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Sessions not working in multi timeframe builder B124 Pro Build version

It seems that there is a major bug in handling (TradeStation) sessions, while building on multi timeframes e.g.: prmary chart H1 secondary D1.

The issue is NOT present while building using Starter Build version of the SQX only when running using full license using Pro Build version.

Error log:

12:04:34 Error while running project 'Builder'. com.strategyquant.datalib.TradingException: Session for data 'History / XXX_M1' is inconsistent, TS_8301515 <> No Session at com.strategyquant.tradinglib.ChartSetup.runChecks(Unknown Source) at com.strategyquant.tradinglib.backtest.BacktestDataFeed.setPortfolio(Unknown Source) at com.strategy... 12:04:34 Initializing backtest data... 12:02:50 Error while running project 'Builder'. com.strategyquant.datalib.TradingException: Session for data 'History / XXX_M1' is inconsistent, TS_8301515 <> No Session at com.strategyquant.tradinglib.ChartSetup.runChecks(Unknown Source) at com.strategyquant.tradinglib.backtest.BacktestDataFeed.setPortfolio(Unknown Source) at com.strategy...

Screen shot: see file attached.

Attachments

SQX session builder error.png

(6.75 KiB)

Votes +1
Project StrategyQuant X
Type Bug
Status Fixed
Priority Normal

History

coensio

01.10.2019 14:12

Task created

coensio

01.10.2019 14:12

Voted for this task.

coensio

01.10.2019 15:14

A possible work around is now to create a custom timeframe equal to 24h instead of D1.

coensio

01.10.2019 15:44

More over strategies created with Starter Build version of the SQX give very different results when backtested using Pro Build version using EXACT the same retester settings!

coensio

03.10.2019 09:25

Another issue is that the SQX generated source code (copied to clipboard from Source Code tab) does not compile in Tradestation code editor.

Mark Fric

30.10.2019 08:58

Status changed from New to Fixed

Votes: +1