As a general remark about the use of tick() / tock() functions, the
manual states:
Trading with different assets in a tick function can cause backtest snooping bias. When historical price ticks for assets A and B have the same time stamps, the tick function will first run with asset A, then with asset B. In the first run, asset A has the current price, but asset B still the previous price. This can be used to snoop the next B price especially when it strongly depends on the A price. To prevent this effect, use the tock function for trading multiple assets when required, and set TockTime to the tick resolution of the used historical data, or to TickTime in live trading.
However, I'm not allowed to run an asset loop in tock(). This results in an error:
Error 041: series/loops defined outside run!
It's not a big deal for me to work around this, but can this limitation be removed or is there a particular reason for this?
Thank you.
