Found a Bug

vij

Found a bug in your backtesting.
In BTST
Re-entry ATCOST enabled.

If a BUY is carried over on a Wednesday and the stop loss is hit at 9:16 am Thursday, it re-enters immediately, and there is some weird pricing that I noticed thereafter. Please have a look below:
2023-01-18 9:50:00 AM 2023-01-19 9:16:00 AM CE 42400 Buy 25 209.25 146.50
2023-01-19 9:16:00 AM 2023-01-19 9:17:00 AM CE 42400 Buy 25 209.25 392.95

I had set 80% target. 30% SL

rajat

Thanks for pointing this out, we are taking a look.

vij

Any updates? I still see the bug.

rajat

Hi, Can you please check back again and let us know if the problem still persists for you

vij

@rajat Seems like effort has been made, but unfortunately its not the right solution. Please check below to see the problem.

Re-Entry 'At Cost' enabled. If a BUY is carried over on a Wednesday and the stop loss is hit at 9:16 am Thursday, it still re-enters immediately with magical old buy price.

2023-03-01 10:12:00 AM 2023-03-02 9:16:00 AM CE 40600 Buy 450 172.85 121.00 -23332.50
2023-03-02 9:16:00 AM 2023-03-02 9:25:00 AM CE 40600 Buy 450 172.85 158.95 -6255.00

rajat

vij It's not a magical candle, We are looking at 40600CE Expiry on 2023-03-02.

The candle of this instrument spanning from 9:15:00 to 9:16:00 on 2023-03-02 was

Open = 151.95
High = 220
Low = 111.2
Close = 194.5

The low of the candle triggered your stop loss and the close of the candle triggered your reentry.
Let us know if you spot any other issue or if this explanation is not clear.

vij

rajat

I see. So aren't P/L booked taking into account the close price of 1 min candle?

rajat

vij Legwise SL/Tgt Hit takes into account the Open High Low as well as Close of the candle.
But overall sl/tgt/trail only works on close to close basis. Hope that answers your question.

AlgoTestSupportSahil

Hi @vij sir,

Candle Close feature on Legwise re-entry has been implemented for live trades.