has the tick by tick limit changed?

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  • 10/12/2020 at 12:34 PM #147154 quote
    nonetheless
    Participant
    Master

    i’m getting the attached error message saying that tick by tick data is limited to 2500 bars – both in demo and premium. Over the weekend I was doing tick by tick backtests for the full 200k. Anyone else getting this?

    tick-error.jpg tick-error.jpg
    10/12/2020 at 2:49 PM #147166 quote
    Paul
    Participant
    Master

    got that too! Also in demo with your versions.

    Vectorial loads fine on 200k.

    10/12/2020 at 3:09 PM #147169 quote
    nonetheless
    Participant
    Master

    strange. do you think it’s something to do with cumulative orders? except it worked fine over the weekend and all the initial back tests. Now I’m thinking that maybe all those good looking results for Hull-SAR are without tick data ??

    10/12/2020 at 3:20 PM #147172 quote
    Paul
    Participant
    Master

    if you use and change the maximum cumulative positions, it works good up to 2 in your strategy. Very strange.

    I also used the trailingstop & cumulative positions on vectorial and there it goes up to 6 cumulative positions no problem and then with your mm turned on up to 60!

    200k and tick by tick no problem

    It must be a bug effecting your strategy?

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    10/12/2020 at 4:46 PM #147180 quote
    swedshare
    Participant
    Senior

    Get the same problem on strategies with cumulative orders. Hopefully just a temporary error at PRT.

    nonetheless thanked this post
    10/15/2020 at 1:08 PM #147480 quote
    JC_Bywan
    Moderator
    Master

    FYI, Nicolas looking into it https://www.prorealcode.com/topic/candlestick-limit-on-tick-by-tick-data/#post-147479

    10/16/2020 at 2:00 PM #147566 quote
    Nicolas
    Keymaster
    Master

    The issue is solved, just relaunch the platform to get rid of this error message.

    nonetheless and swedshare thanked this post
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has the tick by tick limit changed?


ProOrder: Automated Strategies & Backtesting

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This topic contains 6 replies,
has 5 voices, and was last updated by Nicolas
5 years, 4 months ago.

Topic Details
Forum: ProOrder: Automated Strategies & Backtesting
Language: English
Started: 10/12/2020
Status: Active
Attachments: 1 files
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