.02  21759  21759  Limit  459  Sell  120.00    Filled  120.00  459  Sim1  Close  21758  410  21759.1  120.02  117.83    
Order  2010-11-03 00:00:00.004  [Sim]SPY  Canceling order due to sibling fill  21760  21760  Stop  459  Sell  116.88    Pending Cancel      Sim1  Close  21758  410          
Order  2010-11-03 00:00:00.005  [Sim]SPY  Simulated order canceled  21760  21760  Stop  459  Sell  116.88    Canceled      Sim1  Close  21758  410          
Order  2010-11-04 00:00:00.000  [Sim]SPY  Auto-trade: Bar Backtest: SPY [CBV-D] Daily #4 | 5du | BuyEntry | Formula: Buy Entry at row 4 is TRUE. | Bar start date-time: 2010-11-03 00:00:00.000 | Last: 121.28. Attached Order | Client side OCO order  21762    Limit    Sell  123.46    Pending Child-Client      Sim1  Close  21761  410          
Order  2010-11-04 00:00:00.001  [Sim]SPY  Auto-trade: Bar Backtest: SPY [CBV-D] Daily #4 | 5du | BuyEntry | Formula: Buy Entry at row 4 is TRUE. | Bar start date-time: 2010-11-03 00:00:00.000 | Last: 121.28. Attached Order | Client side OCO order  21763    Stop    Sell  117.41    Pending Child-Client      Sim1  Close  21761  410          
Order  2010-11-04 00:00:00.002  [Sim]SPY  Auto-trade: Bar Backtest: SPY [CBV-D] Daily #4 | 5du | BuyEntry | Formula: Buy Entry at row 4 is TRUE. | Bar start date-time: 2010-11-03 00:00:00.000 | Last: 121.28  21761    Limit  504  Buy  121.04    Order Sent      Sim1  Open    410          
Order  2010-11-04 00:00:00.003  [Sim]SPY  Simulated order accepted  21761  21761  Limit  504  Buy  121.04    Open      Sim1  Open    410          
Order  2010-11-04 00:00:00.004  [Sim]SPY  Trade simulation fill. Bid: 119.97 Ask: 119.98 Last: 119.97  21761  21761  Limit  504  Buy  121.04    Filled  121.04  504  Sim1  Open    410          
Fill  2010-11-04 00:00:00.005  [Sim]SPY  Trade simulation fill. Bid: 119.97 Ask: 119.98 Last: 119.97  21761  21761  Limit  504  Buy  121.04    Filled  121.04  504  Sim1  Open    914  21761.1  121.28  119.95    
Order  2010-11-04 00:00:00.006  [Sim]SPY  Auto-sent child from parent fill  21762    Limit  504  Sell  123.46    Order Sent      Sim1  Close  21761  914          
Order  2010-11-04 00:00:00.007  [Sim]SPY  Auto-sent child from parent fill  21763    Stop  504  Sell  117.41    Order Sent      Sim1  Close  21761  914          
Order  2010-11-04 00:00:00.008  [Sim]SPY  Simulated order accepted  21762  21762  Limit  504  Sell  123.46    Open      Sim1  Close  21761  914          
Order  2010-11-04 00:00:00.009  [Sim]SPY  Simulated order accepted  21763  21763  Stop  504  Sell  117.41    Open      Sim1  Close  21761  914          
Order  2010-11-04 00:00:00.010  [Sim]SPY  Auto-trade order modification: Bar Backtest: SPY [CBV-D] Daily #4 | Trade Management by Study. Requested Price: 117.22. Requested Quantity: 504  21763  21763  Stop  504  Sell  117.41    Pending Modify      Sim1  Close  21761  914          
Order  2010-11-04 00:00:00.011  [Sim]SPY  Simulated order modify complete  21763  21763  Stop  504  Sell  117.22    Open      Sim1  Close  21761  914          
Order  2010-11-05 00:00:00.000  [Sim]SPY  Auto-trade order modification: Bar Backtest: SPY [CBV-D] Daily #4 | Trade Management by Study. Requested Price: 117.27. Requested Quantity: 504  21763  21763  Stop  504  Sell  117.22    Pending Modify      Sim1  Close  21761  914          
Order  2010-11-05 00:00:00.001  [Sim]SPY  Simulated order modify complete  21763  21763  Stop  504  Sell  117.27    Open      Sim1  Close  21761  914          
Order  2010-11-11 00:00:00.000  [Sim]SPY  Auto-trade order modification: Bar Backtest: SPY [CBV-D] Daily #4 | Trade Management by Study. Requested Price: 117.84. Requested Quantity: 504  21763  21763  Stop  504  Sell  117.27    Pending Modify      Sim1  Close  21761  914          
Order  2010-11-11 00:00:00.001  [Sim]SPY  Simulated order modify complete  21763  21763  Stop  504  Sell  117.84    Open      Sim1  Close  21761  914          
Order  2010-11-12 00:00:00.000  [Sim]SPY  Auto-trade order modification: Bar Backtest: SPY [CBV-D] Daily #4 | Trade Management by Study. Requested Price: 117.86. Requested Quantity: 504  21763  21763  Stop  504  Sell  117.84    Pending Modify      Sim1  Close  21761  914          
Order  2010-11-12 00:00:00.001  [Sim]SPY  Simulated order modify complete  21763  21763  Stop  504  Sell  117.86    Open      Sim1  Close  21761  914          
Order  2010-11-16 00:00:00.000  [Sim]SPY  Auto-trade order modification: Bar Backtest: SPY [CBV-D] Daily #4 | Trade Management by Study. Requested Price: 118.46. Requested Quantity: 504  21763  21763  Stop  504  Sell  117.86    Pending Modify      Sim1  Close  21761  914          
Order  2010-11-16 00:00:00.001  [Sim]SPY  Simulated order modify complete  21763  21763  Stop  504  Sell  118.46    Open      Sim1  Close  21761  914          
Order  2010-11-16 00:00:00.002  [Sim]SPY  Trade simulation fill. Bid: 117.59 Ask: 117.60 Last: 117.59  21763  21763  Stop  504  Sell  118.46    Filled  118.45  504  Sim1  Close  21761  914          
Fill  2010-11-16 00:00:00.003  [Sim]SPY  Trade simulation fill. Bid: 117.59 Ask: 117.60 Last: 117.59  21763  21763  Stop  504  Sell  118.46    Filled  118.45  504  Sim1  Close  21761  410  21763.1  122.95  117.59    
Order  2010-11-16 00:00:00.004  [Sim]SPY  Canceling order due to sibling fill  21762  21762  Limit  504  Sell  123.46    Pending Cancel      Sim1  Close  21761  410          
Order  2010-11-16 00:00:00.005  [Sim]SPY  Simulated order canceled  21762  21762  Limit  504  Sell  123.46    Canceled      Sim1  Close  21761  410          
Order  2010-12-14 00:00:00.000  [Sim]SPY  Auto-trade: Bar Backtest: SPY [CBV-D] Daily #4 | 5du | BuyEntry | Formula: Buy Entry at row 4 is TRUE. | Bar start date-time: 2010-12-13 00:00:00.000 | Last: 124.75. Attached Order | Client side OCO order  21765    Limit    Sell  126.99    Pending Child-Client      Sim1  Close  21764  410          
Order  2010-12-14 00:00:00.001  [Sim]SPY  Auto-trade: Bar Backtest: SPY [CBV-D] Daily #4 | 5du | BuyEntry | Formula: Buy Entry at row 4 is TRUE. | Bar start date-time: 2010-12-13 00:00:00.000 | Last: 124.75. Attached Order | Client side OCO order  21766    Stop    Sell  120.76    Pending Child-Client      Sim1  Close  21764  410          
Order  2010-12-14 00:00:00.002  [Sim]SPY  Auto-trade: Bar Backtest: SPY [CBV-D] Daily #4 | 5du | BuyEntry | Formula: Buy Entry at row 4 is TRUE. | Bar start date-time: 2010-12-13 00:00:00.000 | Last: 124.75  21764    Limit  491  Buy  124.50    Order Sent      Sim1  Open    410          
Order  2010-12-14 00:00:00.003  [Sim]SPY  Simulated order accepted  21764  21764  Limit  491  Buy  124.50    Open      Sim1  Open    410          
Order  2010-12-14 00:00:00.004  [Sim]SPY  Trade simulation fill. Bid: 124.29 Ask: 124.30 Last: 124.29  21764  21764  Limit  491  Buy  124.50    Filled  124.50  491  Sim1  Open    410          
Fill  2010-12-14 00:00:00.005  [Sim]SPY  Trade simulation fill. Bid: 124.29 Ask: 124.30 Last: 124.29  21764  21764  Limit  491  Buy  124.50    Filled  124.50  491  Sim1  Open    901  21764.1  125.23  117.74    
Order  2010-12-14 00:00:00.006  [Sim]SPY  Auto-sent child from parent fill  21765    Limit  491  Sell  126.99    Order Sent      Sim1  Close  21764  901          
Order  2010-12-14 00:00:00.007  [Sim]SPY  Auto-sent child from parent fill  21766    Stop  491  Sell  120.76    Order Sent      Sim1  Close  21764  901          
Order  2010-12-14 00:00:00.008  [Sim]SPY  Simulated order accepted  21765  21765  Limit  491  Sell  126.99    Open      Sim1  Close  21764  901          
Order  2010-12-14 00:00:00.009  [Sim]SPY  Simulated order accepted  21766  21766  Stop  491  Sell  120.76    Open      Sim1  Close  21764  901          
Order  2010-12-14 00:00:00.010  [Sim]SPY  Auto-trade order modification: Bar Backtest: SPY [CBV-D] Daily #4 | Trade Management by Study. Requested Price: 117.82. Requested Quantity: 491  21766  21766  Stop  491  Sell  120.76    Pending Modify      Sim1  Close  21764  901          
Order  2010-12-14 00:00:00.011  [Sim]SPY  Simulated order modify complete  21766  21766  Stop  491  Sell  117.82    Open      Sim1  Close  21764  901          
Order  2010-12-15 00:00:00.000  [Sim]SPY  Auto-trade order modification: Bar Backtest: SPY [CBV-D] Daily #4 | Trade Management by Study. Requested Price: 120.20. Requested Quantity: 491  21766  21766  Stop  491  Sell  117.82    Pending Modify      Sim1  Close  21764  901          
Order  2010-12-15 00:00:00.001  [Sim]SPY  Simulated order modify complete  21766  21766  Stop  491  Sell  120.20    Open      Sim1  Close  21764  901          
Order  2010-12-16 00:00:00.000  [Sim]SPY  Auto-trade order modification: Bar Backtest: SPY [CBV-D] Daily #4 | Trade Management by Study. Requested Price: 121.14. Requested Quantity: 491  21766  21766  Stop  491  Sell  120.20    Pending Modify      Sim1  Close  21764  901          
Order  2010-12-16 00:00:00.001  [Sim]SPY  Simulated order modify complete  21766  21766  Stop  491  Sell  121.14    Open      Sim1  Close  21764  901          
Order  2010-12-17 00:00:00.000  [Sim]SPY  Auto-trade order modification: Bar Backtest: SPY [CBV-D] Daily #4 | Trade Management by Study. Requested Price: 122.12. Requested Quantity: 491  21766  21766  Stop  491  Sell  121.14    Pending Modify      Sim1  Close  21764  901          
Order  2010-12-17 00:00:00.001  [Sim]SPY  Simulated order modify complete  21766  21766  Stop  491  Sell  122.12    Open      Sim1  Close  21764  901          
Order  2010-12-20 00:00:00.000  [Sim]SPY  Auto-trade order modification: Bar Backtest: SPY [CBV-D] Daily #4 | Trade Management by Study. Requested Price: 122.42. Requested Quantity: 491  21766  21766  Stop  491  Sell  122.12    Pending Modify      Sim1  Close  21764  901          
Order  2010-12-20 00:00:00.001  [Sim]SPY  Simulated order modify complete  21766  21766  Stop  491  Sell  122.42    Open      Sim1  Close  21764  901          
Order  2010-12-23 00:00:00.000  [Sim]SPY  Auto-trade order modification: Bar Backtest: SPY [CBV-D] Daily #4 | Trade Management by Study. Requested Price: 123.16. Requested Quantity: 491  21766  21766  Stop  491  Sell  122.42    Pending Modify      Sim1  Close  21764  901          
Order  2010-12-23 00:00:00.001  [Sim]SPY  Simulated order modify complete  21766  21766  Stop  491  Sell  123.16    Open      Sim1  Close  21764  901          
Order  2010-12-27 00:00:00.000  [Sim]SPY  Auto-trade order modification: Bar Backtest: SPY [CBV-D] Daily #4 | Trade Management by Study. Requested Price: 123.74. Requested Quantity: 491  21766  21766  Stop  491  Sell  123.16    Pending Modify      Sim1  Close  21764  901          
Order  2010-12-27 00:00:00.001  [Sim]SPY  Simulated order modify complete  21766  21766  Stop  491  Sell  123.74    Open      Sim1  Close  21764  901          
Order  2010-12-28 00:00:00.000  [Sim]SPY  Auto-trade order modification: Bar Backtest: SPY [CBV-D] Daily #4 | Trade Management by Study. Requested Price: 123.76. Requested Quantity: 491  21766  21766  Stop  491  Sell  123.74    Pending Modify      Sim1  Close  21764  901          
Order  2010-12-28 00:00:00.001  [Sim]SPY  Simulated order modify complete  21766  21766  Stop  491  Sell  123.76    Open      Sim1  Close  21764  901          
Order  2011-01-03 00:00:00.000  [Sim]SPY  Auto-trade order modification: Bar Backtest: SPY [CBV-D] Daily #4 | Trade Management by Study. Requested Price: 123.83. Requested Quantity: 491  21766  21766  Stop  491  Sell  123.76    Pending Modify      Sim1  Close  21764  901          
Order  2011-01-03 00:00:00.001  [Sim]SPY  Simulated order modify complete  21766  21766  Stop  491  Sell  123.83    Open      Sim1  Close  21764  901          
Order  2011-01-03 00:00:00.002  [Sim]SPY  Trade simulation fill. Bid: 127.59 Ask: 127.60 Last: 127.60  21765  21765  Limit  491  Sell  126.99    Filled  126.99  491  Sim1  Close  21764  901          
Fill  2011-01-03 00:00:00.003  [Sim]SPY  Trade simulation fill. Bid: 127.59 Ask: 127.60 Last: 127.60  21765  21765  Limit  491  Sell  126.99    Filled  126.99  491  Sim1  Close  21764  410  21765.1  127.60  123.75    
Order  2011-01-03 00:00:00.004  [Sim]SPY  Canceling order due to sibling fill  21766  21766  Stop  491  Sell  123.83    Pending Cancel      Sim1  Close  21764  410          
Order  2011-01-03 00:00:00.005  [Sim]SPY  Simulated order canceled  21766  21766  Stop  491  Sell  123.83    Canceled      Sim1  Close  21764  410          
Order  2011-01-28 00:00:00.000  [Sim]SPY  Auto-trade: Bar Backtest: SPY [CBV-D] Daily #4 | 5du | BuyEntry | Formula: Buy Entry at row 4 is TRUE. | Bar start date-time: 2011-01-27 00:00:00.000 | Last: 130.14. Attached Order | Client side OCO order  21768    Limit    Sell  132.48    Pending Child-Client      Sim1  Close  21767  410          
Order  2011-01-28 00:00:00.001  [Sim]SPY  Auto-trade: Bar Backtest: SPY [CBV-D] Daily #4 | 5du | BuyEntry | Formula: Buy Entry at row 4 is TRUE. | Bar start date-time: 2011-01-27 00:00:00.000 | Last: 130.14. Attached Order | Client side OCO order  21769    Stop    Sell  125.98    Pending Child-Client      Sim1  Close  21767  410          
Order  2011-01-28 00:00:00.002  [Sim]SPY  Auto-trade: Bar Backtest: SPY [CBV-D] Daily #4 | 5du | BuyEntry | Formula: Buy Entry at row 4 is TRUE. | Bar start date-time: 2011-01-27 00:00:00.000 | Last: 130.14  21767    Limit  501  Buy  129.88    Order Sent      Sim1  Open    410          
Order  2011-01-28 00:00:00.003  [Sim]SPY  Simulated order accepted  21767  21767  Limit  501  Buy  129.88    Open      Sim1  Open    410          
Order  2011-01-28 00:00:00.004  [Sim]SPY  Trade simulation fill. Bid: 127.51 Ask: 127.52 Last: 127.51  21767  21767  Limit  501  Buy  129.88    Filled  129.88  501  Sim1  Open    410          
Fill  2011-01-28 00:00:00.005  [Sim]SPY  Trade simulation fill. Bid: 127.51 Ask: 127.52 Last: 127.51  21767  21767  Limit  501  Buy  129.88    Filled  129.88  501  Sim1  Open    911  21767.1  130.35  126.15    
Order  2011-01-28 00:00:00.006  [Sim]SPY  Auto-sent child from parent fill  21768    Limit  501  Sell  132.48    Order Sent      Sim1  Close  21767  911          
Order  2011-01-28 00:00:00.007  [Sim]SPY  Auto-sent child from parent fill  21769    Stop  501  Sell  125.98    Order Sent      Sim1  Close  21767  911          
Order  2011-01-28 00:00:00.008  [Sim]SPY  Simulated order accepted  21768  21768  Limit  501  Sell  132.48    Open      Sim1  Close  21767  911          
Order  2011-01-28 00:00:00.009  [Sim]SPY  Simulated order accepted  21769  21769  Stop  501  Sell  125.98    Open      Sim1  Close  21767  911          
Order  2011-01-28 00:00:00.010  [Sim]SPY  Auto-trade order modification: Bar Backtest: SPY [CBV-D] Daily #4 | Trade Management by Study. Requested Price: 127.14. Requested Quantity: 501  21769  21769  Stop  501  Sell  125.98    Pending Modify      Sim1  Close  21767  911          
Order  2011-01-28 00:00:00.011  [Sim]SPY  Simulated order modify complete  21769  21769  Stop  501  Sell  127.14    Open      Sim1  Close  21767  911          
Order  2011-02-04 00:00:00.000  [Sim]SPY  Auto-trade order modification: Bar Backtest: SPY [CBV-D] Daily #4 | Trade Management by Study. Requested Price: 127.52. Requested Quantity: 501  21769  21769  Stop  501  Sell  127.14    Pending Modify      Sim1  Close  21767  911          
Order  2011-02-04 00:00:00.001  [Sim]SPY  Simulated order modify complete  21769  21769  Stop  501  Sell  127.52    Open      Sim1  Close  21767  911          
Order  2011-02-08 00:00:00.000  [Sim]SPY  Trade simulation fill. Bid: 132.63 Ask: 132.64 Last: 132.64  21768  21768  Limit  501  Sell  132.48    Filled  132.48  501  Sim1  Close  21767  911          
