backtesting mode sometimes does not trade multiple symbols
backtesting mode sometimes does not trade multiple symbols
12 Jan 2022, 17:57
Hello,
I've been trying to back test my cbot that trades two symbols. I'm using tick data now, but also bar data gives the same problem.
What I do not understand is why sometimes one of the symbols does not take trades while on some other back tests the cbot works properly.
My cbot takes always trades on both symbols at the same time, when symbol1 opens a trade also symbol2 opens a trade.
I noticed that my cbot works properly when I randomly change the back test starting or ending date.
I also noticed that both symbols downloaded the same amount of days, so they should have synchronized data.
Furthermore, I've found another cbot, that trades multiple symbols, on the forum made by another person. It also had the same issue when back testing, sometimes it does not trade both symbols but only one of them.
amusleh
13 Jan 2022, 08:20
Hi,
Can you post a sample cBot that can produce this issue?
@amusleh