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129 Dev 6 - MultiCharts engine executes extra trades at the end of Friday

I noticed something odd in my strategies. I saw that trades were being executed as the end of Friday close however the time in the trade is 0s. Is the engine recording an extra trade that shouldn't be occurring? I sorted this list of trades by the time the strategy was in a trade and found these anomalies. I believe these are present in all my strategies.

https://www.screencast.com/t/z4Dq7cM3
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  • Votes 0
  • Project StrategyQuant X
  • Type Bug
  • Status Refused
  • Priority Normal

History

KL
#1

kainc301

05.08.2020 13:07

Task created

TB
#2

Tomas Brynda

10.08.2020 12:01

Status changed from New to Waiting for information

Hi,

can you attach your SQX strategy for me to analyse?


Thank you


Best regards,

Tomas

KL
#3

kainc301

14.08.2020 11:55

Attachment friday_ghost_error.sqx added

friday_ghost_error.sqx
friday_ghost_error.sqx
(301.87 KiB)
Just seeing this. Here you go
KL
#4

kainc301

14.08.2020 11:56
It happens on every strategy I generate with exit on Friday turned on in the latest build
TB
#5

Tomas Brynda

07.10.2020 14:36

Status changed from Waiting for information to Refused

Hi Kainc,

I have investigated the behaviour of EOF on Multicharts engine and this is actually not a bug.


The EOF for Tradestation/Multicharts works in a way that if closes the orders at close of the bar having the preset time.

So if you set EOF to 15:00, it will terminate the orders on close of 15h bar.


The zero duration is there because Open, High, Low and Close have the same time although they are handled as separate ticks. This is due to SelectedTF precision. 

If you look into DataManager and check out the prices, you will see that the order was opened at 15:00 Open and closed at 15:00 Close.


Best regards,

Tomas

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