Fill  2011-02-08 00:00:00.001  [Sim]SPY  Trade simulation fill. Bid: 132.63 Ask: 132.64 Last: 132.64  21768  21768  Limit  501  Sell  132.48    Filled  132.48  501  Sim1  Close  21767  410  21768.1  132.64  127.72    
Order  2011-02-08 00:00:00.002  [Sim]SPY  Canceling order due to sibling fill  21769  21769  Stop  501  Sell  127.52    Pending Cancel      Sim1  Close  21767  410          
Order  2011-02-08 00:00:00.003  [Sim]SPY  Simulated order canceled  21769  21769  Stop  501  Sell  127.52    Canceled      Sim1  Close  21767  410          
Order  2011-07-05 00:00:00.000  [Sim]SPY  Auto-trade: Bar Backtest: SPY [CBV-D] Daily #4 | 5du | BuyEntry | Formula: Buy Entry at row 4 is TRUE. | Bar start date-time: 2011-07-01 00:00:00.000 | Last: 133.78. Attached Order | Client side OCO order  21771    Limit    Sell  136.18    Pending Child-Client      Sim1  Close  21770  410          
Order  2011-07-05 00:00:00.001  [Sim]SPY  Auto-trade: Bar Backtest: SPY [CBV-D] Daily #4 | 5du | BuyEntry | Formula: Buy Entry at row 4 is TRUE. | Bar start date-time: 2011-07-01 00:00:00.000 | Last: 133.78. Attached Order | Client side OCO order  21772    Stop    Sell  129.50    Pending Child-Client      Sim1  Close  21770  410          
Order  2011-07-05 00:00:00.002  [Sim]SPY  Auto-trade: Bar Backtest: SPY [CBV-D] Daily #4 | 5du | BuyEntry | Formula: Buy Entry at row 4 is TRUE. | Bar start date-time: 2011-07-01 00:00:00.000 | Last: 133.78  21770    Limit  527  Buy  133.51    Order Sent      Sim1  Open    410          
Order  2011-07-05 00:00:00.003  [Sim]SPY  Simulated order accepted  21770  21770  Limit  527  Buy  133.51    Open      Sim1  Open    410          
Order  2011-07-05 00:00:00.004  [Sim]SPY  Trade simulation fill. Bid: 133.39 Ask: 133.40 Last: 133.39  21770  21770  Limit  527  Buy  133.51    Filled  133.51  527  Sim1  Open    410          
Fill  2011-07-05 00:00:00.005  [Sim]SPY  Trade simulation fill. Bid: 133.39 Ask: 133.40 Last: 133.39  21770  21770  Limit  527  Buy  133.51    Filled  133.51  527  Sim1  Open    937  21770.1  137.18  125.28    
Order  2011-07-05 00:00:00.006  [Sim]SPY  Auto-sent child from parent fill  21771    Limit  527  Sell  136.18    Order Sent      Sim1  Close  21770  937          
Order  2011-07-05 00:00:00.007  [Sim]SPY  Auto-sent child from parent fill  21772    Stop  527  Sell  129.50    Order Sent      Sim1  Close  21770  937          
Order  2011-07-05 00:00:00.008  [Sim]SPY  Simulated order accepted  21771  21771  Limit  527  Sell  136.18    Open      Sim1  Close  21770  937          
Order  2011-07-05 00:00:00.009  [Sim]SPY  Simulated order accepted  21772  21772  Stop  527  Sell  129.50    Open      Sim1  Close  21770  937          
Order  2011-07-05 00:00:00.010  [Sim]SPY  Auto-trade order modification: Bar Backtest: SPY [CBV-D] Daily #4 | Trade Management by Study. Requested Price: 126.20. Requested Quantity: 527  21772  21772  Stop  527  Sell  129.50    Pending Modify      Sim1  Close  21770  937          
Order  2011-07-05 00:00:00.011  [Sim]SPY  Simulated order modify complete  21772  21772  Stop  527  Sell  126.20    Open      Sim1  Close  21770  937          
Order  2011-07-11 00:00:00.000  [Sim]SPY  Auto-trade order modification: Bar Backtest: SPY [CBV-D] Daily #4 | Trade Management by Study. Requested Price: 126.63. Requested Quantity: 527  21772  21772  Stop  527  Sell  126.20    Pending Modify      Sim1  Close  21770  937          
Order  2011-07-11 00:00:00.001  [Sim]SPY  Simulated order modify complete  21772  21772  Stop  527  Sell  126.63    Open      Sim1  Close  21770  937          
Order  2011-07-12 00:00:00.000  [Sim]SPY  Auto-trade order modification: Bar Backtest: SPY [CBV-D] Daily #4 | Trade Management by Study. Requested Price: 126.65. Requested Quantity: 527  21772  21772  Stop  527  Sell  126.63    Pending Modify      Sim1  Close  21770  937          
Order  2011-07-12 00:00:00.001  [Sim]SPY  Simulated order modify complete  21772  21772  Stop  527  Sell  126.65    Open      Sim1  Close  21770  937          
Order  2011-07-13 00:00:00.000  [Sim]SPY  Auto-trade order modification: Bar Backtest: SPY [CBV-D] Daily #4 | Trade Management by Study. Requested Price: 128.28. Requested Quantity: 527  21772  21772  Stop  527  Sell  126.65    Pending Modify      Sim1  Close  21770  937          
Order  2011-07-13 00:00:00.001  [Sim]SPY  Simulated order modify complete  21772  21772  Stop  527  Sell  128.28    Open      Sim1  Close  21770  937          
Order  2011-07-14 00:00:00.000  [Sim]SPY  Auto-trade order modification: Bar Backtest: SPY [CBV-D] Daily #4 | Trade Management by Study. Requested Price: 129.64. Requested Quantity: 527  21772  21772  Stop  527  Sell  128.28    Pending Modify      Sim1  Close  21770  937          
Order  2011-07-14 00:00:00.001  [Sim]SPY  Simulated order modify complete  21772  21772  Stop  527  Sell  129.64    Open      Sim1  Close  21770  937          
Order  2011-07-15 00:00:00.000  [Sim]SPY  Auto-trade order modification: Bar Backtest: SPY [CBV-D] Daily #4 | Trade Management by Study. Requested Price: 130.69. Requested Quantity: 527  21772  21772  Stop  527  Sell  129.64    Pending Modify      Sim1  Close  21770  937          
Order  2011-07-15 00:00:00.001  [Sim]SPY  Simulated order modify complete  21772  21772  Stop  527  Sell  130.69    Open      Sim1  Close  21770  937          
Order  2011-07-18 00:00:00.000  [Sim]SPY  Trade simulation fill. Bid: 129.63 Ask: 129.64 Last: 129.63  21772  21772  Stop  527  Sell  130.69    Filled  130.68  527  Sim1  Close  21770  937          
Fill  2011-07-18 00:00:00.001  [Sim]SPY  Trade simulation fill. Bid: 129.63 Ask: 129.64 Last: 129.63  21772  21772  Stop  527  Sell  130.69    Filled  130.68  527  Sim1  Close  21770  410  21772.1  135.70  129.63    
Order  2011-07-18 00:00:00.002  [Sim]SPY  Canceling order due to sibling fill  21771  21771  Limit  527  Sell  136.18    Pending Cancel      Sim1  Close  21770  410          
Order  2011-07-18 00:00:00.003  [Sim]SPY  Simulated order canceled  21771  21771  Limit  527  Sell  136.18    Canceled      Sim1  Close  21770  410          
Order  2011-09-19 00:00:00.000  [Sim]SPY  Auto-trade: Bar Backtest: SPY [CBV-D] Daily #4 | 5du | BuyEntry | Formula: Buy Entry at row 4 is TRUE. | Bar start date-time: 2011-09-16 00:00:00.000 | Last: 119.53. Attached Order | Client side OCO order  21774    Limit    Sell  121.68    Pending Child-Client      Sim1  Close  21773  410          
Order  2011-09-19 00:00:00.001  [Sim]SPY  Auto-trade: Bar Backtest: SPY [CBV-D] Daily #4 | 5du | BuyEntry | Formula: Buy Entry at row 4 is TRUE. | Bar start date-time: 2011-09-16 00:00:00.000 | Last: 119.53. Attached Order | Client side OCO order  21775    Stop    Sell  115.71    Pending Child-Client      Sim1  Close  21773  410          
Order  2011-09-19 00:00:00.002  [Sim]SPY  Auto-trade: Bar Backtest: SPY [CBV-D] Daily #4 | 5du | BuyEntry | Formula: Buy Entry at row 4 is TRUE. | Bar start date-time: 2011-09-16 00:00:00.000 | Last: 119.53  21773    Limit  589  Buy  119.29    Order Sent      Sim1  Open    410          
Order  2011-09-19 00:00:00.003  [Sim]SPY  Simulated order accepted  21773  21773  Limit  589  Buy  119.29    Open      Sim1  Open    410          
Order  2011-09-19 00:00:00.004  [Sim]SPY  Trade simulation fill. Bid: 118.72 Ask: 118.73 Last: 118.72  21773  21773  Limit  589  Buy  119.29    Filled  119.29  589  Sim1  Open    410          
Fill  2011-09-19 00:00:00.005  [Sim]SPY  Trade simulation fill. Bid: 118.72 Ask: 118.73 Last: 118.72  21773  21773  Limit  589  Buy  119.29    Filled  119.29  589  Sim1  Open    999  21773.1  134.82  110.27    
Order  2011-09-19 00:00:00.006  [Sim]SPY  Auto-sent child from parent fill  21774    Limit  589  Sell  121.68    Order Sent      Sim1  Close  21773  999          
Order  2011-09-19 00:00:00.007  [Sim]SPY  Auto-sent child from parent fill  21775    Stop  589  Sell  115.71    Order Sent      Sim1  Close  21773  999          
Order  2011-09-19 00:00:00.008  [Sim]SPY  Simulated order accepted  21774  21774  Limit  589  Sell  121.68    Open      Sim1  Close  21773  999          
Order  2011-09-19 00:00:00.009  [Sim]SPY  Simulated order accepted  21775  21775  Stop  589  Sell  115.71    Open      Sim1  Close  21773  999          
Order  2011-09-19 00:00:00.010  [Sim]SPY  Auto-trade order modification: Bar Backtest: SPY [CBV-D] Daily #4 | Trade Management by Study. Requested Price: 114.06. Requested Quantity: 589  21775  21775  Stop  589  Sell  115.71    Pending Modify      Sim1  Close  21773  999          
Order  2011-09-19 00:00:00.011  [Sim]SPY  Simulated order modify complete  21775  21775  Stop  589  Sell  114.06    Open      Sim1  Close  21773  999          
Order  2011-09-20 00:00:00.000  [Sim]SPY  Trade simulation fill. Bid: 121.98 Ask: 121.99 Last: 121.99  21774  21774  Limit  589  Sell  121.68    Filled  121.68  589  Sim1  Close  21773  999          
Fill  2011-09-20 00:00:00.001  [Sim]SPY  Trade simulation fill. Bid: 121.98 Ask: 121.99 Last: 121.99  21774  21774  Limit  589  Sell  121.68    Filled  121.68  589  Sim1  Close  21773  410  21774.1  121.99  120.31    
Order  2011-09-20 00:00:00.002  [Sim]SPY  Canceling order due to sibling fill  21775  21775  Stop  589  Sell  114.06    Pending Cancel      Sim1  Close  21773  410          
Order  2011-09-20 00:00:00.003  [Sim]SPY  Simulated order canceled  21775  21775  Stop  589  Sell  114.06    Canceled      Sim1  Close  21773  410          
Order  2011-12-28 00:00:00.000  [Sim]SPY  Auto-trade: Bar Backtest: SPY [CBV-D] Daily #4 | 5du | BuyEntry | Formula: Buy Entry at row 4 is TRUE. | Bar start date-time: 2011-12-27 00:00:00.000 | Last: 126.509995. Attached Order | Client side OCO order  21777    Limit    Sell  128.79    Pending Child-Client      Sim1  Close  21776  410          
Order  2011-12-28 00:00:00.001  [Sim]SPY  Auto-trade: Bar Backtest: SPY [CBV-D] Daily #4 | 5du | BuyEntry | Formula: Buy Entry at row 4 is TRUE. | Bar start date-time: 2011-12-27 00:00:00.000 | Last: 126.509995. Attached Order | Client side OCO order  21778    Stop    Sell  122.47    Pending Child-Client      Sim1  Close  21776  410          
Order  2011-12-28 00:00:00.002  [Sim]SPY  Auto-trade: Bar Backtest: SPY [CBV-D] Daily #4 | 5du | BuyEntry | Formula: Buy Entry at row 4 is TRUE. | Bar start date-time: 2011-12-27 00:00:00.000 | Last: 126.509995  21776    Limit  505  Buy  126.26    Order Sent      Sim1  Open    410          
Order  2011-12-28 00:00:00.003  [Sim]SPY  Simulated order accepted  21776  21776  Limit  505  Buy  126.26    Open      Sim1  Open    410          
Order  2011-12-28 00:00:00.004  [Sim]SPY  Trade simulation fill. Bid: 124.73 Ask: 124.74 Last: 124.73  21776  21776  Limit  505  Buy  126.26    Filled  126.26  505  Sim1  Open    410          
Fill  2011-12-28 00:00:00.005  [Sim]SPY  Trade simulation fill. Bid: 124.73 Ask: 124.74 Last: 124.73  21776  21776  Limit  505  Buy  126.26    Filled  126.26  505  Sim1  Open    915  21776.1  129.42  107.43    
Order  2011-12-28 00:00:00.006  [Sim]SPY  Auto-sent child from parent fill  21777    Limit  505  Sell  128.79    Order Sent      Sim1  Close  21776  915          
Order  2011-12-28 00:00:00.007  [Sim]SPY  Auto-sent child from parent fill  21778    Stop  505  Sell  122.47    Order Sent      Sim1  Close  21776  915          
Order  2011-12-28 00:00:00.008  [Sim]SPY  Simulated order accepted  21777  21777  Limit  505  Sell  128.79    Open      Sim1  Close  21776  915          
Order  2011-12-28 00:00:00.009  [Sim]SPY  Simulated order accepted  21778  21778  Stop  505  Sell  122.47    Open      Sim1  Close  21776  915          
Order  2011-12-28 00:00:00.010  [Sim]SPY  Auto-trade order modification: Bar Backtest: SPY [CBV-D] Daily #4 | Trade Management by Study. Requested Price: 120.04. Requested Quantity: 505  21778  21778  Stop  505  Sell  122.47    Pending Modify      Sim1  Close  21776  915          
Order  2011-12-28 00:00:00.011  [Sim]SPY  Simulated order modify complete  21778  21778  Stop  505  Sell  120.04    Open      Sim1  Close  21776  915          
Order  2012-01-05 00:00:00.000  [Sim]SPY  Auto-trade order modification: Bar Backtest: SPY [CBV-D] Daily #4 | Trade Management by Study. Requested Price: 122.18. Requested Quantity: 505  21778  21778  Stop  505  Sell  120.04    Pending Modify      Sim1  Close  21776  915          
Order  2012-01-05 00:00:00.001  [Sim]SPY  Simulated order modify complete  21778  21778  Stop  505  Sell  122.18    Open      Sim1  Close  21776  915          
Order  2012-01-06 00:00:00.000  [Sim]SPY  Auto-trade order modification: Bar Backtest: SPY [CBV-D] Daily #4 | Trade Management by Study. Requested Price: 122.76. Requested Quantity: 505  21778  21778  Stop  505  Sell  122.18    Pending Modify      Sim1  Close  21776  915          
Order  2012-01-06 00:00:00.001  [Sim]SPY  Simulated order modify complete  21778  21778  Stop  505  Sell  122.76    Open      Sim1  Close  21776  915          
Order  2012-01-09 00:00:00.000  [Sim]SPY  Auto-trade order modification: Bar Backtest: SPY [CBV-D] Daily #4 | Trade Management by Study. Requested Price: 124.24. Requested Quantity: 505  21778  21778  Stop  505  Sell  122.76    Pending Modify      Sim1  Close  21776  915          
Order  2012-01-09 00:00:00.001  [Sim]SPY  Simulated order modify complete  21778  21778  Stop  505  Sell  124.24    Open      Sim1  Close  21776  915          
Order  2012-01-10 00:00:00.000  [Sim]SPY  Trade simulation fill. Bid: 129.39 Ask: 129.40 Last: 129.40  21777  21777  Limit  505  Sell  128.79    Filled  129.39  505  Sim1  Close  21776  915          
Fill  2012-01-10 00:00:00.001  [Sim]SPY  Trade simulation fill. Bid: 129.39 Ask: 129.40 Last: 129.40  21777  21777  Limit  505  Sell  128.79    Filled  129.39  505  Sim1  Close  21776  410  21777.1  129.40  124.83    
Order  2012-01-10 00:00:00.002  [Sim]SPY  Canceling order due to sibling fill  21778  21778  Stop  505  Sell  124.24    Pending Cancel      Sim1  Close  21776  410          
Order  2012-01-10 00:00:00.003  [Sim]SPY  Simulated order canceled  21778  21778  Stop  505  Sell  124.24    Canceled      Sim1  Close  21776  410          
Order  2012-01-24 00:00:00.000  [Sim]SPY  Auto-trade: Bar Backtest: SPY [CBV-D] Daily #4 | 5du | BuyEntry | Formula: Buy Entry at row 4 is TRUE. | Bar start date-time: 2012-01-23 00:00:00.000 | Last: 130.8. Attached Order | Client side OCO order  21780    Limit    Sell  133.15    Pending Child-Client      Sim1  Close  21779  410          
Order  2012-01-24 00:00:00.001  [Sim]SPY  Auto-trade: Bar Backtest: SPY [CBV-D] Daily #4 | 5du | BuyEntry | Formula: Buy Entry at row 4 is TRUE. | Bar start date-time: 2012-01-23 00:00:00.000 | Last: 130.8. Attached Order | Client side OCO order  21781    Stop    Sell  126.62    Pending Child-Client      Sim1  Close  21779  410          
Order  2012-01-24 00:00:00.002  [Sim]SPY  Auto-trade: Bar Backtest: SPY [CBV-D] Daily #4 | 5du | BuyEntry | Formula: Buy Entry at row 4 is TRUE. | Bar start date-time: 2012-01-23 00:00:00.000 | Last: 130.8  21779    Limit  539  Buy  130.54    Order Sent      Sim1  Open    410          
Order  2012-01-24 00:00:00.003  [Sim]SPY  Simulated order accepted  21779  21779  Limit  539  Buy  130.54    Open      Sim1  Open    410          
Order  2012-01-30 00:00:00.000  [Sim]SPY  Trade simulation fill. Bid: 130.51 Ask: 130.52 Last: 130.51  21779  21779  Limit  539  Buy  130.54    Filled  130.52  539  Sim1  Open    410          
Fill  2012-01-30 00:00:00.001  [Sim]SPY  Trade simulation fill. Bid: 130.51 Ask: 130.52 Last: 130.51  21779  21779  Limit  539  Buy  130.54    Filled  130.52  539  Sim1  Open    949  21779.1  133.40  127.72    
