Posts: 640
Joined: 12/9/2011
Location: Planet Earth
User Profile Recently I developed a Strategy which has a Filter block which refers to other Symbol. Many times in the past I noticed that the Strategy fired new Signals but the next day these were not there.
Initially I could not put a figure on what is causing the Signal to change because it is fully Mechanical Strategy. After lots of efforts I found out that it is being caused by the Filter which has reference to other Symbol.
I have mailed all the details with relevant data files to Barry with steps to reproduce this issue. I have posted here just to warn other users to be careful while using any Filter which has reference to other Symbol.
I want to clarify the I am using MetaStock EOD data for analysis and it is done well after market close, so there is no possibility of data changing for that particular date. Moreover I am running OT-2018 (PR-3B) and I am not sure whether this issue has been fixed in the latest version, though I have not seen any change log mentioning it.
Hope it will be fixed soon on priority basis.