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trades outside time range and outside PNL range

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    trades outside time range and outside PNL range

    Hi

    I have been doing some testing with the backtester....
    there are 2 filters for taking a trade ( see attached)
    time within 93000 and 110000
    and pnl <200 and pnl >-200
    these 2 checks are observed when running a replay
    it stops where it is supposed to...however...

    why is it that the backtester ignores them?
    when i run the backtester
    i get trades after 110000 (11am)
    and trades are also taken when it surpasses the daily upper target.

    I have included a simple autotrader created from some of the resource library examples that shows the problem.
    Very gratefull if someone can point out what i am doing wrong when using the backtester versus doing a replay

    thank you in advance

    Regards
    Sammy
    Attached Files

    #2
    Sammy, for the time - which chart are you running on here? Works for me here on 1 min chart for example, does yours offer enough granularity to trigger the timestamp checks coded in?

    For the PNL, for backtesting working with the RealtimeTradeCollection will not be sufficient, you will need to work with AllTrades here to include the historical ones.

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