Order  2012-01-30 00:00:00.002  [Sim]SPY  Modifying Attached Order from parent modification/fill. Parent ref. price: 130.52. New price: 133.13. Using LastModifyQuantity of 0. Using new provided price. Requested Price: 133.13. Requested Quantity: 0  21780    Limit    Sell  133.15    Pending Modify      Sim1  Close  21779  949          
Order  2012-01-30 00:00:00.003  [Sim]SPY  Order modified internally. Modifying Attached Order from parent modification/fill. Parent ref. price: 130.52. New price: 133.13. Using LastModifyQuantity of 0. Using new provided price. Requested Price: 133.13. Requested Quantity: 0  21780    Limit    Sell  133.13    Pending Child-Client      Sim1  Close  21779  949          
Order  2012-01-30 00:00:00.004  [Sim]SPY  Modifying Attached Order from parent modification/fill. Parent ref. price: 130.52. New price: 126.60. Using LastModifyQuantity of 0. Using new provided price. Requested Price: 126.60. Requested Quantity: 0  21781    Stop    Sell  126.62    Pending Modify      Sim1  Close  21779  949          
Order  2012-01-30 00:00:00.005  [Sim]SPY  Order modified internally. Modifying Attached Order from parent modification/fill. Parent ref. price: 130.52. New price: 126.60. Using LastModifyQuantity of 0. Using new provided price. Requested Price: 126.60. Requested Quantity: 0  21781    Stop    Sell  126.60    Pending Child-Client      Sim1  Close  21779  949          
Order  2012-01-30 00:00:00.006  [Sim]SPY  Auto-sent child from parent fill  21780    Limit  539  Sell  133.13    Order Sent      Sim1  Close  21779  949          
Order  2012-01-30 00:00:00.007  [Sim]SPY  Auto-sent child from parent fill  21781    Stop  539  Sell  126.60    Order Sent      Sim1  Close  21779  949          
Order  2012-01-30 00:00:00.008  [Sim]SPY  Simulated order accepted  21780  21780  Limit  539  Sell  133.13    Open      Sim1  Close  21779  949          
Order  2012-01-30 00:00:00.009  [Sim]SPY  Simulated order accepted  21781  21781  Stop  539  Sell  126.60    Open      Sim1  Close  21779  949          
Order  2012-01-30 00:00:00.010  [Sim]SPY  Auto-trade order modification: Bar Backtest: SPY [CBV-D] Daily #4 | Trade Management by Study. Requested Price: 127.73. Requested Quantity: 539  21781  21781  Stop  539  Sell  126.60    Pending Modify      Sim1  Close  21779  949          
Order  2012-01-30 00:00:00.011  [Sim]SPY  Simulated order modify complete  21781  21781  Stop  539  Sell  127.73    Open      Sim1  Close  21779  949          
Order  2012-01-31 00:00:00.000  [Sim]SPY  Auto-trade order modification: Bar Backtest: SPY [CBV-D] Daily #4 | Trade Management by Study. Requested Price: 128.91. Requested Quantity: 539  21781  21781  Stop  539  Sell  127.73    Pending Modify      Sim1  Close  21779  949          
Order  2012-01-31 00:00:00.001  [Sim]SPY  Simulated order modify complete  21781  21781  Stop  539  Sell  128.91    Open      Sim1  Close  21779  949          
Order  2012-02-01 00:00:00.000  [Sim]SPY  Auto-trade order modification: Bar Backtest: SPY [CBV-D] Daily #4 | Trade Management by Study. Requested Price: 129.09. Requested Quantity: 539  21781  21781  Stop  539  Sell  128.91    Pending Modify      Sim1  Close  21779  949          
Order  2012-02-01 00:00:00.001  [Sim]SPY  Simulated order modify complete  21781  21781  Stop  539  Sell  129.09    Open      Sim1  Close  21779  949          
Order  2012-02-01 00:00:00.002  [Sim]SPY  Trade simulation fill. Bid: 133.13 Ask: 133.14 Last: 133.14  21780  21780  Limit  539  Sell  133.13    Filled  133.13  539  Sim1  Close  21779  949          
Fill  2012-02-01 00:00:00.003  [Sim]SPY  Trade simulation fill. Bid: 133.13 Ask: 133.14 Last: 133.14  21780  21780  Limit  539  Sell  133.13    Filled  133.13  539  Sim1  Close  21779  410  21780.1  133.14  130.06    
Order  2012-02-01 00:00:00.004  [Sim]SPY  Canceling order due to sibling fill  21781  21781  Stop  539  Sell  129.09    Pending Cancel      Sim1  Close  21779  410          
Order  2012-02-01 00:00:00.005  [Sim]SPY  Simulated order canceled  21781  21781  Stop  539  Sell  129.09    Canceled      Sim1  Close  21779  410          
Order  2012-03-14 00:00:00.000  [Sim]SPY  Auto-trade: Bar Backtest: SPY [CBV-D] Daily #4 | 5du | BuyEntry | Formula: Buy Entry at row 4 is TRUE. | Bar start date-time: 2012-03-13 00:00:00.000 | Last: 140.09999. Attached Order | Client side OCO order  21783    Limit    Sell  142.62    Pending Child-Client      Sim1  Close  21782  410          
Order  2012-03-14 00:00:00.001  [Sim]SPY  Auto-trade: Bar Backtest: SPY [CBV-D] Daily #4 | 5du | BuyEntry | Formula: Buy Entry at row 4 is TRUE. | Bar start date-time: 2012-03-13 00:00:00.000 | Last: 140.09999. Attached Order | Client side OCO order  21784    Stop    Sell  135.63    Pending Child-Client      Sim1  Close  21782  410          
Order  2012-03-14 00:00:00.002  [Sim]SPY  Auto-trade: Bar Backtest: SPY [CBV-D] Daily #4 | 5du | BuyEntry | Formula: Buy Entry at row 4 is TRUE. | Bar start date-time: 2012-03-13 00:00:00.000 | Last: 140.09999  21782    Limit  537  Buy  139.82    Order Sent      Sim1  Open    410          
Order  2012-03-14 00:00:00.003  [Sim]SPY  Simulated order accepted  21782  21782  Limit  537  Buy  139.82    Open      Sim1  Open    410          
Order  2012-03-14 00:00:00.004  [Sim]SPY  Trade simulation fill. Bid: 139.48 Ask: 139.49 Last: 139.48  21782  21782  Limit  537  Buy  139.82    Filled  139.82  537  Sim1  Open    410          
Fill  2012-03-14 00:00:00.005  [Sim]SPY  Trade simulation fill. Bid: 139.48 Ask: 139.49 Last: 139.48  21782  21782  Limit  537  Buy  139.82    Filled  139.82  537  Sim1  Open    947  21782.1  140.45  132.13    
Order  2012-03-14 00:00:00.006  [Sim]SPY  Auto-sent child from parent fill  21783    Limit  537  Sell  142.62    Order Sent      Sim1  Close  21782  947          
Order  2012-03-14 00:00:00.007  [Sim]SPY  Auto-sent child from parent fill  21784    Stop  537  Sell  135.63    Order Sent      Sim1  Close  21782  947          
Order  2012-03-14 00:00:00.008  [Sim]SPY  Simulated order accepted  21783  21783  Limit  537  Sell  142.62    Open      Sim1  Close  21782  947          
Order  2012-03-14 00:00:00.009  [Sim]SPY  Simulated order accepted  21784  21784  Stop  537  Sell  135.63    Open      Sim1  Close  21782  947          
Order  2012-03-14 00:00:00.010  [Sim]SPY  Auto-trade order modification: Bar Backtest: SPY [CBV-D] Daily #4 | Trade Management by Study. Requested Price: 134.37. Requested Quantity: 537  21784  21784  Stop  537  Sell  135.63    Pending Modify      Sim1  Close  21782  947          
Order  2012-03-14 00:00:00.011  [Sim]SPY  Simulated order modify complete  21784  21784  Stop  537  Sell  134.37    Open      Sim1  Close  21782  947          
Order  2012-03-21 00:00:00.000  [Sim]SPY  Auto-trade order modification: Bar Backtest: SPY [CBV-D] Daily #4 | Trade Management by Study. Requested Price: 134.94. Requested Quantity: 537  21784  21784  Stop  537  Sell  134.37    Pending Modify      Sim1  Close  21782  947          
Order  2012-03-21 00:00:00.001  [Sim]SPY  Simulated order modify complete  21784  21784  Stop  537  Sell  134.94    Open      Sim1  Close  21782  947          
Order  2012-03-22 00:00:00.000  [Sim]SPY  Auto-trade order modification: Bar Backtest: SPY [CBV-D] Daily #4 | Trade Management by Study. Requested Price: 136.25. Requested Quantity: 537  21784  21784  Stop  537  Sell  134.94    Pending Modify      Sim1  Close  21782  947          
Order  2012-03-22 00:00:00.001  [Sim]SPY  Simulated order modify complete  21784  21784  Stop  537  Sell  136.25    Open      Sim1  Close  21782  947          
Order  2012-03-23 00:00:00.000  [Sim]SPY  Auto-trade order modification: Bar Backtest: SPY [CBV-D] Daily #4 | Trade Management by Study. Requested Price: 137.10. Requested Quantity: 537  21784  21784  Stop  537  Sell  136.25    Pending Modify      Sim1  Close  21782  947          
Order  2012-03-23 00:00:00.001  [Sim]SPY  Simulated order modify complete  21784  21784  Stop  537  Sell  137.10    Open      Sim1  Close  21782  947          
Order  2012-03-27 00:00:00.000  [Sim]SPY  Auto-trade order modification: Bar Backtest: SPY [CBV-D] Daily #4 | Trade Management by Study. Requested Price: 138.10. Requested Quantity: 537  21784  21784  Stop  537  Sell  137.10    Pending Modify      Sim1  Close  21782  947          
Order  2012-03-27 00:00:00.001  [Sim]SPY  Simulated order modify complete  21784  21784  Stop  537  Sell  138.10    Open      Sim1  Close  21782  947          
Order  2012-03-28 00:00:00.000  [Sim]SPY  Auto-trade order modification: Bar Backtest: SPY [CBV-D] Daily #4 | Trade Management by Study. Requested Price: 138.56. Requested Quantity: 537  21784  21784  Stop  537  Sell  138.10    Pending Modify      Sim1  Close  21782  947          
Order  2012-03-28 00:00:00.001  [Sim]SPY  Simulated order modify complete  21784  21784  Stop  537  Sell  138.56    Open      Sim1  Close  21782  947          
Order  2012-04-09 00:00:00.000  [Sim]SPY  Trade simulation fill. Bid: 138.03 Ask: 138.04 Last: 138.03  21784  21784  Stop  537  Sell  138.56    Filled  138.03  537  Sim1  Close  21782  947          
Fill  2012-04-09 00:00:00.001  [Sim]SPY  Trade simulation fill. Bid: 138.03 Ask: 138.04 Last: 138.03  21784  21784  Stop  537  Sell  138.56    Filled  138.03  537  Sim1  Close  21782  410  21784.1  142.21  138.03    
Order  2012-04-09 00:00:00.002  [Sim]SPY  Canceling order due to sibling fill  21783  21783  Limit  537  Sell  142.62    Pending Cancel      Sim1  Close  21782  410          
Order  2012-04-09 00:00:00.003  [Sim]SPY  Simulated order canceled  21783  21783  Limit  537  Sell  142.62    Canceled      Sim1  Close  21782  410          
Order  2012-08-10 00:00:00.000  [Sim]SPY  Auto-trade: Bar Backtest: SPY [CBV-D] Daily #4 | 5du | BuyEntry | Formula: Buy Entry at row 4 is TRUE. | Bar start date-time: 2012-08-09 00:00:00.000 | Last: 140.04. Attached Order | Client side OCO order  21786    Limit    Sell  142.56    Pending Child-Client      Sim1  Close  21785  410          
Order  2012-08-10 00:00:00.001  [Sim]SPY  Auto-trade: Bar Backtest: SPY [CBV-D] Daily #4 | 5du | BuyEntry | Formula: Buy Entry at row 4 is TRUE. | Bar start date-time: 2012-08-09 00:00:00.000 | Last: 140.04. Attached Order | Client side OCO order  21787    Stop    Sell  135.57    Pending Child-Client      Sim1  Close  21785  410          
Order  2012-08-10 00:00:00.002  [Sim]SPY  Auto-trade: Bar Backtest: SPY [CBV-D] Daily #4 | 5du | BuyEntry | Formula: Buy Entry at row 4 is TRUE. | Bar start date-time: 2012-08-09 00:00:00.000 | Last: 140.04  21785    Limit  568  Buy  139.76    Order Sent      Sim1  Open    410          
Order  2012-08-10 00:00:00.003  [Sim]SPY  Simulated order accepted  21785  21785  Limit  568  Buy  139.76    Open      Sim1  Open    410          
Order  2012-08-21 00:00:00.000  [Sim]SPY  Initiating: Auto-trade: Bar Backtest: SPY [CBV-D] Daily #4 | 5du | Canceling all orders | Source: Buy Entry (CancelAllOrdersOnEntries=true) | Bar start date-time: 2012-08-20 00:00:00.000  21785  21785  Limit  568  Buy  139.76    Open      Sim1  Open              
Order  2012-08-21 00:00:00.001  [Sim]SPY  Auto-trade: Bar Backtest: SPY [CBV-D] Daily #4 | 5du | Canceling all orders | Source: Buy Entry (CancelAllOrdersOnEntries=true) | Bar start date-time: 2012-08-20 00:00:00.000  21785  21785  Limit  568  Buy  139.76    Pending Cancel      Sim1  Open    410          
Order  2012-08-21 00:00:00.002  [Sim]SPY  Simulated order canceled  21785  21785  Limit  568  Buy  139.76    Canceled      Sim1  Open    410          
Order  2012-08-21 00:00:00.003  [Sim]SPY  Canceling child orders of internal order ID 21785. Internal cancel  21786    Limit    Sell  142.56    Pending Cancel      Sim1  Close  21785  410          
Order  2012-08-21 00:00:00.004  [Sim]SPY  Canceling child orders of internal order ID 21785. Internal cancel  21786    Limit    Sell  142.56    Canceled      Sim1  Close  21785  410          
Order  2012-08-21 00:00:00.005  [Sim]SPY  Canceling child orders of internal order ID 21785. Internal cancel  21787    Stop    Sell  135.57    Pending Cancel      Sim1  Close  21785  410          
Order  2012-08-21 00:00:00.006  [Sim]SPY  Canceling child orders of internal order ID 21785. Internal cancel  21787    Stop    Sell  135.57    Canceled      Sim1  Close  21785  410          
Order  2012-08-21 00:00:00.007  [Sim]SPY  Order cancellation failed | The order is no longer working and cannot be canceled  21786    Limit    Sell  142.56    Canceled      Sim1  Close    410          
Order  2012-08-21 00:00:00.008  [Sim]SPY  Order cancellation failed | The order is no longer working and cannot be canceled  21787    Stop    Sell  135.57    Canceled      Sim1  Close    410          
Order  2012-08-21 00:00:00.009  [Sim]SPY  Auto-trade: Bar Backtest: SPY [CBV-D] Daily #4 | 5du | BuyEntry | Formula: Buy Entry at row 4 is TRUE. | Bar start date-time: 2012-08-20 00:00:00.000 | Last: 142.54. Attached Order | Client side OCO order  21789    Limit    Sell  145.10    Pending Child-Client      Sim1  Close  21788  410          
Order  2012-08-21 00:00:00.010  [Sim]SPY  Auto-trade: Bar Backtest: SPY [CBV-D] Daily #4 | 5du | BuyEntry | Formula: Buy Entry at row 4 is TRUE. | Bar start date-time: 2012-08-20 00:00:00.000 | Last: 142.54. Attached Order | Client side OCO order  21790    Stop    Sell  137.98    Pending Child-Client      Sim1  Close  21788  410          
Order  2012-08-21 00:00:00.011  [Sim]SPY  Auto-trade: Bar Backtest: SPY [CBV-D] Daily #4 | 5du | BuyEntry | Formula: Buy Entry at row 4 is TRUE. | Bar start date-time: 2012-08-20 00:00:00.000 | Last: 142.54  21788    Limit  558  Buy  142.25    Order Sent      Sim1  Open    410          
Order  2012-08-21 00:00:00.012  [Sim]SPY  Simulated order accepted  21788  21788  Limit  558  Buy  142.25    Open      Sim1  Open    410          
Order  2012-08-21 00:00:00.013  [Sim]SPY  Trade simulation fill. Bid: 141.45 Ask: 141.46 Last: 141.45  21788  21788  Limit  558  Buy  142.25    Filled  142.25  558  Sim1  Open    410          
Fill  2012-08-21 00:00:00.014  [Sim]SPY  Trade simulation fill. Bid: 141.45 Ask: 141.46 Last: 141.45  21788  21788  Limit  558  Buy  142.25    Filled  142.25  558  Sim1  Open    968  21788.1  143.09  127.14    
Order  2012-08-21 00:00:00.015  [Sim]SPY  Auto-sent child from parent fill  21789    Limit  558  Sell  145.10    Order Sent      Sim1  Close  21788  968          
Order  2012-08-21 00:00:00.016  [Sim]SPY  Auto-sent child from parent fill  21790    Stop  558  Sell  137.98    Order Sent      Sim1  Close  21788  968          
Order  2012-08-21 00:00:00.017  [Sim]SPY  Simulated order accepted  21789  21789  Limit  558  Sell  145.10    Open      Sim1  Close  21788  968          
Order  2012-08-21 00:00:00.018  [Sim]SPY  Simulated order accepted  21790  21790  Stop  558  Sell  137.98    Open      Sim1  Close  21788  968          
Order  2012-08-21 00:00:00.019  [Sim]SPY  Auto-trade order modification: Bar Backtest: SPY [CBV-D] Daily #4 | Trade Management by Study. Requested Price: 139.82. Requested Quantity: 558  21790  21790  Stop  558  Sell  137.98    Pending Modify      Sim1  Close  21788  968          
Order  2012-08-21 00:00:00.020  [Sim]SPY  Simulated order modify complete  21790  21790  Stop  558  Sell  139.82    Open      Sim1  Close  21788  968          
Order  2012-08-27 00:00:00.000  [Sim]SPY  Auto-trade order modification: Bar Backtest: SPY [CBV-D] Daily #4 | Trade Management by Study. Requested Price: 140.05. Requested Quantity: 558  21790  21790  Stop  558  Sell  139.82    Pending Modify      Sim1  Close  21788  968          
Order  2012-08-27 00:00:00.001  [Sim]SPY  Simulated order modify complete  21790  21790  Stop  558  Sell  140.05    Open      Sim1  Close  21788  968          
