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Bob Fulks wrote:
> I recently was testing a trading system (with TradeStation 4.0, build
> 23) using tick-based charts (1-tick, 3-tick, 9-tick, etc).
>
> I run it on real time data for a week and get certain trades.
>
> I then turn the system status off, then turn it back on so that it
> recalculates the trades as with historical testing. The trades are
> somewhat different.
with tick charts you can't load many days so my first suspect would be a
different first day when you re-open the chart. that could give you a
different initialization of your vars.
what i would do to start troubleshooting it is save the chart to an
ascii file before you shut it down for the weekend. then save it again
after you re-open it. comparing the 2 files should help you pinpoint any
differences in the data. seems like i remember someone reporting a "bug"
of ticks plotting realtime but not getting saved to the server. i don't
remember the details.
--
Dennis
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