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Reserved Bars bug

There is a bug in the retester.

When I enable trades on chart, it seems like reserved bars doesn't work at all.
I tried new default 50 and old default 300 values for reserved bars.
In both cases chart starts from 'start day' parameter.
It ignores reserved bars (like it is always set to 0).
All indicators at trades on chart are calculated starting at 'start day' parameter too.

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  • Votes +2
  • Project StrategyQuant X
  • Type Bug
  • Status Refused
  • Priority Normal

History

KP
#1

CooleRnax

02.01.2020 19:43

Task created

h
#2

hankeys

03.01.2020 06:52
Voted for this task.
KP
#3

CooleRnax

03.01.2020 22:23
I understood how it works.

It actually 'reserves' bars inside the backtesting period,

And don't trade during reserved time.


I personally don't like this approach.

Before it was preloading fixed 300 bars, and as soon as you reach start of the period, the trading begins.

Now I have to do additional work for the trading to begin at start of the period, because by default it begins at start + reserved time.


I would like to see adjustable parameter in trade options - preload bars

KP
#4

CooleRnax

03.01.2020 23:03
Voted for this task.
MF
#5

Mark Fric

23.04.2020 11:06

Status changed from New to Waiting for information

but this is how it works in Tradestation / MultiCharts, isn't it?


Reserved bars are bars that are reserved to compute indicators on, before it starts trading.

KP
#6

CooleRnax

23.04.2020 12:02
I liked old 'preload' bahavior more then new 'reserved', it was clear when trades are going to start.
MF
#7

Mark Fric

23.04.2020 13:35

Status changed from Waiting for information to Refused

I understand, but this is how it works in Tradestation/MultiCharts, that's why we changed it.
Votes: +2

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