1.- Tools, Historical Data, Load, Get Market Replay Data, 6E 09-17, from 3/7/17 to 7/7/17
2.- Connections, playback connection
3.- New, Chart, 6E 09-17, from 3/7/17 to 7/7/17
4.- Ctrl+s, and add a system like this:
. . .
public class TestPressure : Strategy{
BuySellPressure myind = null;
. . .
else if (State == State.DataLoaded){
myind = BuySellPressure();
}
. . .
protected override void OnBarUpdate(){
if (myind[0] >= 80){
EnterLong();
}
if (myind[0] <= 20){
ExitLong();
}
}
. . .
5.- All is ok. But i want to use strategy analyzer with level 1 system.
And then I do this:
1.- New, Strategy Analyzer, choose the strategy and instrument 6E 09-17.
2.- Mark "Tick Replay" option (previously tools, options, market data, show tick replay (X) enabled)
3.- From 3/7/17 to 7/7/17
4.- Order fill resolution: Standard
5.- Clic RUN
But nothing happens. Control center log show me:
Backtesting with tick replay was not designed to provide higher accuracy concerning order fills and execution in historical...
I want to analyze and optimize with strategy analyzer system based on level 1. Thanks.
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