Order  2012-08-28 00:00:00.000  [Sim]SPY  Auto-trade order modification: Bar Backtest: SPY [CBV-D] Daily #4 | Trade Management by Study. Requested Price: 140.23. Requested Quantity: 558  21790  21790  Stop  558  Sell  140.05    Pending Modify      Sim1  Close  21788  968          
Order  2012-08-28 00:00:00.001  [Sim]SPY  Simulated order modify complete  21790  21790  Stop  558  Sell  140.23    Open      Sim1  Close  21788  968          
Order  2012-08-30 00:00:00.000  [Sim]SPY  Trade simulation fill. Bid: 140.19 Ask: 140.20 Last: 140.19  21790  21790  Stop  558  Sell  140.23    Filled  140.22  558  Sim1  Close  21788  968          
Fill  2012-08-30 00:00:00.001  [Sim]SPY  Trade simulation fill. Bid: 140.19 Ask: 140.20 Last: 140.19  21790  21790  Stop  558  Sell  140.23    Filled  140.22  558  Sim1  Close  21788  410  21790.1  142.08  140.19    
Order  2012-08-30 00:00:00.002  [Sim]SPY  Canceling order due to sibling fill  21789  21789  Limit  558  Sell  145.10    Pending Cancel      Sim1  Close  21788  410          
Order  2012-08-30 00:00:00.003  [Sim]SPY  Simulated order canceled  21789  21789  Limit  558  Sell  145.10    Canceled      Sim1  Close  21788  410          
Order  2012-10-08 00:00:00.000  [Sim]SPY  Auto-trade: Bar Backtest: SPY [CBV-D] Daily #4 | 5du | BuyEntry | Formula: Buy Entry at row 4 is TRUE. | Bar start date-time: 2012-10-05 00:00:00.000 | Last: 145.59999. Attached Order | Client side OCO order  21792    Limit    Sell  148.22    Pending Child-Client      Sim1  Close  21791  410          
Order  2012-10-08 00:00:00.001  [Sim]SPY  Auto-trade: Bar Backtest: SPY [CBV-D] Daily #4 | 5du | BuyEntry | Formula: Buy Entry at row 4 is TRUE. | Bar start date-time: 2012-10-05 00:00:00.000 | Last: 145.59999. Attached Order | Client side OCO order  21793    Stop    Sell  140.95    Pending Child-Client      Sim1  Close  21791  410          
Order  2012-10-08 00:00:00.002  [Sim]SPY  Auto-trade: Bar Backtest: SPY [CBV-D] Daily #4 | 5du | BuyEntry | Formula: Buy Entry at row 4 is TRUE. | Bar start date-time: 2012-10-05 00:00:00.000 | Last: 145.59999  21791    Limit  545  Buy  145.31    Order Sent      Sim1  Open    410          
Order  2012-10-08 00:00:00.003  [Sim]SPY  Simulated order accepted  21791  21791  Limit  545  Buy  145.31    Open      Sim1  Open    410          
Order  2012-10-09 00:00:00.000  [Sim]SPY  Trade simulation fill. Bid: 144.15 Ask: 144.16 Last: 144.15  21791  21791  Limit  545  Buy  145.31    Filled  145.31  545  Sim1  Open    410          
Fill  2012-10-09 00:00:00.001  [Sim]SPY  Trade simulation fill. Bid: 144.15 Ask: 144.16 Last: 144.15  21791  21791  Limit  545  Buy  145.31    Filled  145.31  545  Sim1  Open    955  21791.1  148.11  140.13    
Order  2012-10-09 00:00:00.002  [Sim]SPY  Auto-sent child from parent fill  21792    Limit  545  Sell  148.22    Order Sent      Sim1  Close  21791  955          
Order  2012-10-09 00:00:00.003  [Sim]SPY  Auto-sent child from parent fill  21793    Stop  545  Sell  140.95    Order Sent      Sim1  Close  21791  955          
Order  2012-10-09 00:00:00.004  [Sim]SPY  Simulated order accepted  21792  21792  Limit  545  Sell  148.22    Open      Sim1  Close  21791  955          
Order  2012-10-09 00:00:00.005  [Sim]SPY  Simulated order accepted  21793  21793  Stop  545  Sell  140.95    Open      Sim1  Close  21791  955          
Order  2012-10-09 00:00:00.006  [Sim]SPY  Auto-trade order modification: Bar Backtest: SPY [CBV-D] Daily #4 | Trade Management by Study. Requested Price: 142.96. Requested Quantity: 545  21793  21793  Stop  545  Sell  140.95    Pending Modify      Sim1  Close  21791  955          
Order  2012-10-09 00:00:00.007  [Sim]SPY  Simulated order modify complete  21793  21793  Stop  545  Sell  142.96    Open      Sim1  Close  21791  955          
Order  2012-10-11 00:00:00.000  [Sim]SPY  Auto-trade order modification: Bar Backtest: SPY [CBV-D] Daily #4 | Trade Management by Study. Requested Price: 143.10. Requested Quantity: 545  21793  21793  Stop  545  Sell  142.96    Pending Modify      Sim1  Close  21791  955          
Order  2012-10-11 00:00:00.001  [Sim]SPY  Simulated order modify complete  21793  21793  Stop  545  Sell  143.10    Open      Sim1  Close  21791  955          
Order  2012-10-12 00:00:00.000  [Sim]SPY  Trade simulation fill. Bid: 142.58 Ask: 142.59 Last: 142.58  21793  21793  Stop  545  Sell  143.10    Filled  143.09  545  Sim1  Close  21791  955          
Fill  2012-10-12 00:00:00.001  [Sim]SPY  Trade simulation fill. Bid: 142.58 Ask: 142.59 Last: 142.58  21793  21793  Stop  545  Sell  143.10    Filled  143.09  545  Sim1  Close  21791  410  21793.1  144.49  142.58    
Order  2012-10-12 00:00:00.002  [Sim]SPY  Canceling order due to sibling fill  21792  21792  Limit  545  Sell  148.22    Pending Cancel      Sim1  Close  21791  410          
Order  2012-10-12 00:00:00.003  [Sim]SPY  Simulated order canceled  21792  21792  Limit  545  Sell  148.22    Canceled      Sim1  Close  21791  410          
Order  2012-11-26 00:00:00.000  [Sim]SPY  Auto-trade: Bar Backtest: SPY [CBV-D] Daily #4 | 5du | BuyEntry | Formula: Buy Entry at row 4 is TRUE. | Bar start date-time: 2012-11-23 00:00:00.000 | Last: 140.65. Attached Order | Client side OCO order  21795    Limit    Sell  143.18    Pending Child-Client      Sim1  Close  21794  410          
Order  2012-11-26 00:00:00.001  [Sim]SPY  Auto-trade: Bar Backtest: SPY [CBV-D] Daily #4 | 5du | BuyEntry | Formula: Buy Entry at row 4 is TRUE. | Bar start date-time: 2012-11-23 00:00:00.000 | Last: 140.65. Attached Order | Client side OCO order  21796    Stop    Sell  136.16    Pending Child-Client      Sim1  Close  21794  410          
Order  2012-11-26 00:00:00.002  [Sim]SPY  Auto-trade: Bar Backtest: SPY [CBV-D] Daily #4 | 5du | BuyEntry | Formula: Buy Entry at row 4 is TRUE. | Bar start date-time: 2012-11-23 00:00:00.000 | Last: 140.65  21794    Limit  564  Buy  140.37    Order Sent      Sim1  Open    410          
Order  2012-11-26 00:00:00.003  [Sim]SPY  Simulated order accepted  21794  21794  Limit  564  Buy  140.37    Open      Sim1  Open    410          
Order  2012-11-26 00:00:00.004  [Sim]SPY  Trade simulation fill. Bid: 140.19 Ask: 140.20 Last: 140.19  21794  21794  Limit  564  Buy  140.37    Filled  140.37  564  Sim1  Open    410          
Fill  2012-11-26 00:00:00.005  [Sim]SPY  Trade simulation fill. Bid: 140.19 Ask: 140.20 Last: 140.19  21794  21794  Limit  564  Buy  140.37    Filled  140.37  564  Sim1  Open    974  21794.1  146.52  134.70    
Order  2012-11-26 00:00:00.006  [Sim]SPY  Auto-sent child from parent fill  21795    Limit  564  Sell  143.18    Order Sent      Sim1  Close  21794  974          
Order  2012-11-26 00:00:00.007  [Sim]SPY  Auto-sent child from parent fill  21796    Stop  564  Sell  136.16    Order Sent      Sim1  Close  21794  974          
Order  2012-11-26 00:00:00.008  [Sim]SPY  Simulated order accepted  21795  21795  Limit  564  Sell  143.18    Open      Sim1  Close  21794  974          
Order  2012-11-26 00:00:00.009  [Sim]SPY  Simulated order accepted  21796  21796  Stop  564  Sell  136.16    Open      Sim1  Close  21794  974          
Order  2012-11-26 00:00:00.010  [Sim]SPY  Auto-trade order modification: Bar Backtest: SPY [CBV-D] Daily #4 | Trade Management by Study. Requested Price: 134.71. Requested Quantity: 564  21796  21796  Stop  564  Sell  136.16    Pending Modify      Sim1  Close  21794  974          
Order  2012-11-26 00:00:00.011  [Sim]SPY  Simulated order modify complete  21796  21796  Stop  564  Sell  134.71    Open      Sim1  Close  21794  974          
Order  2012-12-04 00:00:00.000  [Sim]SPY  Auto-trade order modification: Bar Backtest: SPY [CBV-D] Daily #4 | Trade Management by Study. Requested Price: 136.42. Requested Quantity: 564  21796  21796  Stop  564  Sell  134.71    Pending Modify      Sim1  Close  21794  974          
Order  2012-12-04 00:00:00.001  [Sim]SPY  Simulated order modify complete  21796  21796  Stop  564  Sell  136.42    Open      Sim1  Close  21794  974          
Order  2012-12-05 00:00:00.000  [Sim]SPY  Auto-trade order modification: Bar Backtest: SPY [CBV-D] Daily #4 | Trade Management by Study. Requested Price: 138.09. Requested Quantity: 564  21796  21796  Stop  564  Sell  136.42    Pending Modify      Sim1  Close  21794  974          
Order  2012-12-05 00:00:00.001  [Sim]SPY  Simulated order modify complete  21796  21796  Stop  564  Sell  138.09    Open      Sim1  Close  21794  974          
Order  2012-12-06 00:00:00.000  [Sim]SPY  Auto-trade order modification: Bar Backtest: SPY [CBV-D] Daily #4 | Trade Management by Study. Requested Price: 139.01. Requested Quantity: 564  21796  21796  Stop  564  Sell  138.09    Pending Modify      Sim1  Close  21794  974          
Order  2012-12-06 00:00:00.001  [Sim]SPY  Simulated order modify complete  21796  21796  Stop  564  Sell  139.01    Open      Sim1  Close  21794  974          
Order  2012-12-11 00:00:00.000  [Sim]SPY  Trade simulation fill. Bid: 144.10 Ask: 144.11 Last: 144.11  21795  21795  Limit  564  Sell  143.18    Filled  143.18  564  Sim1  Close  21794  974          
Fill  2012-12-11 00:00:00.001  [Sim]SPY  Trade simulation fill. Bid: 144.10 Ask: 144.11 Last: 144.11  21795  21795  Limit  564  Sell  143.18    Filled  143.18  564  Sim1  Close  21794  410  21795.1  144.11  139.00    
Order  2012-12-11 00:00:00.002  [Sim]SPY  Canceling order due to sibling fill  21796  21796  Stop  564  Sell  139.01    Pending Cancel      Sim1  Close  21794  410          
Order  2012-12-11 00:00:00.003  [Sim]SPY  Simulated order canceled  21796  21796  Stop  564  Sell  139.01    Canceled      Sim1  Close  21794  410          
Order  2012-12-12 00:00:00.000  [Sim]SPY  Auto-trade: Bar Backtest: SPY [CBV-D] Daily #4 | 5du | BuyEntry | Formula: Buy Entry at row 4 is TRUE. | Bar start date-time: 2012-12-11 00:00:00.000 | Last: 144. Attached Order | Client side OCO order  21798    Limit    Sell  146.58    Pending Child-Client      Sim1  Close  21797  410          
Order  2012-12-12 00:00:00.001  [Sim]SPY  Auto-trade: Bar Backtest: SPY [CBV-D] Daily #4 | 5du | BuyEntry | Formula: Buy Entry at row 4 is TRUE. | Bar start date-time: 2012-12-11 00:00:00.000 | Last: 144. Attached Order | Client side OCO order  21799    Stop    Sell  139.40    Pending Child-Client      Sim1  Close  21797  410          
Order  2012-12-12 00:00:00.002  [Sim]SPY  Auto-trade: Bar Backtest: SPY [CBV-D] Daily #4 | 5du | BuyEntry | Formula: Buy Entry at row 4 is TRUE. | Bar start date-time: 2012-12-11 00:00:00.000 | Last: 144  21797    Limit  546  Buy  143.71    Order Sent      Sim1  Open    410          
Order  2012-12-12 00:00:00.003  [Sim]SPY  Simulated order accepted  21797  21797  Limit  546  Buy  143.71    Open      Sim1  Open    410          
Order  2012-12-12 00:00:00.004  [Sim]SPY  Trade simulation fill. Bid: 143.31 Ask: 143.32 Last: 143.31  21797  21797  Limit  546  Buy  143.71    Filled  143.71  546  Sim1  Open    410          
Fill  2012-12-12 00:00:00.005  [Sim]SPY  Trade simulation fill. Bid: 143.31 Ask: 143.32 Last: 143.31  21797  21797  Limit  546  Buy  143.71    Filled  143.71  546  Sim1  Open    956  21797.1  144.55  142.99    
Order  2012-12-12 00:00:00.006  [Sim]SPY  Auto-sent child from parent fill  21798    Limit  546  Sell  146.58    Order Sent      Sim1  Close  21797  956          
Order  2012-12-12 00:00:00.007  [Sim]SPY  Auto-sent child from parent fill  21799    Stop  546  Sell  139.40    Order Sent      Sim1  Close  21797  956          
Order  2012-12-12 00:00:00.008  [Sim]SPY  Simulated order accepted  21798  21798  Limit  546  Sell  146.58    Open      Sim1  Close  21797  956          
Order  2012-12-12 00:00:00.009  [Sim]SPY  Simulated order accepted  21799  21799  Stop  546  Sell  139.40    Open      Sim1  Close  21797  956          
Order  2012-12-12 00:00:00.010  [Sim]SPY  Auto-trade order modification: Bar Backtest: SPY [CBV-D] Daily #4 | Trade Management by Study. Requested Price: 139.01. Requested Quantity: 546  21799  21799  Stop  546  Sell  139.40    Pending Modify      Sim1  Close  21797  956          
Order  2012-12-12 00:00:00.011  [Sim]SPY  Simulated order modify complete  21799  21799  Stop  546  Sell  139.01    Open      Sim1  Close  21797  956          
Order  2012-12-13 00:00:00.000  [Sim]SPY  Auto-trade order modification: Bar Backtest: SPY [CBV-D] Daily #4 | Trade Management by Study. Requested Price: 140.38. Requested Quantity: 546  21799  21799  Stop  546  Sell  139.01    Pending Modify      Sim1  Close  21797  956          
Order  2012-12-13 00:00:00.001  [Sim]SPY  Simulated order modify complete  21799  21799  Stop  546  Sell  140.38    Open      Sim1  Close  21797  956          
Order  2012-12-20 00:00:00.000  [Sim]SPY  Auto-trade order modification: Bar Backtest: SPY [CBV-D] Daily #4 | Trade Management by Study. Requested Price: 141.17. Requested Quantity: 546  21799  21799  Stop  546  Sell  140.38    Pending Modify      Sim1  Close  21797  956          
Order  2012-12-20 00:00:00.001  [Sim]SPY  Simulated order modify complete  21799  21799  Stop  546  Sell  141.17    Open      Sim1  Close  21797  956          
Order  2012-12-21 00:00:00.000  [Sim]SPY  Auto-trade order modification: Bar Backtest: SPY [CBV-D] Daily #4 | Trade Management by Study. Requested Price: 141.68. Requested Quantity: 546  21799  21799  Stop  546  Sell  141.17    Pending Modify      Sim1  Close  21797  956          
Order  2012-12-21 00:00:00.001  [Sim]SPY  Simulated order modify complete  21799  21799  Stop  546  Sell  141.68    Open      Sim1  Close  21797  956          
Order  2012-12-24 00:00:00.000  [Sim]SPY  Auto-trade order modification: Bar Backtest: SPY [CBV-D] Daily #4 | Trade Management by Study. Requested Price: 141.89. Requested Quantity: 546  21799  21799  Stop  546  Sell  141.68    Pending Modify      Sim1  Close  21797  956          
Order  2012-12-24 00:00:00.001  [Sim]SPY  Simulated order modify complete  21799  21799  Stop  546  Sell  141.89    Open      Sim1  Close  21797  956          
Order  2012-12-26 00:00:00.000  [Sim]SPY  Trade simulation fill. Bid: 141.35 Ask: 141.36 Last: 141.35  21799  21799  Stop  546  Sell  141.89    Filled  141.88  546  Sim1  Close  21797  956          
Fill  2012-12-26 00:00:00.001  [Sim]SPY  Trade simulation fill. Bid: 141.35 Ask: 141.36 Last: 141.35  21799  21799  Stop  546  Sell  141.89    Filled  141.88  546  Sim1  Close  21797  410  21799.1  145.58  141.35    
Order  2012-12-26 00:00:00.002  [Sim]SPY  Canceling order due to sibling fill  21798  21798  Limit  546  Sell  146.58    Pending Cancel      Sim1  Close  21797  410          
Order  2012-12-26 00:00:00.003  [Sim]SPY  Simulated order canceled  21798  21798  Limit  546  Sell  146.58    Canceled      Sim1  Close  21797  410          
Order  2013-01-25 00:00:00.000  [Sim]SPY  Auto-trade: Bar Backtest: SPY [CBV-D] Daily #4 | 5du | BuyEntry | Formula: Buy Entry at row 4 is TRUE. | Bar start date-time: 2013-01-24 00:00:00.000 | Last: 149.87999. Attached Order | Client side OCO order  21801    Limit    Sell  152.57    Pending Child-Client      Sim1  Close  21800  410          
Order  2013-01-25 00:00:00.001  [Sim]SPY  Auto-trade: Bar Backtest: SPY [CBV-D] Daily #4 | 5du | BuyEntry | Formula: Buy Entry at row 4 is TRUE. | Bar start date-time: 2013-01-24 00:00:00.000 | Last: 149.87999. Attached Order | Client side OCO order  21802    Stop    Sell  145.09    Pending Child-Client      Sim1  Close  21800  410          
Order  2013-01-25 00:00:00.002  [Sim]SPY  Auto-trade: Bar Backtest: SPY [CBV-D] Daily #4 | 5du | BuyEntry | Formula: Buy Entry at row 4 is TRUE. | Bar start date-time: 2013-01-24 00:00:00.000 | Last: 149.87999  21800    Limit  529  Buy  149.58    Order Sent      Sim1  Open    410          
