@GraHal: I looked into how to use the GRAPH function and it took me a while to figure it out. I applied it to the 10min chart and then realized it is probably easier to check it manually because I have used the MAX formula on multiple timeframes (4hr, 1hr, and the main timeframe: either 10min/15min/30m).

So I went manually over 6 trades from yesterday that were not executed and checked if open=close on all timeframes, but it was not the case with any of the trades. This means that the MAX formula was able to successfully solve the division by zero error but it is not responsible to the non-execution of the trades.

One problem solved and a new one created. 🙁

Last night then I had another idea. My code for long and short trades has been and still is separate for ProBacktest as each is about 1200 lines long and testing is a bit faster keeping them separate. However for trading I wanted them to be together eventually as I otherwise would have to setup and manage 60 trading systems (10 FX pairs, 3 timeframes, 2 directions – long and short). By putting long and short together in one big system the total number of systems would be reduced to 30. So I created a combined version which I’ve been testing since last week.

My thought was, maybe 2400 lines is too long for ProRealTime to execute without screwing up? Do you have any experience with extreme long systems?

So last night I took out all the systems and put in separate systems for EURUSD, AUDUSD and USDCAD which makes already 18 systems (2 directions, 10m/15m/30m). To my surprise, so far overnight until now, all the trades that show up in ProBacktest have been taken as trades in my demo account. No trades was missed. It’s strange. Could be a coincidence maybe.

Long-term I really want long and short to be together in one system as I don’t want to have to manage 60 system all the time. So the problem is not really solved in the end.

So what I will do tonight is, I’ll put them again together and see if the problem occurs again.

Do you have any other idea how to approach it? How would a profession programmer approach this issue of seeing trades in ProBacktest and and not having them executed in demo trading?