Don't know what happened but after removing some new code that was added we suddenly were getting different results from previous backtests while using same parameterss.
Have checked multiple times and there was none of the original code that got removed. Also didn't do anything with the historical data that was already there. (Did do a marketdata download for a playback but that was unsuccessful, forced closed it).
We have a strategy that has Calculate.OnBarClose and AddDataSeries(Tick, 1). The strategy uses values from indicator that uses OnEachTick, AddDataSeries(Tick, 1).
DataSeries is FDAX / Last / Minute / 1.
TickReplay is on.
TimeFrame is May 24, 2020 to June 6, 2020 / Use instrument settings / Break at EOD = true
Based on the logs, there seems to be a problem with the added Tick series. On snipped below where BIP=1 (tick series), the barUpdate values is different from marketDataUpdate values and the BIP=0.
Attached a longer version. Also attached a strategy with just the essentials to reproduce what's in the log.
25/05/2020 14:10:38.147000 marketDataUpdate.Price: 11196.5 25/05/2020 14:10:38.147000 marketDataUpdate.Price: 11196.5 25/05/2020 14:10:49.973000 marketDataUpdate.Price: 11197 25/05/2020 14:10:49.973000 marketDataUpdate.Price: 11197 25/05/2020 14:10:53.467000 marketDataUpdate.Price: 11199 25/05/2020 14:10:53.467000 marketDataUpdate.Price: 11199 25/05/2020 14:11:00.000000 barUpdate: BIP=0, CurBar=10, O=11200, H=11200, L=11193, C=11199 25/05/2020 14:11:04.039000 marketDataUpdate.Price: 11197 25/05/2020 14:10:53.467000 barUpdate: BIP=1, CurBar=703, O=11179, H=11179, L=11179, C=11179 25/05/2020 14:11:04.039000 marketDataUpdate.Price: 11197 25/05/2020 14:11:04.159000 marketDataUpdate.Price: 11197 25/05/2020 14:11:04.039000 barUpdate: BIP=1, CurBar=704, O=11177, H=11177, L=11177, C=11177 25/05/2020 14:11:04.159000 marketDataUpdate.Price: 11197 25/05/2020 14:11:08.416000 marketDataUpdate.Price: 11195.5 25/05/2020 14:11:04.159000 barUpdate: BIP=1, CurBar=705, O=11177, H=11177, L=11177, C=11177 25/05/2020 14:11:08.416000 marketDataUpdate.Price: 11195.5 25/05/2020 14:11:13.539000 marketDataUpdate.Price: 11197 25/05/2020 14:11:08.416000 barUpdate: BIP=1, CurBar=706, O=11175, H=11175, L=11175, C=11175 25/05/2020 14:11:13.539000 marketDataUpdate.Price: 11197 25/05/2020 14:11:16.829000 marketDataUpdate.Price: 11198 25/05/2020 14:11:16.829000 marketDataUpdate.Price: 11198 25/05/2020 14:11:13.539000 barUpdate: BIP=1, CurBar=707, O=11177, H=11177, L=11177, C=11177 25/05/2020 14:11:16.829000 marketDataUpdate.Price: 11198 25/05/2020 14:11:16.829000 barUpdate: BIP=1, CurBar=708, O=11178, H=11178, L=11178, C=11178 25/05/2020 14:11:16.829000 marketDataUpdate.Price: 11198 25/05/2020 14:11:26.405000 marketDataUpdate.Price: 11197 25/05/2020 14:11:16.829000 barUpdate: BIP=1, CurBar=709, O=11178, H=11178, L=11178, C=11178 25/05/2020 14:11:26.405000 marketDataUpdate.Price: 11197 25/05/2020 14:11:31.248000 marketDataUpdate.Price: 11197 25/05/2020 14:11:26.405000 barUpdate: BIP=1, CurBar=710, O=11177, H=11177, L=11177, C=11177 25/05/2020 14:11:31.248000 marketDataUpdate.Price: 11197 25/05/2020 14:11:31.490000 