I wanted to test out the backtester and tried the reference library cusomt_cs strategy. It works perfect on a replay. However, when i try it on a backtest it did not work. I took a look inside the script and found that it was ignoring historical transactions. So i commented it out. The backtest ran for a while and then stopped. Upon checking the log I see many messages. the first message says: Atm Stratagies can not be created on historical transactions. Then I get the follow error 100's of times.
GetAtmStrategyEntryOrderStatus() method error: orderID'xxxxxxxxx' does not exist
Questions:
1) Is the problem that we cannot Backtest with an ATM?
2) If not, how do we correct the GetAtmStrategyEntryOrderStatus() method error
Thank you
Sammy
Attached is the script but its the same as the one in the reference library
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