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Off the chart fills during back testing

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    Off the chart fills during back testing

    Good evening, every once in a while I get fills in a back test that are not were price ever printed. I have attached a picture of this. I am not sure what is causing this, maybe a stock reverse split is messing price up. Does anyone know how to eliminate this issue? Thank you in advance.
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    #2
    Hello Tonkingrf1551,

    If you are using multiple series to submit orders it could be related to that. Otherwise I would suggest to reload the historical data for that instrument and then re open the analyzer/retest to check if that helps. This could also relate to the PC clock being off, syncing the PC clock could be done before refreshing data to ensure all timestamps are correct.

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      #3
      I am using daily and 60min time series, I did reload and re-synced my clock with out change to the error. Any tips on how the different time series would effect this? Thanks for you help

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        #4
        Hello Tonkingrf1551,

        We would likely need more specifics on your strategies entry logic in this case if reloading did not help. Are you submitting entries to the secondary series or what code was being used that produced the order in the image?

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