I'm experiencing two problems when using tick replay on a 13 minute interval chart.
1.) Time stamps of bars are not consistent. The first bar of the day always has a time stamp before the market opens. Using a time template of 8:30-15:15, the opening bars are timed 8:22, 8:25, or some other wrong time. Last bar of day has similar problems since all bars after the first bar of the day increment by 13. Therefore, last bar never has the same time.
2.) Paper Trade will enter a trade at prices way out of range, even when a specific price is given via a LIMIT order. This does not happen on every trade though.
My code works fine with live data feed during the day, and I just started working with the tick replay feature and have found this wierd time stamping problem. I have experienced the erratic entry price bug using the Paper Broker in the past.
Anyone out there having similar experiences?
___
JO
1.) Time stamps of bars are not consistent. The first bar of the day always has a time stamp before the market opens. Using a time template of 8:30-15:15, the opening bars are timed 8:22, 8:25, or some other wrong time. Last bar of day has similar problems since all bars after the first bar of the day increment by 13. Therefore, last bar never has the same time.
2.) Paper Trade will enter a trade at prices way out of range, even when a specific price is given via a LIMIT order. This does not happen on every trade though.
My code works fine with live data feed during the day, and I just started working with the tick replay feature and have found this wierd time stamping problem. I have experienced the erratic entry price bug using the Paper Broker in the past.
Anyone out there having similar experiences?
___
JO
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