Order  2013-01-25 00:00:00.003  [Sim]SPY  Simulated order accepted  21800  21800  Limit  529  Buy  149.58    Open      Sim1  Open    410          
Order  2013-01-25 00:00:00.004  [Sim]SPY  Trade simulation fill. Bid: 149.37 Ask: 149.38 Last: 149.37  21800  21800  Limit  529  Buy  149.58    Filled  149.58  529  Sim1  Open    410          
Fill  2013-01-25 00:00:00.005  [Sim]SPY  Trade simulation fill. Bid: 149.37 Ask: 149.38 Last: 149.37  21800  21800  Limit  529  Buy  149.58    Filled  149.58  529  Sim1  Open    939  21800.1  150.14  139.54    
Order  2013-01-25 00:00:00.006  [Sim]SPY  Auto-sent child from parent fill  21801    Limit  529  Sell  152.57    Order Sent      Sim1  Close  21800  939          
Order  2013-01-25 00:00:00.007  [Sim]SPY  Auto-sent child from parent fill  21802    Stop  529  Sell  145.09    Order Sent      Sim1  Close  21800  939          
Order  2013-01-25 00:00:00.008  [Sim]SPY  Simulated order accepted  21801  21801  Limit  529  Sell  152.57    Open      Sim1  Close  21800  939          
Order  2013-01-25 00:00:00.009  [Sim]SPY  Simulated order accepted  21802  21802  Stop  529  Sell  145.09    Open      Sim1  Close  21800  939          
Order  2013-01-25 00:00:00.010  [Sim]SPY  Auto-trade order modification: Bar Backtest: SPY [CBV-D] Daily #4 | Trade Management by Study. Requested Price: 145.98. Requested Quantity: 529  21802  21802  Stop  529  Sell  145.09    Pending Modify      Sim1  Close  21800  939          
Order  2013-01-25 00:00:00.011  [Sim]SPY  Simulated order modify complete  21802  21802  Stop  529  Sell  145.98    Open      Sim1  Close  21800  939          
Order  2013-01-28 00:00:00.000  [Sim]SPY  Auto-trade order modification: Bar Backtest: SPY [CBV-D] Daily #4 | Trade Management by Study. Requested Price: 146.21. Requested Quantity: 529  21802  21802  Stop  529  Sell  145.98    Pending Modify      Sim1  Close  21800  939          
Order  2013-01-28 00:00:00.001  [Sim]SPY  Simulated order modify complete  21802  21802  Stop  529  Sell  146.21    Open      Sim1  Close  21800  939          
Order  2013-01-31 00:00:00.000  [Sim]SPY  Auto-trade order modification: Bar Backtest: SPY [CBV-D] Daily #4 | Trade Management by Study. Requested Price: 146.62. Requested Quantity: 529  21802  21802  Stop  529  Sell  146.21    Pending Modify      Sim1  Close  21800  939          
Order  2013-01-31 00:00:00.001  [Sim]SPY  Simulated order modify complete  21802  21802  Stop  529  Sell  146.62    Open      Sim1  Close  21800  939          
Order  2013-02-01 00:00:00.000  [Sim]SPY  Auto-trade order modification: Bar Backtest: SPY [CBV-D] Daily #4 | Trade Management by Study. Requested Price: 147.15. Requested Quantity: 529  21802  21802  Stop  529  Sell  146.62    Pending Modify      Sim1  Close  21800  939          
Order  2013-02-01 00:00:00.001  [Sim]SPY  Simulated order modify complete  21802  21802  Stop  529  Sell  147.15    Open      Sim1  Close  21800  939          
Order  2013-02-04 00:00:00.000  [Sim]SPY  Auto-trade order modification: Bar Backtest: SPY [CBV-D] Daily #4 | Trade Management by Study. Requested Price: 147.44. Requested Quantity: 529  21802  21802  Stop  529  Sell  147.15    Pending Modify      Sim1  Close  21800  939          
Order  2013-02-04 00:00:00.001  [Sim]SPY  Simulated order modify complete  21802  21802  Stop  529  Sell  147.44    Open      Sim1  Close  21800  939          
Order  2013-02-05 00:00:00.000  [Sim]SPY  Auto-trade order modification: Bar Backtest: SPY [CBV-D] Daily #4 | Trade Management by Study. Requested Price: 147.99. Requested Quantity: 529  21802  21802  Stop  529  Sell  147.44    Pending Modify      Sim1  Close  21800  939          
Order  2013-02-05 00:00:00.001  [Sim]SPY  Simulated order modify complete  21802  21802  Stop  529  Sell  147.99    Open      Sim1  Close  21800  939          
Order  2013-02-06 00:00:00.000  [Sim]SPY  Auto-trade order modification: Bar Backtest: SPY [CBV-D] Daily #4 | Trade Management by Study. Requested Price: 148.87. Requested Quantity: 529  21802  21802  Stop  529  Sell  147.99    Pending Modify      Sim1  Close  21800  939          
Order  2013-02-06 00:00:00.001  [Sim]SPY  Simulated order modify complete  21802  21802  Stop  529  Sell  148.87    Open      Sim1  Close  21800  939          
Order  2013-02-07 00:00:00.000  [Sim]SPY  Auto-trade order modification: Bar Backtest: SPY [CBV-D] Daily #4 | Trade Management by Study. Requested Price: 149.02. Requested Quantity: 529  21802  21802  Stop  529  Sell  148.87    Pending Modify      Sim1  Close  21800  939          
Order  2013-02-07 00:00:00.001  [Sim]SPY  Simulated order modify complete  21802  21802  Stop  529  Sell  149.02    Open      Sim1  Close  21800  939          
Order  2013-02-08 00:00:00.000  [Sim]SPY  Auto-trade order modification: Bar Backtest: SPY [CBV-D] Daily #4 | Trade Management by Study. Requested Price: 149.38. Requested Quantity: 529  21802  21802  Stop  529  Sell  149.02    Pending Modify      Sim1  Close  21800  939          
Order  2013-02-08 00:00:00.001  [Sim]SPY  Simulated order modify complete  21802  21802  Stop  529  Sell  149.38    Open      Sim1  Close  21800  939          
Order  2013-02-11 00:00:00.000  [Sim]SPY  Auto-trade order modification: Bar Backtest: SPY [CBV-D] Daily #4 | Trade Management by Study. Requested Price: 149.44. Requested Quantity: 529  21802  21802  Stop  529  Sell  149.38    Pending Modify      Sim1  Close  21800  939          
Order  2013-02-11 00:00:00.001  [Sim]SPY  Simulated order modify complete  21802  21802  Stop  529  Sell  149.44    Open      Sim1  Close  21800  939          
Order  2013-02-13 00:00:00.000  [Sim]SPY  Trade simulation fill. Bid: 152.60 Ask: 152.61 Last: 152.61  21801  21801  Limit  529  Sell  152.57    Filled  152.57  529  Sim1  Close  21800  939          
Fill  2013-02-13 00:00:00.001  [Sim]SPY  Trade simulation fill. Bid: 152.60 Ask: 152.61 Last: 152.61  21801  21801  Limit  529  Sell  152.57    Filled  152.57  529  Sim1  Close  21800  410  21801.1  152.61  149.43    
Order  2013-02-13 00:00:00.002  [Sim]SPY  Canceling order due to sibling fill  21802  21802  Stop  529  Sell  149.44    Pending Cancel      Sim1  Close  21800  410          
Order  2013-02-13 00:00:00.003  [Sim]SPY  Simulated order canceled  21802  21802  Stop  529  Sell  149.44    Canceled      Sim1  Close  21800  410          
Order  2013-03-08 00:00:00.000  [Sim]SPY  Auto-trade: Bar Backtest: SPY [CBV-D] Daily #4 | 5du | BuyEntry | Formula: Buy Entry at row 4 is TRUE. | Bar start date-time: 2013-03-07 00:00:00.000 | Last: 155.45999. Attached Order | Client side OCO order  21804    Limit    Sell  158.25    Pending Child-Client      Sim1  Close  21803  410          
Order  2013-03-08 00:00:00.001  [Sim]SPY  Auto-trade: Bar Backtest: SPY [CBV-D] Daily #4 | 5du | BuyEntry | Formula: Buy Entry at row 4 is TRUE. | Bar start date-time: 2013-03-07 00:00:00.000 | Last: 155.45999. Attached Order | Client side OCO order  21805    Stop    Sell  150.50    Pending Child-Client      Sim1  Close  21803  410          
Order  2013-03-08 00:00:00.002  [Sim]SPY  Auto-trade: Bar Backtest: SPY [CBV-D] Daily #4 | 5du | BuyEntry | Formula: Buy Entry at row 4 is TRUE. | Bar start date-time: 2013-03-07 00:00:00.000 | Last: 155.45999  21803    Limit  548  Buy  155.15    Order Sent      Sim1  Open    410          
Order  2013-03-08 00:00:00.003  [Sim]SPY  Simulated order accepted  21803  21803  Limit  548  Buy  155.15    Open      Sim1  Open    410          
Order  2013-03-08 00:00:00.004  [Sim]SPY  Trade simulation fill. Bid: 154.66 Ask: 154.67 Last: 154.66  21803  21803  Limit  548  Buy  155.15    Filled  155.15  548  Sim1  Open    410          
Fill  2013-03-08 00:00:00.005  [Sim]SPY  Trade simulation fill. Bid: 154.66 Ask: 154.67 Last: 154.66  21803  21803  Limit  548  Buy  155.15    Filled  155.15  548  Sim1  Open    958  21803.1  155.46  148.73    
Order  2013-03-08 00:00:00.006  [Sim]SPY  Auto-sent child from parent fill  21804    Limit  548  Sell  158.25    Order Sent      Sim1  Close  21803  958          
Order  2013-03-08 00:00:00.007  [Sim]SPY  Auto-sent child from parent fill  21805    Stop  548  Sell  150.50    Order Sent      Sim1  Close  21803  958          
Order  2013-03-08 00:00:00.008  [Sim]SPY  Simulated order accepted  21804  21804  Limit  548  Sell  158.25    Open      Sim1  Close  21803  958          
Order  2013-03-08 00:00:00.009  [Sim]SPY  Simulated order accepted  21805  21805  Stop  548  Sell  150.50    Open      Sim1  Close  21803  958          
Order  2013-03-08 00:00:00.010  [Sim]SPY  Auto-trade order modification: Bar Backtest: SPY [CBV-D] Daily #4 | Trade Management by Study. Requested Price: 148.74. Requested Quantity: 548  21805  21805  Stop  548  Sell  150.50    Pending Modify      Sim1  Close  21803  958          
Order  2013-03-08 00:00:00.011  [Sim]SPY  Simulated order modify complete  21805  21805  Stop  548  Sell  148.74    Open      Sim1  Close  21803  958          
Order  2013-03-13 00:00:00.000  [Sim]SPY  Auto-trade order modification: Bar Backtest: SPY [CBV-D] Daily #4 | Trade Management by Study. Requested Price: 149.77. Requested Quantity: 548  21805  21805  Stop  548  Sell  148.74    Pending Modify      Sim1  Close  21803  958          
Order  2013-03-13 00:00:00.001  [Sim]SPY  Simulated order modify complete  21805  21805  Stop  548  Sell  149.77    Open      Sim1  Close  21803  958          
Order  2013-03-14 00:00:00.000  [Sim]SPY  Auto-trade order modification: Bar Backtest: SPY [CBV-D] Daily #4 | Trade Management by Study. Requested Price: 150.42. Requested Quantity: 548  21805  21805  Stop  548  Sell  149.77    Pending Modify      Sim1  Close  21803  958          
Order  2013-03-14 00:00:00.001  [Sim]SPY  Simulated order modify complete  21805  21805  Stop  548  Sell  150.42    Open      Sim1  Close  21803  958          
Order  2013-03-18 00:00:00.000  [Sim]SPY  Auto-trade order modification: Bar Backtest: SPY [CBV-D] Daily #4 | Trade Management by Study. Requested Price: 151.53. Requested Quantity: 548  21805  21805  Stop  548  Sell  150.42    Pending Modify      Sim1  Close  21803  958          
Order  2013-03-18 00:00:00.001  [Sim]SPY  Simulated order modify complete  21805  21805  Stop  548  Sell  151.53    Open      Sim1  Close  21803  958          
Order  2013-03-19 00:00:00.000  [Sim]SPY  Auto-trade order modification: Bar Backtest: SPY [CBV-D] Daily #4 | Trade Management by Study. Requested Price: 153.65. Requested Quantity: 548  21805  21805  Stop  548  Sell  151.53    Pending Modify      Sim1  Close  21803  958          
Order  2013-03-19 00:00:00.001  [Sim]SPY  Simulated order modify complete  21805  21805  Stop  548  Sell  153.65    Open      Sim1  Close  21803  958          
Order  2013-03-19 00:00:00.002  [Sim]SPY  Trade simulation fill. Bid: 153.59 Ask: 153.60 Last: 153.59  21805  21805  Stop  548  Sell  153.65    Filled  153.64  548  Sim1  Close  21803  958          
Fill  2013-03-19 00:00:00.003  [Sim]SPY  Trade simulation fill. Bid: 153.59 Ask: 153.60 Last: 153.59  21805  21805  Stop  548  Sell  153.65    Filled  153.64  548  Sim1  Close  21803  410  21805.1  156.80  153.59    
Order  2013-03-19 00:00:00.004  [Sim]SPY  Canceling order due to sibling fill  21804  21804  Limit  548  Sell  158.25    Pending Cancel      Sim1  Close  21803  410          
Order  2013-03-19 00:00:00.005  [Sim]SPY  Simulated order canceled  21804  21804  Limit  548  Sell  158.25    Canceled      Sim1  Close  21803  410          
Order  2013-04-26 00:00:00.000  [Sim]SPY  Auto-trade: Bar Backtest: SPY [CBV-D] Daily #4 | 5du | BuyEntry | Formula: Buy Entry at row 4 is TRUE. | Bar start date-time: 2013-04-25 00:00:00.000 | Last: 158.33. Attached Order | Client side OCO order  21807    Limit    Sell  161.17    Pending Child-Client      Sim1  Close  21806  410          
Order  2013-04-26 00:00:00.001  [Sim]SPY  Auto-trade: Bar Backtest: SPY [CBV-D] Daily #4 | 5du | BuyEntry | Formula: Buy Entry at row 4 is TRUE. | Bar start date-time: 2013-04-25 00:00:00.000 | Last: 158.33. Attached Order | Client side OCO order  21808    Stop    Sell  153.27    Pending Child-Client      Sim1  Close  21806  410          
Order  2013-04-26 00:00:00.002  [Sim]SPY  Auto-trade: Bar Backtest: SPY [CBV-D] Daily #4 | 5du | BuyEntry | Formula: Buy Entry at row 4 is TRUE. | Bar start date-time: 2013-04-25 00:00:00.000 | Last: 158.33  21806    Limit  552  Buy  158.01    Order Sent      Sim1  Open    410          
Order  2013-04-26 00:00:00.003  [Sim]SPY  Simulated order accepted  21806  21806  Limit  552  Buy  158.01    Open      Sim1  Open    410          
Order  2013-04-26 00:00:00.004  [Sim]SPY  Trade simulation fill. Bid: 157.73 Ask: 157.74 Last: 157.73  21806  21806  Limit  552  Buy  158.01    Filled  158.01  552  Sim1  Open    410          
Fill  2013-04-26 00:00:00.005  [Sim]SPY  Trade simulation fill. Bid: 157.73 Ask: 157.74 Last: 157.73  21806  21806  Limit  552  Buy  158.01    Filled  158.01  552  Sim1  Open    962  21806.1  159.71  153.55    
Order  2013-04-26 00:00:00.006  [Sim]SPY  Auto-sent child from parent fill  21807    Limit  552  Sell  161.17    Order Sent      Sim1  Close  21806  962          
Order  2013-04-26 00:00:00.007  [Sim]SPY  Auto-sent child from parent fill  21808    Stop  552  Sell  153.27    Order Sent      Sim1  Close  21806  962          
Order  2013-04-26 00:00:00.008  [Sim]SPY  Simulated order accepted  21807  21807  Limit  552  Sell  161.17    Open      Sim1  Close  21806  962          
Order  2013-04-26 00:00:00.009  [Sim]SPY  Simulated order accepted  21808  21808  Stop  552  Sell  153.27    Open      Sim1  Close  21806  962          
Order  2013-04-26 00:00:00.010  [Sim]SPY  Auto-trade order modification: Bar Backtest: SPY [CBV-D] Daily #4 | Trade Management by Study. Requested Price: 153.56. Requested Quantity: 552  21808  21808  Stop  552  Sell  153.27    Pending Modify      Sim1  Close  21806  962          
Order  2013-04-26 00:00:00.011  [Sim]SPY  Simulated order modify complete  21808  21808  Stop  552  Sell  153.56    Open      Sim1  Close  21806  962          
Order  2013-05-03 00:00:00.000  [Sim]SPY  Auto-trade order modification: Bar Backtest: SPY [CBV-D] Daily #4 | Trade Management by Study. Requested Price: 154.13. Requested Quantity: 552  21808  21808  Stop  552  Sell  153.56    Pending Modify      Sim1  Close  21806  962          
Order  2013-05-03 00:00:00.001  [Sim]SPY  Simulated order modify complete  21808  21808  Stop  552  Sell  154.13    Open      Sim1  Close  21806  962          
Order  2013-05-03 00:00:00.002  [Sim]SPY  Trade simulation fill. Bid: 161.87 Ask: 161.88 Last: 161.88  21807  21807  Limit  552  Sell  161.17    Filled  161.17  552  Sim1  Close  21806  962          
Fill  2013-05-03 00:00:00.003  [Sim]SPY  Trade simulation fill. Bid: 161.87 Ask: 161.88 Last: 161.88  21807  21807  Limit  552  Sell  161.17    Filled  161.17  552  Sim1  Close  21806  410  21807.1  161.88  158.10    
Order  2013-05-03 00:00:00.004  [Sim]SPY  Canceling order due to sibling fill  21808  21808  Stop  552  Sell  154.13    Pending Cancel      Sim1  Close  21806  410          
Order  2013-05-03 00:00:00.005  [Sim]SPY  Simulated order canceled  21808  21808  Stop  552  Sell  154.13    Canceled      Sim1  Close  21806  410          
Order  2013-05-09 00:00:00.000  [Sim]SPY  Auto-trade: Bar Backtest: SPY [CBV-D] Daily #4 | 5du | BuyEntry | Formula: Buy Entry at row 4 is TRUE. | Bar start date-time: 2013-05-08 00:00:00.000 | Last: 163.26999. Attached Order | Client side OCO order  21810    Limit    Sell  166.20    Pending Child-Client      Sim1  Close  21809  410          
Order  2013-05-09 00:00:00.001  [Sim]SPY  Auto-trade: Bar Backtest: SPY [CBV-D] Daily #4 | 5du | BuyEntry | Formula: Buy Entry at row 4 is TRUE. | Bar start date-time: 2013-05-08 00:00:00.000 | Last: 163.26999. Attached Order | Client side OCO order  21811    Stop    Sell  158.05    Pending Child-Client      Sim1  Close  21809  410          
