The classic TradeStation backtest lie is same-bar execution — filling on the very bar whose close produced the signal. Paste your EasyLanguage strategyand we flag it: 'this bar' orders, negative bar offsets, intrabar order generation, and missing stops — each with the exact fix. Correctness, not profitability.
Deterministic static analysis — runs on the server, code isn't stored. Correctness only, not profitability.
Paste your TradeStation EasyLanguage code here. The validator flags orders that fill 'this bar' (executing on the very bar that produced the signal), negative bar offsets that read future data, IntrabarOrderGeneration that lets signals flicker, and missing stops. It's deterministic and doesn't run your code.
It fills on the same bar whose close produced the signal — but once you know the close, the bar is over and that price is gone. In live trading you could only have acted on the next bar. Use 'next bar at market' (or a next-bar stop/limit) so the backtest models a fill you could actually get.
No. The score measures code CORRECTNESS only — execution timing, look-ahead, and basic risk controls. It says nothing about profitability, and nothing here is a prediction or trading advice.
No. The analysis is deterministic static pattern-matching that runs on the server and returns the report — your code is not compiled, not executed, and not stored.