marketDataUpdate.Price: 11198 25/05/2020 14:11:31.248000 barUpdate: BIP=1, CurBar=711, O=11177, H=11177, L=11177, C=11177 25/05/2020 14:11:31.490000 marketDataUpdate.Price: 11198 25/05/2020 14:11:34.058000 marketDataUpdate.Price: 11199 25/05/2020 14:11:31.490000 barUpdate: BIP=1, CurBar=712, O=11178, H=11178, L=11178, C=11178 25/05/2020 14:11:34.058000 marketDataUpdate.Price: 11199 25/05/2020 14:11:38.750000 marketDataUpdate.Price: 11197 25/05/2020 14:11:34.058000 barUpdate: BIP=1, CurBar=713, O=11179, H=11179, L=11179, C=11179 25/05/2020 14:11:38.750000 marketDataUpdate.Price: 11197 25/05/2020 14:11:42.172000 marketDataUpdate.Price: 11196 25/05/2020 14:11:38.750000 barUpdate: BIP=1, CurBar=714, O=11177, H=11177, L=11177, C=11177 25/05/2020 14:11:42.172000 marketDataUpdate.Price: 11196 25/05/2020 14:11:43.442000 marketDataUpdate.Price: 11195.5 25/05/2020 14:11:43.442000 marketDataUpdate.Price: 11196 25/05/2020 14:11:42.172000 barUpdate: BIP=1, CurBar=715, O=11176, H=11176, L=11176, C=11176 25/05/2020 14:11:43.442000 marketDataUpdate.Price: 11195.5 25/05/2020 14:11:43.442000 barUpdate: BIP=1, CurBar=716, O=11176, H=11176, L=11176, C=11176 25/05/2020 14:11:43.442000 marketDataUpdate.Price: 11196 25/05/2020 14:11:43.443000 marketDataUpdate.Price: 11195.5 25/05/2020 14:11:43.443000 marketDataUpdate.Price: 11196 25/05/2020 14:11:43.443000 marketDataUpdate.Price: 11196 25/05/2020 14:11:43.443000 marketDataUpdate.Price: 11195.5 25/05/2020 14:11:43.443000 marketDataUpdate.Price: 11195 25/05/2020 14:11:43.442000 barUpdate: BIP=1, CurBar=717, O=11176, H=11176, L=11176, C=11176 25/05/2020 14:11:43.443000 marketDataUpdate.Price: 11195.5 25/05/2020 14:11:43.443000 barUpdate: BIP=1, CurBar=718, O=11176, H=11176, L=11176, C=11176 25/05/2020 14:11:43.443000 marketDataUpdate.Price: 11196 25/05/2020 14:11:43.443000 barUpdate: BIP=1, CurBar=719, O=11176, H=11176, L=11176, C=11176 25/05/2020 14:11:43.443000 marketDataUpdate.Price: 11196 25/05/2020 14:11:43.443000 barUpdate: BIP=1, CurBar=720, O=11176, H=11176, L=11176, C=11176 25/05/2020 14:11:43.443000 marketDataUpdate.Price: 11195.5 25/05/2020 14:11:43.443000 barUpdate: BIP=1, CurBar=721, O=11176, H=11176, L=11176, C=11176 25/05/2020 14:11:43.443000 marketDataUpdate.Price: 11195 25/05/2020 14:11:43.546000 marketDataUpdate.Price: 11196.5 25/05/2020 14:11:43.443000 barUpdate: BIP=1, CurBar=722, O=11176, H=11176, L=11176, C=11176 25/05/2020 14:11:43.546000 marketDataUpdate.Price: 11196.5 25/05/2020 14:11:46.708000 marketDataUpdate.Price: 11196.5 25/05/2020 14:11:43.546000 barUpdate: BIP=1, CurBar=723, O=11178, H=11178, L=11178, C=11178 25/05/2020 14:11:46.708000 marketDataUpdate.Price: 11196.5 25/05/2020 14:11:49.601000 marketDataUpdate.Price: 11197 25/05/2020 14:11:49.601000 marketDataUpdate.Price: 11197 25/05/2020 14:11:46.708000 barUpdate: BIP=1, CurBar=724, O=11178, H=11178, L=11178, C=11178 25/05/2020 14:11:49.601000 marketDataUpdate.Price: 11197 25/05/2020 14:11:49.601000 barUpdate: BIP=1, CurBar=725, O=11178, H=11178, L=11178, C=11178 25/05/2020 14:11:49.601000 marketDataUpdate.Price: 11197 25/05/2020 14:11:49.684000 marketDataUpdate.Price: 11197.5 25/05/2020 14:11:49.601000 