Hi
Can’t get backtest results for last night’s session for my MOC system. I’ve checked the following:
– fills from Monday’s session (4/12/17) agree with the back test
– Orders sent to API for the 5th Dec agree with the exploration for the 4th Dec
– Fills I got overnight for the session of the 5th agree with the orders sent in
– checked settings in Parameters, “Settings” & Filters all seem fine
– Backtest for the 5th Dec generates 0 fills
Realise probably done something wrong, but can’t work out what.
Any help appreciated.