I think there is a bug in Custom Symbols

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Ok so I made an EA that uses custom symbols to improve backtesting speed : I store only the necessary ticks of the open and close signals in the custom symbol thus it backtests really fast

only problem here : there is a difference in the behaviour of the backtester, whether the symbol I request from is the main symbol selected in the Strategy tester or not.


I got two identical symbols, both have the same tick data(just a test) :

when I want to request the ask and bid values at a certain time of a symbol different from the main symbol, I have to substract 100 ms on the timestamp to get accurate trading results (identical trading times & profits).

If I don't do that, I get wrong timestamps and prices, when the code is exactly the same (I just switch main symbol name).


I think there is something wrong.

I'm on it for quite some time and i'm quite sure of my code, but maybe i'm doing something bad, the thing is the code is the same, only the main symbol changes, and everything becomes wrong when I try to access a different symbol than the main selected one.


I access both symbols on the same tick obviously, but in one case timestamp and price are different



thanks so much for help moderators.


Jeff

 

Ok so to sum up, either I can get the prices right, or the timetamps, but not both.

I think this bug went through the tests because the prices are right, but the timestamps aren't, which is trickier, because in a 'normal' custom symbol, it's only ONE tick difference, which would not show on the backtest report timestamps, but in my case this unique tick, means a completely different timestamp (in my custom symbol setup, the next tick after the buy order is the next "new bar" or next buy/sell signal):

this is the Custom Symbol backtest :

2017.04.10 01:00:00     2       BTCUSD_Ask   buy     in      0.01    1208.58 2       0.00    0.00    0.00    100 000.00      
2017.04.10 05:42:24     3       BTCUSD_Ask   sell    out     0.01    1203.83 3       0.00    0.00    -4.75   99 995.25      

and this is the original backtest

2017.04.10 00:01:02     2       BTCUSD  buy     in      0.01    1208.58 2       0.00    0.00    0.00    100 000.00
2017.04.10 05:20:02     3       BTCUSD  sell    out     0.01    1203.83 3       0.00    0.00    -4.75   99 995.25

as you can see the profit & prices are right, but the time stamp of the Custom Symbol is wrong, it uses the timestamp of the NEXT tick instead of the actual timestamp

i've tried to take that into account but it simply is not possible


please look into it.


thanks so much


Jeff

EDIT : I found a workaround, I just double the ticks:


seems to work so far

 
If you want help, your topic is hardly understandable. No code, not enough information about the ST settings used, about the results expected and what you really get...
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