Cancelled orders in backtest resulting in errant date and impossible outcome

[tony_28217]

So I have a backtest where I cancel trades after a certain period of time. I also do it with # of bars. Either way this shows up.


As you can see, Time on these reads 1/1/1800. Which in itself isn't so bad.


But on the chart, where there is only ONE entry per direction, and also where on 1 fill happens per direction, thanks to my cancellations... I get multiple entry/exit lines (and therefore calculations) heavily skewing my results.

This is with TickReplay. Calculate.OnTick.

Please advise as I've never seen this before and can only suppose the two are related.

Thanks

[tony_28217]

Nevermind. I see what the problem is. Using Bars in progress index for the trade substantially longer than the bars in progress that it's checking on seems to do it. I also switched between ticks and time bars so.. one of those.