[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

Re: Differences in Real-Time Performance



PureBytes Links

Trading Reference Links


> 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.

DH answered 
> 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.

he TURNS THE STATUS on/off......not closing / not reloading :-)))
 
> 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.

good point - maybe it has sth to do with TS only uses hhmm and not 
hhmmss.... so they dunno the very sequence in  active stuff - only guessing

rgds hans