Hi all,
I have a variable called 'context.greatestBackTrack' which I'm plotting on every loop:
record(GreatestBacktrack=context.greatestBacktrack)
I'm also printing it to the logs whenever it is set:
log.info(context.greatestBacktrack)
In the backtest below the log output for context.greatestBackTrack ranges from 1 to above 50, but the plot shows that context.greatestBacktrack is always 0.
The logs sometimes even contradict themselves. context.GreatestBackTrack is sometimes output as 0 in the logs and sometimes not. If I print another variable, newBackTrack, along with greatestBackTrack, the results are always non-zero. Any ideas what the issue could be?