[119] [Tradestation engine] Source codes don't match with Period setting

To Mark,

I've reported this bug in B118, and the status you changed to "fixed", but this bug does still exist in B119.

My setting of Global Lookback period(Shift) is 10, but Builder generated 994 in source codes.

This issue always causes totally different backtest results from MultiCharts.

I tested it by different futures symbol. If you need further information, please let me know.

Attachments

TWF_M15_Market_ExitOnFriday_N_Build.cfx

(25.63 KiB)

Strategy 013658.sqx

(35.15 KiB)

Votes +2
Project StrategyQuant X
Type Bug
Status Fixed
Priority Normal

History

rickliao

06.03.2019 01:06

Task created

rickliao

06.03.2019 01:10

Attachment GlobalLookback_shift.jpg added

Attachment Incorrect_Shift.jpg added

rickliao

06.03.2019 11:03

Attachment _Build.cfx added

Attachment Strategy 0376885.sqx added

Attachment Strategy 021506.sqx added

Attachment Strategy 076077.sqx added

Attachment Strategy 076077.sqx deleted

Attachment Strategy 0376885.sqx deleted

rickliao

07.03.2019 03:03

Attachment Strategy 0164429.sqx added

maegop

15.03.2019 15:29

Voted for this task.

rickliao

19.03.2019 12:16

Voted for this task.

Mark Fric

27.03.2019 14:16

Status changed from New to Fixed

Votes: +2