View Full Version : Bugs?
I'm using the NT6 Beta version and I'd like to point out some (maybe) "bugs".
1) (you can see it in the attachment BugA) happend with a coded Signal which buy/sell limit and exit with profit target or stoploss.
In this case the high of the bar did not touch the limit order but I have an execution.
2) (you can see it in the attachment BugB) suddenly all executions has been summarized in one bar without any reason.
3) There is no chance to add commissions. I tried through the Instrument Manager but did not work.
Thanks for any explanation.
01-02-2007, 05:34 AM
1) Where is this chart image from, Strategy Analyzer, Market Replay or Sim101 with a live feed or simulated data feed?
2) Same question as above.
3) Where do you want commission to be displayed? If in Strategy Analyzer, please make sure that you have "Include Commission" property enabled. If in real-time, ensure that under Toosl > Options you have "Include commission in PnL" checked
The images are from Sim101 with live data feed from IB.
The commission are ok I forgot to check the "include commission in Pnl".
Thanks for the quick answer.
01-02-2007, 05:52 AM
1) What type of bars? NT Simulation engine been the same for many years. Executions areplotted based on closest time stamp. With tick and volume bars, you can have many bars with the same time stamp which means there is no guarantee that the execution is plotted on the correct bar.
2) This is a bug that is fixed with the next release.
There are 10 and 21 tick bars.
01-02-2007, 06:13 AM
Thanks Max. For sure the issue is the high frequency tick bars you use. In backtesting, fills are accurateon a per bar basis so you will not get filledon a price outside of the bar where the fill occurs. In real-time it is different since fills are not tied to a bar.The NT simulator can execute a fill on the same time stamp that several tick bars are created which would give the appearance that the market did not trade at that level. The higher frequency the tick bar, the more magnified you will see what looks like a discrepancy.