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Odd behavior with Tick Replay and interval charts

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  • Odd behavior with Tick Replay and interval charts

    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

  • #2
    Tick replay can be a little weird. Many of us have experienced issues. I find that jumping the study at the start about 10 minutes helps. Also I reset, double click the OK in cursor, and then reload efs (in that order) when running tests. It seems to work out a lot of issues and I have fewer problems. If you play with it you can probably get it to work. I suspect that they are working to resolve these issues. Maybe someone from eSignal that knows where things are in the development pipeline can comment on when changes will be introduced.

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    • #3
      Gavishti,

      Thanks for the information. I'll give your suggestions a try.
      ___
      JO

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