Order  2013-05-09 00:00:00.002  [Sim]SPY  Auto-trade: Bar Backtest: SPY [CBV-D] Daily #4 | 5du | BuyEntry | Formula: Buy Entry at row 4 is TRUE. | Bar start date-time: 2013-05-08 00:00:00.000 | Last: 163.26999  21809    Limit  562  Buy  162.94    Order Sent      Sim1  Open    410          
Order  2013-05-09 00:00:00.003  [Sim]SPY  Simulated order accepted  21809  21809  Limit  562  Buy  162.94    Open      Sim1  Open    410          
Order  2013-05-09 00:00:00.004  [Sim]SPY  Trade simulation fill. Bid: 162.47 Ask: 162.48 Last: 162.47  21809  21809  Limit  562  Buy  162.94    Filled  162.94  562  Sim1  Open    410          
Fill  2013-05-09 00:00:00.005  [Sim]SPY  Trade simulation fill. Bid: 162.47 Ask: 162.48 Last: 162.47  21809  21809  Limit  562  Buy  162.94    Filled  162.94  562  Sim1  Open    972  21809.1  163.70  161.37    
Order  2013-05-09 00:00:00.006  [Sim]SPY  Auto-sent child from parent fill  21810    Limit  562  Sell  166.20    Order Sent      Sim1  Close  21809  972          
Order  2013-05-09 00:00:00.007  [Sim]SPY  Auto-sent child from parent fill  21811    Stop  562  Sell  158.05    Order Sent      Sim1  Close  21809  972          
Order  2013-05-09 00:00:00.008  [Sim]SPY  Simulated order accepted  21810  21810  Limit  562  Sell  166.20    Open      Sim1  Close  21809  972          
Order  2013-05-09 00:00:00.009  [Sim]SPY  Simulated order accepted  21811  21811  Stop  562  Sell  158.05    Open      Sim1  Close  21809  972          
Order  2013-05-09 00:00:00.010  [Sim]SPY  Auto-trade order modification: Bar Backtest: SPY [CBV-D] Daily #4 | Trade Management by Study. Requested Price: 157.74. Requested Quantity: 562  21811  21811  Stop  562  Sell  158.05    Pending Modify      Sim1  Close  21809  972          
Order  2013-05-09 00:00:00.011  [Sim]SPY  Simulated order modify complete  21811  21811  Stop  562  Sell  157.74    Open      Sim1  Close  21809  972          
Order  2013-05-13 00:00:00.000  [Sim]SPY  Auto-trade order modification: Bar Backtest: SPY [CBV-D] Daily #4 | Trade Management by Study. Requested Price: 158.11. Requested Quantity: 562  21811  21811  Stop  562  Sell  157.74    Pending Modify      Sim1  Close  21809  972          
Order  2013-05-13 00:00:00.001  [Sim]SPY  Simulated order modify complete  21811  21811  Stop  562  Sell  158.11    Open      Sim1  Close  21809  972          
Order  2013-05-15 00:00:00.000  [Sim]SPY  Trade simulation fill. Bid: 166.44 Ask: 166.45 Last: 166.45  21810  21810  Limit  562  Sell  166.20    Filled  166.20  562  Sim1  Close  21809  972          
Fill  2013-05-15 00:00:00.001  [Sim]SPY  Trade simulation fill. Bid: 166.44 Ask: 166.45 Last: 166.45  21810  21810  Limit  562  Sell  166.20    Filled  166.20  562  Sim1  Close  21809  410  21810.1  166.45  162.51    
Order  2013-05-15 00:00:00.002  [Sim]SPY  Canceling order due to sibling fill  21811  21811  Stop  562  Sell  158.11    Pending Cancel      Sim1  Close  21809  410          
Order  2013-05-15 00:00:00.003  [Sim]SPY  Simulated order canceled  21811  21811  Stop  562  Sell  158.11    Canceled      Sim1  Close  21809  410          
Order  2013-07-11 00:00:00.000  [Sim]SPY  Auto-trade: Bar Backtest: SPY [CBV-D] Daily #4 | 5du | BuyEntry | Formula: Buy Entry at row 4 is TRUE. | Bar start date-time: 2013-07-10 00:00:00.000 | Last: 167.11. Attached Order | Client side OCO order  21813    Limit    Sell  170.12    Pending Child-Client      Sim1  Close  21812  410          
Order  2013-07-11 00:00:00.001  [Sim]SPY  Auto-trade: Bar Backtest: SPY [CBV-D] Daily #4 | 5du | BuyEntry | Formula: Buy Entry at row 4 is TRUE. | Bar start date-time: 2013-07-10 00:00:00.000 | Last: 167.11. Attached Order | Client side OCO order  21814    Stop    Sell  161.78    Pending Child-Client      Sim1  Close  21812  410          
Order  2013-07-11 00:00:00.002  [Sim]SPY  Auto-trade: Bar Backtest: SPY [CBV-D] Daily #4 | 5du | BuyEntry | Formula: Buy Entry at row 4 is TRUE. | Bar start date-time: 2013-07-10 00:00:00.000 | Last: 167.11  21812    Limit  584  Buy  166.78    Order Sent      Sim1  Open    410          
Order  2013-07-11 00:00:00.003  [Sim]SPY  Simulated order accepted  21812  21812  Limit  584  Buy  166.78    Open      Sim1  Open    410          
Order  2013-07-11 00:00:00.004  [Sim]SPY  Trade simulation fill. Bid: 165.18 Ask: 165.19 Last: 165.18  21812  21812  Limit  584  Buy  166.78    Filled  166.78  584  Sim1  Open    410          
Fill  2013-07-11 00:00:00.005  [Sim]SPY  Trade simulation fill. Bid: 165.18 Ask: 165.19 Last: 165.18  21812  21812  Limit  584  Buy  166.78    Filled  166.78  584  Sim1  Open    994  21812.1  169.07  155.73    
Order  2013-07-11 00:00:00.006  [Sim]SPY  Auto-sent child from parent fill  21813    Limit  584  Sell  170.12    Order Sent      Sim1  Close  21812  994          
Order  2013-07-11 00:00:00.007  [Sim]SPY  Auto-sent child from parent fill  21814    Stop  584  Sell  161.78    Order Sent      Sim1  Close  21812  994          
Order  2013-07-11 00:00:00.008  [Sim]SPY  Simulated order accepted  21813  21813  Limit  584  Sell  170.12    Open      Sim1  Close  21812  994          
Order  2013-07-11 00:00:00.009  [Sim]SPY  Simulated order accepted  21814  21814  Stop  584  Sell  161.78    Open      Sim1  Close  21812  994          
Order  2013-07-11 00:00:00.010  [Sim]SPY  Auto-trade order modification: Bar Backtest: SPY [CBV-D] Daily #4 | Trade Management by Study. Requested Price: 159.26. Requested Quantity: 584  21814  21814  Stop  584  Sell  161.78    Pending Modify      Sim1  Close  21812  994          
Order  2013-07-11 00:00:00.011  [Sim]SPY  Simulated order modify complete  21814  21814  Stop  584  Sell  159.26    Open      Sim1  Close  21812  994          
Order  2013-07-12 00:00:00.000  [Sim]SPY  Auto-trade order modification: Bar Backtest: SPY [CBV-D] Daily #4 | Trade Management by Study. Requested Price: 159.87. Requested Quantity: 584  21814  21814  Stop  584  Sell  159.26    Pending Modify      Sim1  Close  21812  994          
Order  2013-07-12 00:00:00.001  [Sim]SPY  Simulated order modify complete  21814  21814  Stop  584  Sell  159.87    Open      Sim1  Close  21812  994          
Order  2013-07-16 00:00:00.000  [Sim]SPY  Auto-trade order modification: Bar Backtest: SPY [CBV-D] Daily #4 | Trade Management by Study. Requested Price: 160.23. Requested Quantity: 584  21814  21814  Stop  584  Sell  159.87    Pending Modify      Sim1  Close  21812  994          
Order  2013-07-16 00:00:00.001  [Sim]SPY  Simulated order modify complete  21814  21814  Stop  584  Sell  160.23    Open      Sim1  Close  21812  994          
Order  2013-07-19 00:00:00.000  [Sim]SPY  Auto-trade order modification: Bar Backtest: SPY [CBV-D] Daily #4 | Trade Management by Study. Requested Price: 161.31. Requested Quantity: 584  21814  21814  Stop  584  Sell  160.23    Pending Modify      Sim1  Close  21812  994          
Order  2013-07-19 00:00:00.001  [Sim]SPY  Simulated order modify complete  21814  21814  Stop  584  Sell  161.31    Open      Sim1  Close  21812  994          
Order  2013-07-22 00:00:00.000  [Sim]SPY  Auto-trade order modification: Bar Backtest: SPY [CBV-D] Daily #4 | Trade Management by Study. Requested Price: 163.09. Requested Quantity: 584  21814  21814  Stop  584  Sell  161.31    Pending Modify      Sim1  Close  21812  994          
Order  2013-07-22 00:00:00.001  [Sim]SPY  Simulated order modify complete  21814  21814  Stop  584  Sell  163.09    Open      Sim1  Close  21812  994          
Order  2013-07-23 00:00:00.000  [Sim]SPY  Auto-trade order modification: Bar Backtest: SPY [CBV-D] Daily #4 | Trade Management by Study. Requested Price: 164.28. Requested Quantity: 584  21814  21814  Stop  584  Sell  163.09    Pending Modify      Sim1  Close  21812  994          
Order  2013-07-23 00:00:00.001  [Sim]SPY  Simulated order modify complete  21814  21814  Stop  584  Sell  164.28    Open      Sim1  Close  21812  994          
Order  2013-07-24 00:00:00.000  [Sim]SPY  Auto-trade order modification: Bar Backtest: SPY [CBV-D] Daily #4 | Trade Management by Study. Requested Price: 164.64. Requested Quantity: 584  21814  21814  Stop  584  Sell  164.28    Pending Modify      Sim1  Close  21812  994          
Order  2013-07-24 00:00:00.001  [Sim]SPY  Simulated order modify complete  21814  21814  Stop  584  Sell  164.64    Open      Sim1  Close  21812  994          
Order  2013-07-25 00:00:00.000  [Sim]SPY  Auto-trade order modification: Bar Backtest: SPY [CBV-D] Daily #4 | Trade Management by Study. Requested Price: 165.19. Requested Quantity: 584  21814  21814  Stop  584  Sell  164.64    Pending Modify      Sim1  Close  21812  994          
Order  2013-07-25 00:00:00.001  [Sim]SPY  Simulated order modify complete  21814  21814  Stop  584  Sell  165.19    Open      Sim1  Close  21812  994          
Order  2013-07-26 00:00:00.000  [Sim]SPY  Auto-trade order modification: Bar Backtest: SPY [CBV-D] Daily #4 | Trade Management by Study. Requested Price: 167.08. Requested Quantity: 584  21814  21814  Stop  584  Sell  165.19    Pending Modify      Sim1  Close  21812  994          
Order  2013-07-26 00:00:00.001  [Sim]SPY  Simulated order modify complete  21814  21814  Stop  584  Sell  167.08    Open      Sim1  Close  21812  994          
Order  2013-07-31 00:00:00.000  [Sim]SPY  Auto-trade order modification: Bar Backtest: SPY [CBV-D] Daily #4 | Trade Management by Study. Requested Price: 167.53. Requested Quantity: 584  21814  21814  Stop  584  Sell  167.08    Pending Modify      Sim1  Close  21812  994          
Order  2013-07-31 00:00:00.001  [Sim]SPY  Simulated order modify complete  21814  21814  Stop  584  Sell  167.53    Open      Sim1  Close  21812  994          
Order  2013-08-01 00:00:00.000  [Sim]SPY  Trade simulation fill. Bid: 170.80 Ask: 170.81 Last: 170.81  21813  21813  Limit  584  Sell  170.12    Filled  170.12  584  Sim1  Close  21812  994          
Fill  2013-08-01 00:00:00.001  [Sim]SPY  Trade simulation fill. Bid: 170.80 Ask: 170.81 Last: 170.81  21813  21813  Limit  584  Sell  170.12    Filled  170.12  584  Sim1  Close  21812  410  21813.1  170.81  167.07    
Order  2013-08-01 00:00:00.002  [Sim]SPY  Canceling order due to sibling fill  21814  21814  Stop  584  Sell  167.53    Pending Cancel      Sim1  Close  21812  410          
Order  2013-08-01 00:00:00.003  [Sim]SPY  Simulated order canceled  21814  21814  Stop  584  Sell  167.53    Canceled      Sim1  Close  21812  410          
Order  2013-10-23 00:00:00.000  [Sim]SPY  Auto-trade: Bar Backtest: SPY [CBV-D] Daily #4 | 5du | BuyEntry | Formula: Buy Entry at row 4 is TRUE. | Bar start date-time: 2013-10-22 00:00:00.000 | Last: 174.81. Attached Order | Client side OCO order  21816    Limit    Sell  177.95    Pending Child-Client      Sim1  Close  21815  410          
Order  2013-10-23 00:00:00.001  [Sim]SPY  Auto-trade: Bar Backtest: SPY [CBV-D] Daily #4 | 5du | BuyEntry | Formula: Buy Entry at row 4 is TRUE. | Bar start date-time: 2013-10-22 00:00:00.000 | Last: 174.81. Attached Order | Client side OCO order  21817    Stop    Sell  169.23    Pending Child-Client      Sim1  Close  21815  410          
Order  2013-10-23 00:00:00.002  [Sim]SPY  Auto-trade: Bar Backtest: SPY [CBV-D] Daily #4 | 5du | BuyEntry | Formula: Buy Entry at row 4 is TRUE. | Bar start date-time: 2013-10-22 00:00:00.000 | Last: 174.81  21815    Limit  588  Buy  174.46    Order Sent      Sim1  Open    410          
Order  2013-10-23 00:00:00.003  [Sim]SPY  Simulated order accepted  21815  21815  Limit  588  Buy  174.46    Open      Sim1  Open    410          
Order  2013-10-23 00:00:00.004  [Sim]SPY  Trade simulation fill. Bid: 173.96 Ask: 173.97 Last: 173.96  21815  21815  Limit  588  Buy  174.46    Filled  174.46  588  Sim1  Open    410          
Fill  2013-10-23 00:00:00.005  [Sim]SPY  Trade simulation fill. Bid: 173.96 Ask: 173.97 Last: 173.96  21815  21815  Limit  588  Buy  174.46    Filled  174.46  588  Sim1  Open    998  21815.1  175.93  163.05    
Order  2013-10-23 00:00:00.006  [Sim]SPY  Auto-sent child from parent fill  21816    Limit  588  Sell  177.95    Order Sent      Sim1  Close  21815  998          
Order  2013-10-23 00:00:00.007  [Sim]SPY  Auto-sent child from parent fill  21817    Stop  588  Sell  169.23    Order Sent      Sim1  Close  21815  998          
Order  2013-10-23 00:00:00.008  [Sim]SPY  Simulated order accepted  21816  21816  Limit  588  Sell  177.95    Open      Sim1  Close  21815  998          
Order  2013-10-23 00:00:00.009  [Sim]SPY  Simulated order accepted  21817  21817  Stop  588  Sell  169.23    Open      Sim1  Close  21815  998          
Order  2013-10-23 00:00:00.010  [Sim]SPY  Auto-trade order modification: Bar Backtest: SPY [CBV-D] Daily #4 | Trade Management by Study. Requested Price: 164.54. Requested Quantity: 588  21817  21817  Stop  588  Sell  169.23    Pending Modify      Sim1  Close  21815  998          
Order  2013-10-23 00:00:00.011  [Sim]SPY  Simulated order modify complete  21817  21817  Stop  588  Sell  164.54    Open      Sim1  Close  21815  998          
Order  2013-10-24 00:00:00.000  [Sim]SPY  Auto-trade order modification: Bar Backtest: SPY [CBV-D] Daily #4 | Trade Management by Study. Requested Price: 167.24. Requested Quantity: 588  21817  21817  Stop  588  Sell  164.54    Pending Modify      Sim1  Close  21815  998          
Order  2013-10-24 00:00:00.001  [Sim]SPY  Simulated order modify complete  21817  21817  Stop  588  Sell  167.24    Open      Sim1  Close  21815  998          
Order  2013-10-25 00:00:00.000  [Sim]SPY  Auto-trade order modification: Bar Backtest: SPY [CBV-D] Daily #4 | Trade Management by Study. Requested Price: 168.78. Requested Quantity: 588  21817  21817  Stop  588  Sell  167.24    Pending Modify      Sim1  Close  21815  998          
Order  2013-10-25 00:00:00.001  [Sim]SPY  Simulated order modify complete  21817  21817  Stop  588  Sell  168.78    Open      Sim1  Close  21815  998          
Order  2013-10-28 00:00:00.000  [Sim]SPY  Auto-trade order modification: Bar Backtest: SPY [CBV-D] Daily #4 | Trade Management by Study. Requested Price: 169.09. Requested Quantity: 588  21817  21817  Stop  588  Sell  168.78    Pending Modify      Sim1  Close  21815  998          
Order  2013-10-28 00:00:00.001  [Sim]SPY  Simulated order modify complete  21817  21817  Stop  588  Sell  169.09    Open      Sim1  Close  21815  998          
Order  2013-10-29 00:00:00.000  [Sim]SPY  Auto-trade order modification: Bar Backtest: SPY [CBV-D] Daily #4 | Trade Management by Study. Requested Price: 169.48. Requested Quantity: 588  21817  21817  Stop  588  Sell  169.09    Pending Modify      Sim1  Close  21815  998          
Order  2013-10-29 00:00:00.001  [Sim]SPY  Simulated order modify complete  21817  21817  Stop  588  Sell  169.48    Open      Sim1  Close  21815  998          
Order  2013-10-30 00:00:00.000  [Sim]SPY  Auto-trade order modification: Bar Backtest: SPY [CBV-D] Daily #4 | Trade Management by Study. Requested Price: 170.64. Requested Quantity: 588  21817  21817  Stop  588  Sell  169.48    Pending Modify      Sim1  Close  21815  998          
Order  2013-10-30 00:00:00.001  [Sim]SPY  Simulated order modify complete  21817  21817  Stop  588  Sell  170.64    Open      Sim1  Close  21815  998          
Order  2013-10-31 00:00:00.000  [Sim]SPY  Auto-trade order modification: Bar Backtest: SPY [CBV-D] Daily #4 | Trade Management by Study. Requested Price: 171.35. Requested Quantity: 588  21817  21817  Stop  588  Sell  170.64    Pending Modify      Sim1  Close  21815  998          
