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In Strategy Tester, getting Requote Error 138. How do I fix or avoid this error?

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jimstow
27
jimstow 2015.12.24 18:52 

Running my code in strategy tester and getting the Requote error 138. Is there a way to avoid this or fix the code?

Roberto Jacobs
46470
Roberto Jacobs 2015.12.24 19:41  
jimstow:

Running my code in strategy tester and getting the Requote error 138. Is there a way to avoid this or fix the code?

+ increase the deviation value
+ use RefreshRates() and MarketInfo() to get latest quotes value of Ask and Bid.
Alain Verleyen
Moderator
30745
Alain Verleyen 2015.12.24 19:47  
jimstow:

Running my code in strategy tester and getting the Requote error 138. Is there a way to avoid this or fix the code?

I guess your are using tick data ?
wullemsp
6
wullemsp 2016.05.10 09:13  

I am using a STP-NDD broker that guarantess no requotes.  I would like to find a way to configure requotes off so that I can get meaningful results from backtesting.  Currently I am forced to test on demo or even live and the results are good but I must find where the bodies are buried to avoid nasty surprises.  I am using tick data on 5 minute charts.  For now the strategy tester has allowed me to find logical errors and fix them which is great, but I need to test without requotes.

I cannot find any posts on how I could set requotes off.  If there was an xml config file or similar that would be fantastic.

Cheers

Alain Verleyen
Moderator
30745
Alain Verleyen 2016.05.10 09:53  
wullemsp:

I am using a STP-NDD broker that guarantess no requotes.  I would like to find a way to configure requotes off so that I can get meaningful results from backtesting.  Currently I am forced to test on demo or even live and the results are good but I must find where the bodies are buried to avoid nasty surprises.  I am using tick data on 5 minute charts.  For now the strategy tester has allowed me to find logical errors and fix them which is great, but I need to test without requotes.

I cannot find any posts on how I could set requotes off.  If there was an xml config file or similar that would be fantastic.

Cheers

There is no requotes with "standard" broker data on the Strategy Tester.

The requote issue comes from the tick data usage. I don't know exactly why, if you are using a third-party tool you should probably ask there.

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