I'm going through a replay, trying a strategy out. If you speed the replay up by too much, it starts to get wonky. For example, I loaded up the week for /NQ starting from July 12, and started it up. Everything works just fine, so I open a long position at 9 pm (pretty much as soon as the replay starts). I speed things up to 100x and wait, then finally close my position at 11:18 pm that night. Trade center registers a profit of $945, but the trade performance lists nothing. I have confirmed that everything that's filtered properly - the right account, instrument and templates are all ticked.
It gets worse when you go faster and have multiple transactions. The behavior is that I will close a position (by using the close button), then immediately re-enter. For transactions that do end up getting reported in the performance report, the entry / exit times and prices will be WILDLY wrong - I'm not talking a point or two here, but over 100. I did a test last night where at the end of the single replay, using an entirely new strategy with a unique name I had roughly $27K in profit per the control center, but over $70K per the performance report. I checked the performance report, and the correct number of trades are there, but the prices for the trades were so very wrong.
It is incredibly alarming to find glitches like this in such expensive software
This makes me feel like I'm wasting my time as well as having wasted my money.
edit to add more: I can go to the performance report, and have all of the templates displayed - and the strategy I was using is at the very top of the list. So, I tick off everything else, and leave just the strategy I was using, and it doesn't display. It looks like you are using the "templates" filter option to filter stop filter templates instead of strategy templates. So, this means that if you've built an ATM strategy using a custom (but unsaved stop strategy) you cannot get a report for it. Well, not without manually filtering through the report - which DOES include the actual freaking name of the ATM strategy you used. The documentation says "Sets the ATM strategies to be included in the performance report" - except that doesn't work if you want to filter on that strategy.
edit 2 to add again: Why on earth isn't there a performance report field showing the time the trade was actually made for reporting replays? You can't run the same strategy multiple times and compare results unless you save the performance report after every run, or change the names of the strategies you use (again, every time).
It gets worse when you go faster and have multiple transactions. The behavior is that I will close a position (by using the close button), then immediately re-enter. For transactions that do end up getting reported in the performance report, the entry / exit times and prices will be WILDLY wrong - I'm not talking a point or two here, but over 100. I did a test last night where at the end of the single replay, using an entirely new strategy with a unique name I had roughly $27K in profit per the control center, but over $70K per the performance report. I checked the performance report, and the correct number of trades are there, but the prices for the trades were so very wrong.
It is incredibly alarming to find glitches like this in such expensive software
This makes me feel like I'm wasting my time as well as having wasted my money.edit to add more: I can go to the performance report, and have all of the templates displayed - and the strategy I was using is at the very top of the list. So, I tick off everything else, and leave just the strategy I was using, and it doesn't display. It looks like you are using the "templates" filter option to filter stop filter templates instead of strategy templates. So, this means that if you've built an ATM strategy using a custom (but unsaved stop strategy) you cannot get a report for it. Well, not without manually filtering through the report - which DOES include the actual freaking name of the ATM strategy you used. The documentation says "Sets the ATM strategies to be included in the performance report" - except that doesn't work if you want to filter on that strategy.
edit 2 to add again: Why on earth isn't there a performance report field showing the time the trade was actually made for reporting replays? You can't run the same strategy multiple times and compare results unless you save the performance report after every run, or change the names of the strategies you use (again, every time).
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