Discrepancy in orderid sequence.

Created at 30 Jun 2019, 01:54
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SH

Shares4UsDevelopment

Joined 14.10.2018

Discrepancy in orderid sequence.
30 Jun 2019, 01:54


Backtesting ordere by entry date gisves a orderid sequence that is out of sequence.
What don't I understand here.


@Shares4UsDevelopment
Replies

PanagiotisCharalampous
01 Jul 2019, 12:52

Hi Ton,

The grid is ordered by entry time not by ID. So you shoudn't expect the IDs to be in sequence.

Best Regards,

Panagiotis


@PanagiotisCharalampous

TonNcie
01 Jul 2019, 15:25

So backtesting is not first-come first serve?
My sequence of events is:
Tick 1: open buy & open Sell

Tick 2: Open Sell

Tick 3: Open Sell



So in backtesting I'd expect them to have id 1, id 2 and id 3 and haven ascending  entrytimes

 

Best rgds,

Ton

 


@TonNcie

... Deleted by UFO ...

... Deleted by UFO ...

PanagiotisCharalampous
01 Jul 2019, 17:28

Hi Ton,

The ID is assigned based on the closing time of the deal, not the entry time. This means that the deal is assigned an ID as soon as it enters the History. 

Best Regards,

Panagiotis


@PanagiotisCharalampous

Shares4UsDevelopment
06 Jul 2019, 10:50

please change the columnname to what id it is (in this case historyID)
that's much more clear than having multiple columns with the name ID alls meaning an other id.
Furthermore in this overview historyid is of no use to me. if i want that sequences i'll sort on date. A position id would be much more helpfull.


@Shares4UsDevelopment