[Bug Report] Different Trades when changing Days Back
Posted: Jul 24 2009
Hello,
this is a bug I wanted to report for a long time, just didn´t have the time to do so as it is a somewhat complicated one. I noticed it from Multicharts 5.0 and up.
This bug applies for almost ANY strategy and ANY timeframe, so you can easily test it by yourself.
My setup is this: a custom strategy which I unfortunately can´t publish (but as I said it happens almost for any, even basic, strategy anyway), on the 1 Minute chart, no Intrabar Order Generation (though it doesn´t matter as well, happens with and without Intrabar Order Generation enabled).
To recreate this bug, just setup any chart and any timeframe with one of your favorite strategies. Now set the "Days Back" setting of your chart to 3 days, just as an example, or so far back that you get at least 1 page full of trades in the "List of Trades" in the "Strategy Performance Report".
Write down those trades or better, take a screenshot.
Now ONLY change the "Days Back" (NOTHING ELSE) of your chart to like 50 days. Now again open the "List of Trades" and compare the trades from the screenshot you´ve previously taken with the "2 Days Back" setting to the last trades of the "50 Days Back" setting.
And you will see, the trades don´t match up exactly. Sometimes more, sometimes less, but in 90% of the cases they don´t match up for the time the trade was entered, the profit and so on, just simply there are completely different trades appearing (while many are similiar though), even there was no settings changed on the strategy itself. And that actually shouldn´t happen since I need accurate back-testing results.
Hope this bug gets fixed.
Attached are some screenshots to illustrate the problem.
this is a bug I wanted to report for a long time, just didn´t have the time to do so as it is a somewhat complicated one. I noticed it from Multicharts 5.0 and up.
This bug applies for almost ANY strategy and ANY timeframe, so you can easily test it by yourself.
My setup is this: a custom strategy which I unfortunately can´t publish (but as I said it happens almost for any, even basic, strategy anyway), on the 1 Minute chart, no Intrabar Order Generation (though it doesn´t matter as well, happens with and without Intrabar Order Generation enabled).
To recreate this bug, just setup any chart and any timeframe with one of your favorite strategies. Now set the "Days Back" setting of your chart to 3 days, just as an example, or so far back that you get at least 1 page full of trades in the "List of Trades" in the "Strategy Performance Report".
Write down those trades or better, take a screenshot.
Now ONLY change the "Days Back" (NOTHING ELSE) of your chart to like 50 days. Now again open the "List of Trades" and compare the trades from the screenshot you´ve previously taken with the "2 Days Back" setting to the last trades of the "50 Days Back" setting.
And you will see, the trades don´t match up exactly. Sometimes more, sometimes less, but in 90% of the cases they don´t match up for the time the trade was entered, the profit and so on, just simply there are completely different trades appearing (while many are similiar though), even there was no settings changed on the strategy itself. And that actually shouldn´t happen since I need accurate back-testing results.
Hope this bug gets fixed.
Attached are some screenshots to illustrate the problem.