Hi Jared Broad ,

I've been getting the error reported in the bottom lately. I never got it before (till a couple of weeks ago), and I've noticed:

1. the exact same version of an algorithm produces backtest results that are very different (much worse) from those produced, for example, one month ago;

2. attempting to fix the issue (changing the algorithm resolution for example) makes the algorithm perform much worse (I guess because when the warning happens there is some sort of look-ahead bias)

Is there something in LEAN you have changed recently that is causing this? Have you encountered this issue already? I haven't managed to find an existing discussion on the forum.


2017-01-17 10:30:00ITUSMarket$5.10 USD31BuyFilledWarning: fill at stale price (1/13/2017 4:00:00 PM America/New_York)