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Posted 2/28/2010 11:40:45 Post #10979
gregoryj
 

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anything new on this?
Posted 2/28/2010 18:08:52 Post #10983
dplaisted
 

DeveloperDeveloperDeveloperDeveloperDeveloperDeveloperDeveloperDeveloper
I think I have figured out what the problem was. When using CreateTicksFromBars=false, you should never have a position opening and closing on the same day. What was happening is that if the order was filled on the bar's high, low, or close, the bar end time was being used as the fill time. The bar end time of one bar is the same as the start time of the next bar, which meant these orders were showing up as being filled one bar later than they actually were.

I've fixed this so the fill time will now be one second before the bar end time.

Thanks,
Daniel
Posted 2/28/2010 18:17:52 Post #10984
gregoryj
 

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Is the build available for testing?
Posted 3/1/2010 01:34:17 Post #10987
dplaisted
 

DeveloperDeveloperDeveloperDeveloperDeveloperDeveloperDeveloperDeveloper
gregoryj (2/28/2010)
Is the build available for testing?


Not yet, but I expect we will release it in a few days.

Thanks,
Daniel
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