Wrong dates of the entries

[chobotnice]

I've spotted something I can't explain during the order execution.

I'm backtesting strategy on historical data off Opentick. And I've discovered discrepancies among date of the entry plotted on a chart and date stated either in Output windows or by Time[0].ToString() function.

See attached chart. Short order plotted on a chart says 10/24 (get by Time[0].ToString() function. Chart itself is showing 10/27.

I'm using this code for getting information about the order execution:

if (WeeklyTrend == "bear" && (WilliamsR(14)[0] > -80))
                            {
                                SetStopLoss(100);
                                EnterShort(DefaultQuantity, "Short "+Time[0].ToString());
                                stoploss = GetCurrentBid()-2;
                                Print("");
                                Print(Time[0].ToString());
                                Print ("Short position entered");
                                Print ("Stoploss" +stoploss);
                                Print ("%R: " +WilliamsR(14)[0]);
                            }

And output windows for this particular trade shows :
10/24/2003 0:00:00
Short position entered
Stoploss233
%R: 0
Open PnL: 0


Any idea what's causing this discrepancy here?


Thanks for help.


Regards,


Ondrej

[NinjaTrader_Ray]

The 24th is the date that the condition was true (on close of the bar) and order submitted, the fill happens in the future, the next bar which likely is the 27th, likely a Monday.

[chobotnice]

Thanks Ray,
you're right. At first stage I didn't take a look to the data itself. I thought that settings exclude weekends to false will do the trick. Obviously not when I don't have data for a weekends there...

I'm very pleased by level of support you guys give! Highly appreciated.


Regards,


Ondrej