barUpdate: BIP=1, CurBar=726, O=11178, H=11178, L=11178, C=11178 25/05/2020 14:11:49.684000 marketDataUpdate.Price: 11197.5 25/05/2020 14:11:49.945000 marketDataUpdate.Price: 11198 25/05/2020 14:11:49.684000 barUpdate: BIP=1, CurBar=727, O=11178, H=11178, L=11178, C=11178 25/05/2020 14:11:49.945000 marketDataUpdate.Price: 11198 25/05/2020 14:11:50.701000 marketDataUpdate.Price: 11199 25/05/2020 14:11:49.945000 barUpdate: BIP=1, CurBar=728, O=11178, H=11178, L=11178, C=11178 25/05/2020 14:11:50.701000 marketDataUpdate.Price: 11199 25/05/2020 14:11:50.702000 marketDataUpdate.Price: 11199 25/05/2020 14:11:50.701000 barUpdate: BIP=1, CurBar=729, O=11179, H=11179, L=11179, C=11179 25/05/2020 14:11:50.702000 marketDataUpdate.Price: 11199 25/05/2020 14:11:50.713000 marketDataUpdate.Price: 11199 25/05/2020 14:11:50.713000 marketDataUpdate.Price: 11199 25/05/2020 14:11:50.713000 marketDataUpdate.Price: 11199 25/05/2020 14:11:50.702000 barUpdate: BIP=1, CurBar=730, O=11179, H=11179, L=11179, C=11179 25/05/2020 14:11:50.713000 marketDataUpdate.Price: 11199 25/05/2020 14:11:50.713000 barUpdate: BIP=1, CurBar=731, O=11179, H=11179, L=11179, C=11179 25/05/2020 14:11:50.713000 marketDataUpdate.Price: 11199 25/05/2020 14:11:50.713000 barUpdate: BIP=1, CurBar=732, O=11179, H=11179, L=11179, C=11179 25/05/2020 14:11:50.713000 marketDataUpdate.Price: 11199 25/05/2020 14:11:50.959000 marketDataUpdate.Price: 11199.5 25/05/2020 14:11:50.959000 marketDataUpdate.Price: 11200 25/05/2020 14:11:50.713000 barUpdate: BIP=1, CurBar=733, O=11179, H=11179, L=11179, C=11179 25/05/2020 14:11:50.959000 marketDataUpdate.Price: 11199.5 25/05/2020 14:11:50.959000 barUpdate: BIP=1, CurBar=734, O=11179, H=11179, L=11179, C=11179 25/05/2020 14:11:50.959000 marketDataUpdate.Price: 11200 25/05/2020 14:11:50.960000 marketDataUpdate.Price: 11200 25/05/2020 14:11:50.959000 barUpdate: BIP=1, CurBar=735, O=11179, H=11179, L=11179, C=11179 25/05/2020 14:11:50.960000 marketDataUpdate.Price: 11200 25/05/2020 14:11:50.988000 marketDataUpdate.Price: 11200.5 25/05/2020 14:11:50.988000 marketDataUpdate.Price: 11200.5 25/05/2020 14:11:50.960000 barUpdate: BIP=1, CurBar=736, O=11179, H=11179, L=11179, C=11179 25/05/2020 14:11:50.988000 marketDataUpdate.Price: 11200.5 25/05/2020 14:11:50.988000 barUpdate: BIP=1, CurBar=737, O=11179, H=11179, L=11179, C=11179 25/05/2020 14:11:50.988000 marketDataUpdate.Price: 11200.5 25/05/2020 14:11:50.989000 marketDataUpdate.Price: 11201 25/05/2020 14:11:50.989000 marketDataUpdate.Price: 11201.5 25/05/2020 14:11:50.988000 barUpdate: BIP=1, CurBar=738, O=11179, H=11179, L=11179, C=11179 25/05/2020 14:11:50.989000 marketDataUpdate.Price: 11201 25/05/2020 14:11:50.989000 barUpdate: BIP=1, CurBar=739, O=11179, H=11179, L=11179, C=11179 25/05/2020 14:11:50.989000 marketDataUpdate.Price: 11201.5 25/05/2020 14:11:50.996000 marketDataUpdate.Price: 11200 25/05/2020 14:11:50.989000 barUpdate: BIP=1, CurBar=740, O=11179, H=11179, L=11179, C=11179 25/05/2020 14:11:50.996000 marketDataUpdate.Price: 11200 25/05/2020 14:12:00.000000 barUpdate: BIP=0, CurBar=11, O=11198, H=11202, L=11196, C=11201
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