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Hopefully this will be rectified - without normal gluing, large periods have to be broken down manually, and without testing on long periods, the trading system cannot be set up properly!
I write my own tester. I make the glues for it myself. It's long and painful, but I think it's worth it.
Do you plan to put it on the Market?
Do you plan to put it on the Market?
I am writing my own tester. I make glues for it myself. It's long and tedious, but I think it's worth it.
+++ I wrote mine a long time ago. It's very crude (I'm not a progamer - all my stuff is very crude), but it clearly tests on collected ticks. I have also made a tester of the tester, but it needs normal times&sales to be properly tested. I'm waiting for new build with its new CopyTicks. I'll have to struggle with resynchronization of MarketBookGet data. This is just for fun. ..There are other well-established software products that allow to test strategies on full order log. MT will come to this in 20 years, if at all.... I hope.
Hello!
Futures glues appeared in the test window, which in itself is very pleasing, however, when trying to match the glue with the contract, I found that there are no trades on the glue at all - everything is fine on the contracts - there are quite a lot of trades. I checked on four instruments Si,RTS,GAZR,SBRF and the period 01.01.2015 -24.10.2015.