Order  2013-10-31 00:00:00.001  [Sim]SPY  Simulated order modify complete  21817  21817  Stop  588  Sell  171.35    Open      Sim1  Close  21815  998          
Order  2013-11-01 00:00:00.000  [Sim]SPY  Auto-trade order modification: Bar Backtest: SPY [CBV-D] Daily #4 | Trade Management by Study. Requested Price: 173.52. Requested Quantity: 588  21817  21817  Stop  588  Sell  171.35    Pending Modify      Sim1  Close  21815  998          
Order  2013-11-01 00:00:00.001  [Sim]SPY  Simulated order modify complete  21817  21817  Stop  588  Sell  173.52    Open      Sim1  Close  21815  998          
Order  2013-11-04 00:00:00.000  [Sim]SPY  Auto-trade order modification: Bar Backtest: SPY [CBV-D] Daily #4 | Trade Management by Study. Requested Price: 173.97. Requested Quantity: 588  21817  21817  Stop  588  Sell  173.52    Pending Modify      Sim1  Close  21815  998          
Order  2013-11-04 00:00:00.001  [Sim]SPY  Simulated order modify complete  21817  21817  Stop  588  Sell  173.97    Open      Sim1  Close  21815  998          
Order  2013-11-07 00:00:00.000  [Sim]SPY  Auto-trade order modification: Bar Backtest: SPY [CBV-D] Daily #4 | Trade Management by Study. Requested Price: 174.52. Requested Quantity: 588  21817  21817  Stop  588  Sell  173.97    Pending Modify      Sim1  Close  21815  998          
Order  2013-11-07 00:00:00.001  [Sim]SPY  Simulated order modify complete  21817  21817  Stop  588  Sell  174.52    Open      Sim1  Close  21815  998          
Order  2013-11-08 00:00:00.000  [Sim]SPY  Auto-trade order modification: Bar Backtest: SPY [CBV-D] Daily #4 | Trade Management by Study. Requested Price: 174.77. Requested Quantity: 588  21817  21817  Stop  588  Sell  174.52    Pending Modify      Sim1  Close  21815  998          
Order  2013-11-08 00:00:00.001  [Sim]SPY  Simulated order modify complete  21817  21817  Stop  588  Sell  174.77    Open      Sim1  Close  21815  998          
Order  2013-11-13 00:00:00.000  [Sim]SPY  Trade simulation fill. Bid: 178.42 Ask: 178.43 Last: 178.43  21816  21816  Limit  588  Sell  177.95    Filled  177.95  588  Sim1  Close  21815  998          
Fill  2013-11-13 00:00:00.001  [Sim]SPY  Trade simulation fill. Bid: 178.42 Ask: 178.43 Last: 178.43  21816  21816  Limit  588  Sell  177.95    Filled  177.95  588  Sim1  Close  21815  410  21816.1  178.43  174.51    
Order  2013-11-13 00:00:00.002  [Sim]SPY  Canceling order due to sibling fill  21817  21817  Stop  588  Sell  174.77    Pending Cancel      Sim1  Close  21815  410          
Order  2013-11-13 00:00:00.003  [Sim]SPY  Simulated order canceled  21817  21817  Stop  588  Sell  174.77    Canceled      Sim1  Close  21815  410          
Order  2014-06-11 00:00:00.000  [Sim]SPY  Auto-trade: Bar Backtest: SPY [CBV-D] Daily #4 | 5du | BuyEntry | Formula: Buy Entry at row 4 is TRUE. | Bar start date-time: 2014-06-10 00:00:00.000 | Last: 194.9. Attached Order | Client side OCO order  21819    Limit    Sell  198.40    Pending Child-Client      Sim1  Close  21818  410          
Order  2014-06-11 00:00:00.001  [Sim]SPY  Auto-trade: Bar Backtest: SPY [CBV-D] Daily #4 | 5du | BuyEntry | Formula: Buy Entry at row 4 is TRUE. | Bar start date-time: 2014-06-10 00:00:00.000 | Last: 194.9. Attached Order | Client side OCO order  21820    Stop    Sell  188.67    Pending Child-Client      Sim1  Close  21818  410          
Order  2014-06-11 00:00:00.002  [Sim]SPY  Auto-trade: Bar Backtest: SPY [CBV-D] Daily #4 | 5du | BuyEntry | Formula: Buy Entry at row 4 is TRUE. | Bar start date-time: 2014-06-10 00:00:00.000 | Last: 194.9  21818    Limit  568  Buy  194.51    Order Sent      Sim1  Open    410          
Order  2014-06-11 00:00:00.003  [Sim]SPY  Simulated order accepted  21818  21818  Limit  568  Buy  194.51    Open      Sim1  Open    410          
Order  2014-06-11 00:00:00.004  [Sim]SPY  Trade simulation fill. Bid: 194.48 Ask: 194.49 Last: 194.48  21818  21818  Limit  568  Buy  194.51    Filled  194.51  568  Sim1  Open    410          
Fill  2014-06-11 00:00:00.005  [Sim]SPY  Trade simulation fill. Bid: 194.48 Ask: 194.49 Last: 194.48  21818  21818  Limit  568  Buy  194.51    Filled  194.51  568  Sim1  Open    978  21818.1  196.05  173.71    
Order  2014-06-11 00:00:00.006  [Sim]SPY  Auto-sent child from parent fill  21819    Limit  568  Sell  198.40    Order Sent      Sim1  Close  21818  978          
Order  2014-06-11 00:00:00.007  [Sim]SPY  Auto-sent child from parent fill  21820    Stop  568  Sell  188.67    Order Sent      Sim1  Close  21818  978          
Order  2014-06-11 00:00:00.008  [Sim]SPY  Simulated order accepted  21819  21819  Limit  568  Sell  198.40    Open      Sim1  Close  21818  978          
Order  2014-06-11 00:00:00.009  [Sim]SPY  Simulated order accepted  21820  21820  Stop  568  Sell  188.67    Open      Sim1  Close  21818  978          
Order  2014-06-11 00:00:00.010  [Sim]SPY  Auto-trade order modification: Bar Backtest: SPY [CBV-D] Daily #4 | Trade Management by Study. Requested Price: 191.07. Requested Quantity: 568  21820  21820  Stop  568  Sell  188.67    Pending Modify      Sim1  Close  21818  978          
Order  2014-06-11 00:00:00.011  [Sim]SPY  Simulated order modify complete  21820  21820  Stop  568  Sell  191.07    Open      Sim1  Close  21818  978          
Order  2014-06-12 00:00:00.000  [Sim]SPY  Auto-trade order modification: Bar Backtest: SPY [CBV-D] Daily #4 | Trade Management by Study. Requested Price: 191.34. Requested Quantity: 568  21820  21820  Stop  568  Sell  191.07    Pending Modify      Sim1  Close  21818  978          
Order  2014-06-12 00:00:00.001  [Sim]SPY  Simulated order modify complete  21820  21820  Stop  568  Sell  191.34    Open      Sim1  Close  21818  978          
Order  2014-06-13 00:00:00.000  [Sim]SPY  Auto-trade order modification: Bar Backtest: SPY [CBV-D] Daily #4 | Trade Management by Study. Requested Price: 191.98. Requested Quantity: 568  21820  21820  Stop  568  Sell  191.34    Pending Modify      Sim1  Close  21818  978          
Order  2014-06-13 00:00:00.001  [Sim]SPY  Simulated order modify complete  21820  21820  Stop  568  Sell  191.98    Open      Sim1  Close  21818  978          
Order  2014-06-17 00:00:00.000  [Sim]SPY  Auto-trade order modification: Bar Backtest: SPY [CBV-D] Daily #4 | Trade Management by Study. Requested Price: 192.26. Requested Quantity: 568  21820  21820  Stop  568  Sell  191.98    Pending Modify      Sim1  Close  21818  978          
Order  2014-06-17 00:00:00.001  [Sim]SPY  Simulated order modify complete  21820  21820  Stop  568  Sell  192.26    Open      Sim1  Close  21818  978          
Order  2014-06-18 00:00:00.000  [Sim]SPY  Auto-trade order modification: Bar Backtest: SPY [CBV-D] Daily #4 | Trade Management by Study. Requested Price: 192.28. Requested Quantity: 568  21820  21820  Stop  568  Sell  192.26    Pending Modify      Sim1  Close  21818  978          
Order  2014-06-18 00:00:00.001  [Sim]SPY  Simulated order modify complete  21820  21820  Stop  568  Sell  192.28    Open      Sim1  Close  21818  978          
Order  2014-06-19 00:00:00.000  [Sim]SPY  Auto-trade order modification: Bar Backtest: SPY [CBV-D] Daily #4 | Trade Management by Study. Requested Price: 192.71. Requested Quantity: 568  21820  21820  Stop  568  Sell  192.28    Pending Modify      Sim1  Close  21818  978          
Order  2014-06-19 00:00:00.001  [Sim]SPY  Simulated order modify complete  21820  21820  Stop  568  Sell  192.71    Open      Sim1  Close  21818  978          
Order  2014-06-20 00:00:00.000  [Sim]SPY  Auto-trade order modification: Bar Backtest: SPY [CBV-D] Daily #4 | Trade Management by Study. Requested Price: 193.12. Requested Quantity: 568  21820  21820  Stop  568  Sell  192.71    Pending Modify      Sim1  Close  21818  978          
Order  2014-06-20 00:00:00.001  [Sim]SPY  Simulated order modify complete  21820  21820  Stop  568  Sell  193.12    Open      Sim1  Close  21818  978          
Order  2014-06-27 00:00:00.000  [Sim]SPY  Auto-trade order modification: Bar Backtest: SPY [CBV-D] Daily #4 | Trade Management by Study. Requested Price: 193.31. Requested Quantity: 568  21820  21820  Stop  568  Sell  193.12    Pending Modify      Sim1  Close  21818  978          
Order  2014-06-27 00:00:00.001  [Sim]SPY  Simulated order modify complete  21820  21820  Stop  568  Sell  193.31    Open      Sim1  Close  21818  978          
Order  2014-06-30 00:00:00.000  [Sim]SPY  Auto-trade order modification: Bar Backtest: SPY [CBV-D] Daily #4 | Trade Management by Study. Requested Price: 193.67. Requested Quantity: 568  21820  21820  Stop  568  Sell  193.31    Pending Modify      Sim1  Close  21818  978          
Order  2014-06-30 00:00:00.001  [Sim]SPY  Simulated order modify complete  21820  21820  Stop  568  Sell  193.67    Open      Sim1  Close  21818  978          
Order  2014-07-01 00:00:00.000  [Sim]SPY  Auto-trade order modification: Bar Backtest: SPY [CBV-D] Daily #4 | Trade Management by Study. Requested Price: 193.82. Requested Quantity: 568  21820  21820  Stop  568  Sell  193.67    Pending Modify      Sim1  Close  21818  978          
Order  2014-07-01 00:00:00.001  [Sim]SPY  Simulated order modify complete  21820  21820  Stop  568  Sell  193.82    Open      Sim1  Close  21818  978          
Order  2014-07-02 00:00:00.000  [Sim]SPY  Auto-trade order modification: Bar Backtest: SPY [CBV-D] Daily #4 | Trade Management by Study. Requested Price: 194.14. Requested Quantity: 568  21820  21820  Stop  568  Sell  193.82    Pending Modify      Sim1  Close  21818  978          
Order  2014-07-02 00:00:00.001  [Sim]SPY  Simulated order modify complete  21820  21820  Stop  568  Sell  194.14    Open      Sim1  Close  21818  978          
Order  2014-07-14 00:00:00.000  [Sim]SPY  Auto-trade order modification: Bar Backtest: SPY [CBV-D] Daily #4 | Trade Management by Study. Requested Price: 194.89. Requested Quantity: 568  21820  21820  Stop  568  Sell  194.14    Pending Modify      Sim1  Close  21818  978          
Order  2014-07-14 00:00:00.001  [Sim]SPY  Simulated order modify complete  21820  21820  Stop  568  Sell  194.89    Open      Sim1  Close  21818  978          
Order  2014-07-15 00:00:00.000  [Sim]SPY  Auto-trade order modification: Bar Backtest: SPY [CBV-D] Daily #4 | Trade Management by Study. Requested Price: 195.07. Requested Quantity: 568  21820  21820  Stop  568  Sell  194.89    Pending Modify      Sim1  Close  21818  978          
Order  2014-07-15 00:00:00.001  [Sim]SPY  Simulated order modify complete  21820  21820  Stop  568  Sell  195.07    Open      Sim1  Close  21818  978          
Order  2014-07-22 00:00:00.000  [Sim]SPY  Trade simulation fill. Bid: 198.55 Ask: 198.56 Last: 198.56  21819  21819  Limit  568  Sell  198.40    Filled  198.40  568  Sim1  Close  21818  978          
Fill  2014-07-22 00:00:00.001  [Sim]SPY  Trade simulation fill. Bid: 198.55 Ask: 198.56 Last: 198.56  21819  21819  Limit  568  Sell  198.40    Filled  198.40  568  Sim1  Close  21818  410  21819.1  198.56  193.11    
Order  2014-07-22 00:00:00.002  [Sim]SPY  Canceling order due to sibling fill  21820  21820  Stop  568  Sell  195.07    Pending Cancel      Sim1  Close  21818  410          
Order  2014-07-22 00:00:00.003  [Sim]SPY  Simulated order canceled  21820  21820  Stop  568  Sell  195.07    Canceled      Sim1  Close  21818  410          
Order  2016-12-09 00:00:00.000  [Sim]SPY  Auto-trade: Bar Backtest: SPY [CBV-D] Daily #4 | 5du | BuyEntry | Formula: Buy Entry at row 4 is TRUE. | Bar start date-time: 2016-12-08 00:00:00.000 | Last: 225.40999. Attached Order | Client side OCO order  21822    Limit    Sell  229.46    Pending Child-Client      Sim1  Close  21821  410          
Order  2016-12-09 00:00:00.001  [Sim]SPY  Auto-trade: Bar Backtest: SPY [CBV-D] Daily #4 | 5du | BuyEntry | Formula: Buy Entry at row 4 is TRUE. | Bar start date-time: 2016-12-08 00:00:00.000 | Last: 225.40999. Attached Order | Client side OCO order  21823    Stop    Sell  218.21    Pending Child-Client      Sim1  Close  21821  410          
Order  2016-12-09 00:00:00.002  [Sim]SPY  Auto-trade: Bar Backtest: SPY [CBV-D] Daily #4 | 5du | BuyEntry | Formula: Buy Entry at row 4 is TRUE. | Bar start date-time: 2016-12-08 00:00:00.000 | Last: 225.40999  21821    Limit  560  Buy  224.96    Order Sent      Sim1  Open    410          
Order  2016-12-09 00:00:00.003  [Sim]SPY  Simulated order accepted  21821  21821  Limit  560  Buy  224.96    Open      Sim1  Open    410          
Order  2016-12-16 00:00:00.000  [Sim]SPY  Trade simulation fill. Bid: 224.67 Ask: 224.68 Last: 224.67  21821  21821  Limit  560  Buy  224.96    Filled  224.96  560  Sim1  Open    410          
Fill  2016-12-16 00:00:00.001  [Sim]SPY  Trade simulation fill. Bid: 224.67 Ask: 224.68 Last: 224.67  21821  21821  Limit  560  Buy  224.96    Filled  224.96  560  Sim1  Open    970  21821.1  228.34  181.02    
Order  2016-12-16 00:00:00.002  [Sim]SPY  Auto-sent child from parent fill  21822    Limit  560  Sell  229.46    Order Sent      Sim1  Close  21821  970          
Order  2016-12-16 00:00:00.003  [Sim]SPY  Auto-sent child from parent fill  21823    Stop  560  Sell  218.21    Order Sent      Sim1  Close  21821  970          
Order  2016-12-16 00:00:00.004  [Sim]SPY  Simulated order accepted  21822  21822  Limit  560  Sell  229.46    Open      Sim1  Close  21821  970          
Order  2016-12-16 00:00:00.005  [Sim]SPY  Simulated order accepted  21823  21823  Stop  560  Sell  218.21    Open      Sim1  Close  21821  970          
Order  2016-12-16 00:00:00.006  [Sim]SPY  Auto-trade order modification: Bar Backtest: SPY [CBV-D] Daily #4 | Trade Management by Study. Requested Price: 219.27. Requested Quantity: 560  21823  21823  Stop  560  Sell  218.21    Pending Modify      Sim1  Close  21821  970          
Order  2016-12-16 00:00:00.007  [Sim]SPY  Simulated order modify complete  21823  21823  Stop  560  Sell  219.27    Open      Sim1  Close  21821  970          
Order  2016-12-19 00:00:00.000  [Sim]SPY  Auto-trade order modification: Bar Backtest: SPY [CBV-D] Daily #4 | Trade Management by Study. Requested Price: 220.43. Requested Quantity: 560  21823  21823  Stop  560  Sell  219.27    Pending Modify      Sim1  Close  21821  970          
Order  2016-12-19 00:00:00.001  [Sim]SPY  Simulated order modify complete  21823  21823  Stop  560  Sell  220.43    Open      Sim1  Close  21821  970          
Order  2016-12-20 00:00:00.000  [Sim]SPY  Auto-trade order modification: Bar Backtest: SPY [CBV-D] Daily #4 | Trade Management by Study. Requested Price: 220.67. Requested Quantity: 560  21823  21823  Stop  560  Sell  220.43    Pending Modify      Sim1  Close  21821  970          
Order  2016-12-20 00:00:00.001  [Sim]SPY  Simulated order modify complete  21823  21823  Stop  560  Sell  220.67    Open      Sim1  Close  21821  970          
Order  2016-12-21 00:00:00.000  [Sim]SPY  Auto-trade order modification: Bar Backtest: SPY [CBV-D] Daily #4 | Trade Management by Study. Requested Price: 221.39. Requested Quantity: 560  21823  21823  Stop  560  Sell  220.67    Pending Modify      Sim1  Close  21821  970          
Order  2016-12-21 00:00:00.001  [Sim]SPY  Simulated order modify complete  21823  21823  Stop  560  Sell  221.39    Open      Sim1  Close  21821  970          
Order  2016-12-22 00:00:00.000  [Sim]SPY  Auto-trade order modification: Bar Backtest: SPY [CBV-D] Daily #4 | Trade Management by Study. Requested Price: 224.27. Requested Quantity: 560  21823  21823  Stop  560  Sell  221.39    Pending Modify      Sim1  Close  21821  970          
Order  2016-12-22 00:00:00.001  [Sim]SPY  Simulated order modify complete  21823  21823  Stop  560  Sell  224.27    Open      Sim1  Close  21821  970          
