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Date Skipping on BT

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  • Date Skipping on BT

    I have a weird problem with my BT results that I cant seem to get resolved. Its opening a position then not closing it for days (even though stops reached) then showing a backdated position after that. Im not sure how to explain it. Look at the highlighted area of this image. New trades shouldnt open up on an older day than the previous one! I have the strategy loaded on my chart and its correct. (blue background bars for long, red for short). It works fine on tick replay. I'd like accurate BT results though so im on a quest to figure this out. Has anyone seen this behavior in BT before? The cumliative profit for this strategy is quite nice until errors like this smack it down to the gutter. When I switch the backtest time frame from 1 to 3 this does not occur.



    P.S. I hay8 windows paint brushass
    Last edited by glay; 09-17-2006, 01:09 PM.

  • #2
    Hello Geoff,

    The only way to investigate something like this is to test the formula code that you've written. Please post your formula here and I'd be happy to take a look.
    Jason K.
    Project Manager
    eSignal - an Interactive Data company

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    • #3
      wth

      That would be grand.. But there is one little problem. I can not get the issue to reproduce. Did last night consistantly now that I go to send you the file its acting proper. I didn't do any code changes last night except adding mouse buttons. Maybe it was another script running or some internal conflict. If it occurs again I will re-annoy

      Thanks

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