I just had an illuminating chat with Marcin, that I'd like to pass on... In my backtests, I noticed that I randomly got an extra trade at the beginning of a data set.
Marcin found the problem to be because I had checked the Pad & Align box in AA window. The help files warn to use Pad & Align judiciously as it is meant for data obtained from Foreign() function. Of course when I unchecked the Pad & Align, the backtest results were what I expected them to be, without the extra trade. The implication is that when Backtest is run and there are a lot of trades, the impact is probably not noticable. If you have only a few trades, the the impact may be significant. It seem that this is not a "fixable bug", as it is not a bug at all, but a feature for a specific purpose and when it is misused (as I misused it ) then a problem arises. Marcin, thanks for your time. Ara
