Playback??

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NiC72
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Playback??

Postby NiC72 » 03 Apr 2010

I have the similar pattern of signal in regular signal as in real-time test account. When I run the playback I get totally different buy / sell signals .. Do not understand at all how the playback works.
I have searched for playback but have not been able to get answers to my confusion.

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TJ
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Postby TJ » 03 Apr 2010

what symbol, resolution, and playback speed you are using?

bowlesj3
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Postby bowlesj3 » 04 Apr 2010

One big difference in the playback mode is you only get barstatus=2 (last tick of the bar). I think playback is more for discretionary traders and for initial testing on weekends of new code and code changes before you get your live feed where you do the final testing. Having said that I think they want to eventually get a playback that actually does a true 100% replay where all the ticks come in exactly the way they did during the trading day. My guess is it could be a while before you see it that good. The thing is (for a trader trying to fully automate) backtesting is the way to go is it not?

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Bruce DeVault
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Postby Bruce DeVault » 04 Apr 2010

I don't think the current incarnation of replay is intended to be a true "tick replay" in the sense of testing IOG trading systems accurately. It's likely it could be enhanced to do this in the future (and I think that's a really good idea), but of course, replay would be much slower in this circumstance. Some clarification from TS Support on future intentions for the feature I'm sure would be welcomed.

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Postby bowlesj3 » 04 Apr 2010

Some clarification from TS Support on future intentions for the feature I'm sure would be welcomed.

I seem to remember a comment in this regard in the first MC 6.0 beta 1 feed back post.

I had harped a lot that the charts had to look exactly as they did during the trading day and for sure TSS did a great job here. For me it really is just fine the way they did it (some sort of a quick and dirty way to get it dead on this way). It had not occured to me that they would come up with such a way but it was pretty smart as far as I am concerned. What is really cool about it is the fact that you can actually run your studies. I think they just clear the bars ahead of the jump point, shift the chart forward so that jump point is as far right as possible then bump the chart one bar at a time during the play back executing the studies with the data from the new bar that appears each time (barstatus = 2 is set of course). Now that is a sneaky quick and dirty way to force the bars to look exactly as they appeared during the day. Global mode is an expanded loop to do it for all charts. Once again. Smart because it served the purpose and got it done a lot faster and safer than doing it tick by tick! It put none of the existing code at risk I figure.

NiC72
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I C..

Postby NiC72 » 05 Apr 2010

Thanks John and Bruce. Interesting to read how the rest of you see the playback funktion. "Barstatus = 2" explains a lot.

TJ, I'm using OMXS30 (Swedish indices), 1 hour resolution (use IntraBarOrderGeneration), playback "Tick by Tick".

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Postby bowlesj3 » 05 Apr 2010

playback "Tick by Tick".


I remember now. It is the playback tick by tick that has the problem. The comment from TSS was in the first MC 6.0 beta feedback they put out. Maybe later I can find it. This is the resolution as TJ was asking.

NiC72
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Postby NiC72 » 05 Apr 2010

Thanks for clarified the problem! :)


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