MostRecentTrade() in Backtesting

[Stowaway]

The MostRecentTrade() function is said not to work for historical data; however it appears to work fine when I replay tick files. Will MostRecentTrade() work properly if the EFS code is used for strategy backtesting. Maybe I don't understand what is meant by "historical data". Can you please clarify??
Thanks,
Dave

[eSignal_JasonK]

Hello Dave,

getMostRecentTrade() will return a value during replay or back testing, however it is the current trade in real time, not the replay or back testing time. You cannot use this function in replay or for back testing for this reason. If you want to get the most recent trade price for the bar that is being processed during replay or back testing you should use close(0).

[Stowaway]

MostRecentTrade

Thanks, Jason. That clarifies things about MostREcentTrade
However, I have a new problem. I calculate a trend once per bar by using
BARSTATE_NEWBAR && isLastBaronChart
The code seems to work fine during tick replay, giving me many triggers and alerts. However, it I try to use the same trigger to activate Strategy.doLong I get no trades at all with backtesting.
As near as I can tell, it seems to be related to my use of BARSTATE_NEWBAR.
I have also observed a peculiarity during tick replay. Unless I hit "jump" once after I start tick replay, the code never executes, but once I hit "jump", it works fine.
I could sure use some guidance or suggestions.
Thanks,
Dave

[Stowaway]

Backtest failure with BARSTATE_NEWBAR

I have written EFS code that uses tests for
BARSTATE_NEWBAR and isLastBarOnChart so that most of my EFS calculations only occur once per bar. This works well during real time and tick replay, but seems to fail if I try to do Backtesting. Backtesting seems to ignore all of my calculations except those that occur on the last bar. How should I handle this???
THanks,
Dave

[eSignal_JasonK]

Hello Dave,

Regarding your back testing code. You need to post your formula. Please use the attachment feature when replying on-line.

When you first enter tick replay you need to select one of the jump options and click "Jump" to start the replay. After that point, use "Play" and "Pause" to start and stop during replay.