Strategy works with Replay, not with BackTest (multi-instrument)

Drago112

Member
Joined
Mar 22, 2020
Posts
5
Likes
0
I'm attaching source code for a sample strategy that uses multi-instrument capability. This is a sample strategy which buys the primary instrument when the 2nd instrument goes below a certain level, then sells it off when above that level (for example, you could buy SPY when VIX went below a certain level and sell when it went above). I don't recommend this strategy, but it is super simple and demonstrates an issue with BackTest mode that I'm having with a proprietary strategy. If I run the strategy in Replay mode, it works fine. Orders are made and so forth. If I try to run it in BackTest mode, it never makes any orders. This is the same results I have with my "real" strategy.
The attached files is a java file which was not allowed to be uploaded. I changed the extension to txt, but it's a java file.
 

Attachments

Top