I only recently began using bar replay primarily to familiarize myself with the AGET setups but also to validate backtested results, as in the past I've used tick replay to insure my backteted results were close approximations to actual trade results. Plus there are obvious advantages having the ability to "forward test"/validate trades on 120 days versus 10 days in tick replay and I attempted bar replay several times earlier today.
I have a strategy that generates trades in tick replay that are reported in the eSignal Default Broker window.
When I run the exact same strategy EFS in bar replay I don't see any trades reported in the broker window, although the EFS and trades generated based on the coloring of the screen background and P&L figures I display in the cursor window seemed to be processed correctly.
Are the generic broker functions supported in bar replay?
(BTW, I did also notice the efsReload() described in an earlier post that mentioned all the bars being reloaded after each new bar. However this doesn't seem to be adversly effecting the results of my testing and the delay isn't significant using 30 minute intervals 120 days of GBP).
Thanks very much,
Glen
I have a strategy that generates trades in tick replay that are reported in the eSignal Default Broker window.
When I run the exact same strategy EFS in bar replay I don't see any trades reported in the broker window, although the EFS and trades generated based on the coloring of the screen background and P&L figures I display in the cursor window seemed to be processed correctly.
Are the generic broker functions supported in bar replay?
(BTW, I did also notice the efsReload() described in an earlier post that mentioned all the bars being reloaded after each new bar. However this doesn't seem to be adversly effecting the results of my testing and the delay isn't significant using 30 minute intervals 120 days of GBP).
Thanks very much,
Glen
Comment