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Hitorical tester not respecting goodTillTime parameters?
 Post subject: Hitorical tester not respecting goodTillTime parameters? Post rating: 0   New post Posted: Tue 14 Dec, 2010, 13:22 

User rating: 0
Joined: Tue 07 Dec, 2010, 15:50
Posts: 17
Hi

I am using the historical tester on a strategy which submit orders valid for 1 minute but when I look into the log of the historical tester, I see orders filled 4,15 or even 25 minutes after the order was submitted by the strategy.

I' using tick data.

thanks for your help.


EDIT:
I'm using :
long goodTillTime =  System.currentTimeMillis() + 60000; 


so obvioulsy I should use the historical tester time to set my goodtilltime value. How can i get the time of the historical tester?

thanks


 
 Post subject: Re: Hitorical tester not respecting goodTillTime parameters? Post rating: 0   New post Posted: Tue 21 Dec, 2010, 10:15 
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User rating:
Joined: Fri 31 Aug, 2007, 09:17
Posts: 6139
Hi,
You can use
history.getLastTick(Instrument i).getTime();

or fill time of the order.


 

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