Order  2016-12-23 00:00:00.000  [Sim]SPY  Auto-trade order modification: Bar Backtest: SPY [CBV-D] Daily #4 | Trade Management by Study. Requested Price: 224.68. Requested Quantity: 560  21823  21823  Stop  560  Sell  224.27    Pending Modify      Sim1  Close  21821  970          
Order  2016-12-23 00:00:00.001  [Sim]SPY  Simulated order modify complete  21823  21823  Stop  560  Sell  224.68    Open      Sim1  Close  21821  970          
Order  2016-12-28 00:00:00.000  [Sim]SPY  Trade simulation fill. Bid: 224.27 Ask: 224.28 Last: 224.27  21823  21823  Stop  560  Sell  224.68    Filled  224.67  560  Sim1  Close  21821  970          
Fill  2016-12-28 00:00:00.001  [Sim]SPY  Trade simulation fill. Bid: 224.27 Ask: 224.28 Last: 224.27  21823  21823  Stop  560  Sell  224.68    Filled  224.67  560  Sim1  Close  21821  410  21823.1  226.73  224.27    
Order  2016-12-28 00:00:00.002  [Sim]SPY  Canceling order due to sibling fill  21822  21822  Limit  560  Sell  229.46    Pending Cancel      Sim1  Close  21821  410          
Order  2016-12-28 00:00:00.003  [Sim]SPY  Simulated order canceled  21822  21822  Limit  560  Sell  229.46    Canceled      Sim1  Close  21821  410          
Order  2017-09-01 00:00:00.000  [Sim]SPY  Auto-trade: Bar Backtest: SPY [CBV-D] Daily #4 | 5du | BuyEntry | Formula: Buy Entry at row 4 is TRUE. | Bar start date-time: 2017-08-31 00:00:00.000 | Last: 247.92. Attached Order | Client side OCO order  21825    Limit    Sell  252.37    Pending Child-Client      Sim1  Close  21824  410          
Order  2017-09-01 00:00:00.001  [Sim]SPY  Auto-trade: Bar Backtest: SPY [CBV-D] Daily #4 | 5du | BuyEntry | Formula: Buy Entry at row 4 is TRUE. | Bar start date-time: 2017-08-31 00:00:00.000 | Last: 247.92. Attached Order | Client side OCO order  21826    Stop    Sell  240.00    Pending Child-Client      Sim1  Close  21824  410          
Order  2017-09-01 00:00:00.002  [Sim]SPY  Auto-trade: Bar Backtest: SPY [CBV-D] Daily #4 | 5du | BuyEntry | Formula: Buy Entry at row 4 is TRUE. | Bar start date-time: 2017-08-31 00:00:00.000 | Last: 247.92  21824    Limit  584  Buy  247.42    Order Sent      Sim1  Open    410          
Order  2017-09-01 00:00:00.003  [Sim]SPY  Simulated order accepted  21824  21824  Limit  584  Buy  247.42    Open      Sim1  Open    410          
Order  2017-09-05 00:00:00.000  [Sim]SPY  Trade simulation fill. Bid: 247.26 Ask: 247.27 Last: 247.26  21824  21824  Limit  584  Buy  247.42    Filled  247.27  584  Sim1  Open    410          
Fill  2017-09-05 00:00:00.001  [Sim]SPY  Trade simulation fill. Bid: 247.26 Ask: 247.27 Last: 247.26  21824  21824  Limit  584  Buy  247.42    Filled  247.27  584  Sim1  Open    994  21824.1  248.91  222.73    
Order  2017-09-05 00:00:00.002  [Sim]SPY  Modifying Attached Order from parent modification/fill. Parent ref. price: 247.27. New price: 252.22. Using LastModifyQuantity of 0. Using new provided price. Requested Price: 252.22. Requested Quantity: 0  21825    Limit    Sell  252.37    Pending Modify      Sim1  Close  21824  994          
Order  2017-09-05 00:00:00.003  [Sim]SPY  Order modified internally. Modifying Attached Order from parent modification/fill. Parent ref. price: 247.27. New price: 252.22. Using LastModifyQuantity of 0. Using new provided price. Requested Price: 252.22. Requested Quantity: 0  21825    Limit    Sell  252.22    Pending Child-Client      Sim1  Close  21824  994          
Order  2017-09-05 00:00:00.004  [Sim]SPY  Modifying Attached Order from parent modification/fill. Parent ref. price: 247.27. New price: 239.85. Using LastModifyQuantity of 0. Using new provided price. Requested Price: 239.85. Requested Quantity: 0  21826    Stop    Sell  240.00    Pending Modify      Sim1  Close  21824  994          
Order  2017-09-05 00:00:00.005  [Sim]SPY  Order modified internally. Modifying Attached Order from parent modification/fill. Parent ref. price: 247.27. New price: 239.85. Using LastModifyQuantity of 0. Using new provided price. Requested Price: 239.85. Requested Quantity: 0  21826    Stop    Sell  239.85    Pending Child-Client      Sim1  Close  21824  994          
Order  2017-09-05 00:00:00.006  [Sim]SPY  Auto-sent child from parent fill  21825    Limit  584  Sell  252.22    Order Sent      Sim1  Close  21824  994          
Order  2017-09-05 00:00:00.007  [Sim]SPY  Auto-sent child from parent fill  21826    Stop  584  Sell  239.85    Order Sent      Sim1  Close  21824  994          
Order  2017-09-05 00:00:00.008  [Sim]SPY  Simulated order accepted  21825  21825  Limit  584  Sell  252.22    Open      Sim1  Close  21824  994          
Order  2017-09-05 00:00:00.009  [Sim]SPY  Simulated order accepted  21826  21826  Stop  584  Sell  239.85    Open      Sim1  Close  21824  994          
Order  2017-09-05 00:00:00.010  [Sim]SPY  Auto-trade order modification: Bar Backtest: SPY [CBV-D] Daily #4 | Trade Management by Study. Requested Price: 241.84. Requested Quantity: 584  21826  21826  Stop  584  Sell  239.85    Pending Modify      Sim1  Close  21824  994          
Order  2017-09-05 00:00:00.011  [Sim]SPY  Simulated order modify complete  21826  21826  Stop  584  Sell  241.84    Open      Sim1  Close  21824  994          
Order  2017-09-06 00:00:00.000  [Sim]SPY  Auto-trade order modification: Bar Backtest: SPY [CBV-D] Daily #4 | Trade Management by Study. Requested Price: 242.94. Requested Quantity: 584  21826  21826  Stop  584  Sell  241.84    Pending Modify      Sim1  Close  21824  994          
Order  2017-09-06 00:00:00.001  [Sim]SPY  Simulated order modify complete  21826  21826  Stop  584  Sell  242.94    Open      Sim1  Close  21824  994          
Order  2017-09-14 00:00:00.000  [Sim]SPY  Auto-trade order modification: Bar Backtest: SPY [CBV-D] Daily #4 | Trade Management by Study. Requested Price: 244.63. Requested Quantity: 584  21826  21826  Stop  584  Sell  242.94    Pending Modify      Sim1  Close  21824  994          
Order  2017-09-14 00:00:00.001  [Sim]SPY  Simulated order modify complete  21826  21826  Stop  584  Sell  244.63    Open      Sim1  Close  21824  994          
Order  2017-09-15 00:00:00.000  [Sim]SPY  Auto-trade order modification: Bar Backtest: SPY [CBV-D] Daily #4 | Trade Management by Study. Requested Price: 244.96. Requested Quantity: 584  21826  21826  Stop  584  Sell  244.63    Pending Modify      Sim1  Close  21824  994          
Order  2017-09-15 00:00:00.001  [Sim]SPY  Simulated order modify complete  21826  21826  Stop  584  Sell  244.96    Open      Sim1  Close  21824  994          
Order  2017-09-20 00:00:00.000  [Sim]SPY  Auto-trade order modification: Bar Backtest: SPY [CBV-D] Daily #4 | Trade Management by Study. Requested Price: 246.24. Requested Quantity: 584  21826  21826  Stop  584  Sell  244.96    Pending Modify      Sim1  Close  21824  994          
Order  2017-09-20 00:00:00.001  [Sim]SPY  Simulated order modify complete  21826  21826  Stop  584  Sell  246.24    Open      Sim1  Close  21824  994          
Order  2017-09-21 00:00:00.000  [Sim]SPY  Auto-trade order modification: Bar Backtest: SPY [CBV-D] Daily #4 | Trade Management by Study. Requested Price: 246.31. Requested Quantity: 584  21826  21826  Stop  584  Sell  246.24    Pending Modify      Sim1  Close  21824  994          
Order  2017-09-21 00:00:00.001  [Sim]SPY  Simulated order modify complete  21826  21826  Stop  584  Sell  246.31    Open      Sim1  Close  21824  994          
Order  2017-09-25 00:00:00.000  [Sim]SPY  Auto-trade order modification: Bar Backtest: SPY [CBV-D] Daily #4 | Trade Management by Study. Requested Price: 248.03. Requested Quantity: 584  21826  21826  Stop  584  Sell  246.31    Pending Modify      Sim1  Close  21824  994          
Order  2017-09-25 00:00:00.001  [Sim]SPY  Simulated order modify complete  21826  21826  Stop  584  Sell  248.03    Open      Sim1  Close  21824  994          
Order  2017-09-26 00:00:00.000  [Sim]SPY  Auto-trade order modification: Bar Backtest: SPY [CBV-D] Daily #4 | Trade Management by Study. Requested Price: 248.09. Requested Quantity: 584  21826  21826  Stop  584  Sell  248.03    Pending Modify      Sim1  Close  21824  994          
Order  2017-09-26 00:00:00.001  [Sim]SPY  Simulated order modify complete  21826  21826  Stop  584  Sell  248.09    Open      Sim1  Close  21824  994          
Order  2017-10-02 00:00:00.000  [Sim]SPY  Trade simulation fill. Bid: 252.31 Ask: 252.32 Last: 252.32  21825  21825  Limit  584  Sell  252.22    Filled  252.22  584  Sim1  Close  21824  994          
Fill  2017-10-02 00:00:00.001  [Sim]SPY  Trade simulation fill. Bid: 252.31 Ask: 252.32 Last: 252.32  21825  21825  Limit  584  Sell  252.22    Filled  252.22  584  Sim1  Close  21824  410  21825.1  252.32  244.95    
Order  2017-10-02 00:00:00.002  [Sim]SPY  Canceling order due to sibling fill  21826  21826  Stop  584  Sell  248.09    Pending Cancel      Sim1  Close  21824  410          
Order  2017-10-02 00:00:00.003  [Sim]SPY  Simulated order canceled  21826  21826  Stop  584  Sell  248.09    Canceled      Sim1  Close  21824  410          
Order  2018-09-17 00:00:00.000  [Sim]SPY  Auto-trade: Bar Backtest: SPY [CBV-D] Daily #4 | 5du | BuyEntry | Formula: Buy Entry at row 4 is TRUE. | Bar start date-time: 2018-09-14 00:00:00.000 | Last: 290.82. Attached Order | Client side OCO order  21828    Limit    Sell  296.04    Pending Child-Client      Sim1  Close  21827  410          
Order  2018-09-17 00:00:00.001  [Sim]SPY  Auto-trade: Bar Backtest: SPY [CBV-D] Daily #4 | 5du | BuyEntry | Formula: Buy Entry at row 4 is TRUE. | Bar start date-time: 2018-09-14 00:00:00.000 | Last: 290.82. Attached Order | Client side OCO order  21829    Stop    Sell  281.53    Pending Child-Client      Sim1  Close  21827  410          
Order  2018-09-17 00:00:00.002  [Sim]SPY  Auto-trade: Bar Backtest: SPY [CBV-D] Daily #4 | 5du | BuyEntry | Formula: Buy Entry at row 4 is TRUE. | Bar start date-time: 2018-09-14 00:00:00.000 | Last: 290.82  21827    Limit  560  Buy  290.24    Order Sent      Sim1  Open    410          
Order  2018-09-17 00:00:00.003  [Sim]SPY  Simulated order accepted  21827  21827  Limit  560  Buy  290.24    Open      Sim1  Open    410          
Order  2018-09-17 00:00:00.004  [Sim]SPY  Trade simulation fill. Bid: 289.03 Ask: 289.04 Last: 289.03  21827  21827  Limit  560  Buy  290.24    Filled  290.24  560  Sim1  Open    410          
Fill  2018-09-17 00:00:00.005  [Sim]SPY  Trade simulation fill. Bid: 289.03 Ask: 289.04 Last: 289.03  21827  21827  Limit  560  Buy  290.24    Filled  290.24  560  Sim1  Open    970  21827.1  291.74  252.23    
Order  2018-09-17 00:00:00.006  [Sim]SPY  Auto-sent child from parent fill  21828    Limit  560  Sell  296.04    Order Sent      Sim1  Close  21827  970          
Order  2018-09-17 00:00:00.007  [Sim]SPY  Auto-sent child from parent fill  21829    Stop  560  Sell  281.53    Order Sent      Sim1  Close  21827  970          
Order  2018-09-17 00:00:00.008  [Sim]SPY  Simulated order accepted  21828  21828  Limit  560  Sell  296.04    Open      Sim1  Close  21827  970          
Order  2018-09-17 00:00:00.009  [Sim]SPY  Simulated order accepted  21829  21829  Stop  560  Sell  281.53    Open      Sim1  Close  21827  970          
Order  2018-09-17 00:00:00.010  [Sim]SPY  Auto-trade order modification: Bar Backtest: SPY [CBV-D] Daily #4 | Trade Management by Study. Requested Price: 286.72. Requested Quantity: 560  21829  21829  Stop  560  Sell  281.53    Pending Modify      Sim1  Close  21827  970          
Order  2018-09-17 00:00:00.011  [Sim]SPY  Simulated order modify complete  21829  21829  Stop  560  Sell  286.72    Open      Sim1  Close  21827  970          
Order  2018-09-24 00:00:00.000  [Sim]SPY  Auto-trade order modification: Bar Backtest: SPY [CBV-D] Daily #4 | Trade Management by Study. Requested Price: 286.99. Requested Quantity: 560  21829  21829  Stop  560  Sell  286.72    Pending Modify      Sim1  Close  21827  970          
Order  2018-09-24 00:00:00.001  [Sim]SPY  Simulated order modify complete  21829  21829  Stop  560  Sell  286.99    Open      Sim1  Close  21827  970          
Order  2018-09-26 00:00:00.000  [Sim]SPY  Auto-trade order modification: Bar Backtest: SPY [CBV-D] Daily #4 | Trade Management by Study. Requested Price: 288.24. Requested Quantity: 560  21829  21829  Stop  560  Sell  286.99    Pending Modify      Sim1  Close  21827  970          
Order  2018-09-26 00:00:00.001  [Sim]SPY  Simulated order modify complete  21829  21829  Stop  560  Sell  288.24    Open      Sim1  Close  21827  970          
Order  2018-09-27 00:00:00.000  [Sim]SPY  Auto-trade order modification: Bar Backtest: SPY [CBV-D] Daily #4 | Trade Management by Study. Requested Price: 289.04. Requested Quantity: 560  21829  21829  Stop  560  Sell  288.24    Pending Modify      Sim1  Close  21827  970          
Order  2018-09-27 00:00:00.001  [Sim]SPY  Simulated order modify complete  21829  21829  Stop  560  Sell  289.04    Open      Sim1  Close  21827  970          
Order  2018-10-02 00:00:00.000  [Sim]SPY  Auto-trade order modification: Bar Backtest: SPY [CBV-D] Daily #4 | Trade Management by Study. Requested Price: 289.42. Requested Quantity: 560  21829  21829  Stop  560  Sell  289.04    Pending Modify      Sim1  Close  21827  970          
Order  2018-10-02 00:00:00.001  [Sim]SPY  Simulated order modify complete  21829  21829  Stop  560  Sell  289.42    Open      Sim1  Close  21827  970          
Order  2018-10-04 00:00:00.000  [Sim]SPY  Trade simulation fill. Bid: 287.66 Ask: 287.67 Last: 287.66  21829  21829  Stop  560  Sell  289.42    Filled  289.41  560  Sim1  Close  21827  970          
Fill  2018-10-04 00:00:00.001  [Sim]SPY  Trade simulation fill. Bid: 287.66 Ask: 287.67 Last: 287.66  21829  21829  Stop  560  Sell  289.42    Filled  289.41  560  Sim1  Close  21827  410  21829.1  293.94  287.66    
Order  2018-10-04 00:00:00.002  [Sim]SPY  Canceling order due to sibling fill  21828  21828  Limit  560  Sell  296.04    Pending Cancel      Sim1  Close  21827  410          
Order  2018-10-04 00:00:00.003  [Sim]SPY  Simulated order canceled  21828  21828  Limit  560  Sell  296.04    Canceled      Sim1  Close  21827  410          
Order  2019-12-18 00:00:00.000  [Sim]SPY  Auto-trade: Bar Backtest: SPY [CBV-D] Daily #4 | 5du | BuyEntry | Formula: Buy Entry at row 4 is TRUE. | Bar start date-time: 2019-12-17 00:00:00.000 | Last: 320. Attached Order | Client side OCO order  21831    Limit    Sell  325.75    Pending Child-Client      Sim1  Close  21830  410          
Order  2019-12-18 00:00:00.001  [Sim]SPY  Auto-trade: Bar Backtest: SPY [CBV-D] Daily #4 | 5du | BuyEntry | Formula: Buy Entry at row 4 is TRUE. | Bar start date-time: 2019-12-17 00:00:00.000 | Last: 320. Attached Order | Client side OCO order  21832    Stop    Sell  309.78    Pending Child-Client      Sim1  Close  21830  410          
Order  2019-12-18 00:00:00.002  [Sim]SPY  Auto-trade: Bar Backtest: SPY [CBV-D] Daily #4 | 5du | BuyEntry | Formula: Buy Entry at row 4 is TRUE. | Bar start date-time: 2019-12-17 00:00:00.000 | Last: 320  21830    Limit  589  Buy  319.36    Order Sent      Sim1  Open    410          
Order  2019-12-18 00:00:00.003  [Sim]SPY  Simulated order accepted  21830  21830  Limit  589  Buy  319.36    Open      Sim1  Open    410
[2020-02-16 09:58:44]
Sierra Chart Engineering - Posts: 81452 | Ending Date: 2020-06-09
Maybe you have the Flat to Flat option enabled:
https://www.sierrachart.com/index.php?page=doc/TradeActivityLog.php#FlatToFlatTradeDisplay
Sierra Chart Support - Engineering Level

Your definitive source for support. Other responses are from users. If possible please keep your questions brief and to the point. Please be aware of support policy:
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Date Time Of Last Edit: 2020-02-16 09:59:14

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