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Hello
Tomasz,
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Here is what seems
to be a bug with the foreign() function applied to a tick database and used with
5 seconds compression settings. As you will notice in the enclosed
"exploration.jpg" file, the ultra-simple exploration (it only picks and exposes
the close price of a foreign ticker) doesn't report the right close prices. The
prices are either missing or false. But sometimes, also, they are right. Why, I
don't know.
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I need this
foreign() function to build spread intraday backtests. And at the moment, I am
blocked by this problem.
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Please, if this is
something I'm doing wrong, just tell me.
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You will find
enclosed :
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1) file
"exploration.jpg" that is a snapshot of the exploration
window.
2) file "quotation
editor.jpg" that is a snapshot of the quotation editor
window
3) file "settings
bug.ABS" that is the settings file I use for the
exploration.
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The database is a
Esignal Tick database. The current ticker is the CAC40 future ("MT Z3-MA") and
the foreign ticker is the DAX30 future ("AX Z3-DT")
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Best regards, Jérôme
ULRICH
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quotations editor.jpg
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exploration.jpg
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Description: "settings bug.ABS"
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