Hi ,I used historical tester to do backtesting on 15M period,when the strategy run to 2011-12-18,22:00:00,the strategy ran abnormal , it did noting until the strategy stop(sorry for my poor english,i will use some picture to instead it).
My strategy use ALL_FLATS indicatior filter, and It confused me, How many the threshold volume about the ALL_FLATS filter? see below the picture.

the long postion is closed at 2011-12-18,22:00:00 on the chart



but this long posion is closed at 2011-12-16,22:00:00 in the test report




confusing，the Bar 2011-12-16,22:00:00 was not shown on the chart,the last bar is 21:45:00 at the day 12-16, it was filtered by ALL_FLATS constant?



The volume of the bar 2011-12-16,22:00:00 is not zero,but very small , is it will be filtered?

I checked my code, my strategy implemented onBar(), the strategy submited two order at the Bar 2011-12-16,22:00:00,
one is closing the long posion before, onMessage() received ORDER_CLOSE_OK,
another submited a short order , onMessage() received "ORDER_SUBMIT_REJECTED - System offline order",
API support said the order cannot be submitted during weekends (FRIDAY 22.00 - SUNDAY 21.00),
strangely ,why close order can filled successfully during weekends ? is this a bug?