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The bug: Data2 reference wrong when the next bar has no
trade on Data1.
Example: everywhere. Pick one less liquid symbol:
Data1: ZRAN 1 minute, last date 991015, 2 days back
Data2: $NDX 1 minute, last date 991015, 2 days back
Indicator: Custome 1 Line with input being "C data2"
Check: bring up data view window, turn on "show all
data".
Consider 991015 10:14 to 10:17. $NDX has "trades" in every
minute while ZRAN does not in 10:16 and 10:16. The plot for
the indicator, i.e. the index value, for 10:14 is 2433.47,
which is the Close for 10:16.
Impact: I suspect it would not be wrong in real time but the
real time signals surely are different from backtest
signals. But If one finds the system does not word in the
evening, he/she would not trade the the next morning. THIS
IS SERIOUS!
With this kind of bug in SP2, I really wish I could go for
SP3 if they release a SP3. Remember we are actually on SP2d
already. I don't know if the bug existed in SP2c or earlier
versions.
The point is, don't feel too cozy with SP2d if you are
testing 2 data stream studies.
Alan Mi
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