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September 27, 2016 at 8:54 am #105324ScottMcNabParticipantDarryl Vink wrote:Scott McNab wrote:That was the plan. When I tried it using delayed data it failed to place any orders so I reverted to using the buy limit price.
did you mention this to levente scott? i would have guessed/hoped there is a way to get the “latest delayed” price somehow…
I did mention it.
September 27, 2016 at 9:19 am #105326AnonymousInactiveScott McNab wrote:Darryl Vink wrote:Scott McNab wrote:That was the plan. When I tried it using delayed data it failed to place any orders so I reverted to using the buy limit price.did you mention this to levente scott? i would have guessed/hoped there is a way to get the “latest delayed” price somehow…
I did mention it.
ok… the quest continues…
September 27, 2016 at 9:59 am #105325JulianCohenParticipantMaybe it’s cheaper from Asia…big difference though if it is.
September 27, 2016 at 10:46 am #105330ScottMcNabParticipantJulian Cohen wrote:Maybe it’s cheaper from Asia…big difference though if it is.Your status is non-professional. From what I have been able to read on IB website, the way my account is set up with the pty ltd the status is deemed professional
September 27, 2016 at 10:55 am #105331JulianCohenParticipantThat must be it….I’m just a no nothing numpty…you’re a pro
September 27, 2016 at 10:56 am #103145ScottMcNabParticipantI have been going over my trades for the last few days and have found 2 occasions in the SPX in which I have actually executed trades but when I run the backtest (using the same version of Amibroker used to create the excel file for the api) that these trades have now disappeared. When I checked my original excel files, these stocks were, of course, present. When I do the exploration again for both of those days, all the stocks, volumes and buy limit prices are exactly the same except these two stocks are not longer present in the exploration results. All I can think is that there has been a retrospective adjustment to the data somehow such that the new data no longer satisfies the criteria for the buysetup. I suspect there is a simple way to check this ?
Any suggestions received with thanks.September 27, 2016 at 10:58 am #105332ScottMcNabParticipantJulian Cohen wrote:That must be it….I’m just a no nothing numpty…you’re a proHah…haven’t you been reading my posts man
September 27, 2016 at 9:59 pm #105333JulianCohenParticipantWhich stocks were they?
September 27, 2016 at 10:47 pm #105335Stephen JamesMemberScott
For data you can change to raw data in AB database settings to see if the stocks were adjusted recently. Signals on the chart will probably also tell you this if they are plotted.
Check the symbol is still a member of the universe being traded.
Run the tests again with a basic ‘standard’ columns filter to determine if the problem is with the additional code you have for the csv file – i.e. another file version with basic buy and sell exploration.September 28, 2016 at 1:02 am #105341TrentRothallParticipantI had a issue were the conditions didn’t warrant a buy signal but i was getting one anyway and i found it was the ‘Pad and align’ setting in the backtester settings tab.
Might be worth a look.
September 28, 2016 at 3:15 am #105343AnonymousInactiveTrent Rothall wrote:I had a issue were the conditions didn’t warrant a buy signal but i was getting one anyway and i found it was the ‘Pad and align’ setting in the backtester settings tab.Might be worth a look.
i also ran into problems a while ago with pad and align
September 28, 2016 at 10:30 am #105336ScottMcNabParticipantJulian Cohen wrote:Which stocks were they?CI on 23 Aug off the top of my head…
September 28, 2016 at 10:32 am #105348ScottMcNabParticipantThanks Trent and Darryl,
Checked and did not have that box ticked…will work through Craig’s post now and see what I can findSeptember 28, 2016 at 10:33 am #105349ScottMcNabParticipantScott McNab wrote:Julian Cohen wrote:Which stocks were they?CI on 23 Aug off the top of my head…
23 Sep
September 28, 2016 at 10:46 am #105342ScottMcNabParticipantCraig Fisher wrote:ScottFor data you can change to raw data in AB database settings to see if the stocks were adjusted recently. Signals on the chart will probably also tell you this if they are plotted.
Check the symbol is still a member of the universe being traded.
Run the tests again with a basic ‘standard’ columns filter to determine if the problem is with the additional code you have for the csv file – i.e. another file version with basic buy and sell exploration.Interesting…it does not appear in results in backtest using my Batchtrader version or the MC version but if I backtest with the charting version then the trade appears in the results
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