Autotrade triggers an entry before the Backtest entry

• 03/19/2025 at 5:21 AM #245024
  pdrh

  defparam cumulateorders = false DEFPARAM FLATBEFORE = 100000 //UTC DEFPARAM FLATAFTER = 155900 //UTC noentrybeforetime=101300 noentryaftertime=160000 timeenterbefore=time>=noentrybeforetime timeenterafter=time<noentryaftertime IF time = 160000 THEN // UTC Time EntryPrice = DClose(0) ENDIF N=2 Start=100000 If time=start then Lrt=0 Srt=0 St=0 Lt=0 Endif //Timeframe(1minutes,updateonclose) up = PRTBandsUp dn = PRTBandsDown if close crosses over up and trend <= 0 then trend = 1 elsif close crosses under dn and trend >= 0 then trend = -1 endif StartTrade=101300 If Time=startTrade then OPN=open endif //OTD = (Barindex - TradeIndex(1) > IntradayBarIndex) IF Trend=1 AND Lt<1 and OPN >entryprice and timeenterbefore and timeenterafter THEN// BUY N CONTRACT AT MARKET SL= lstp TP=ltgt Lt=Lt+1 ELSIF trend=-1 AND St<1 and OPN< entryprice and timeenterbefore and timeenterafter THEN// SELLSHORT N CONTRACT AT MARKET SL= sstp TP=stgt St=St+1 ENDIF If longonmarket[1] and not onmarket and Strategyprofit[1]>strategyprofit and Lrt<1 and St<1 and trend=-1 then sellshort 1*N contract at market SL= Rlstp TP=Rltgt Lrt=Lrt+1 endif If shortonmarket[1] and not onmarket and strategyprofit[1]>strategyprofit and Srt<1 and Lt<1 and trend=1 then Buy 1*N contract at market SL= Rsstp TP=Rstgt Srt=Srt+1 endif set stop ploss SL set Target Pprofit TP

  1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49 50 51 52 53 54 55 56 57 58

  defparam cumulateorders = false DEFPARAM FLATBEFORE = 100000 //UTC DEFPARAM FLATAFTER = 155900 //UTC noentrybeforetime=101300 noentryaftertime=160000 timeenterbefore=time>=noentrybeforetime timeenterafter=time<noentryaftertime   IF time = 160000 THEN // UTC Time EntryPrice = DClose(0) ENDIF N=2 Start=100000 If time=start then Lrt=0 Srt=0 St=0 Lt=0 Endif //Timeframe(1minutes,updateonclose) up = PRTBandsUp dn = PRTBandsDown if close crosses over up and trend <= 0 then trend = 1 elsif close crosses under dn and trend >= 0 then trend = -1 endif   StartTrade=101300 If Time=startTrade then OPN=open endif //OTD = (Barindex - TradeIndex(1) > IntradayBarIndex) IF Trend=1 AND Lt<1 and OPN >entryprice  and timeenterbefore and timeenterafter THEN// BUY N CONTRACT AT MARKET SL= lstp TP=ltgt Lt=Lt+1 ELSIF trend=-1  AND St<1 and OPN< entryprice   and timeenterbefore and timeenterafter THEN// SELLSHORT N CONTRACT AT MARKET SL= sstp TP=stgt St=St+1 ENDIF If longonmarket[1] and not onmarket and Strategyprofit[1]>strategyprofit and Lrt<1 and St<1 and trend=-1 then sellshort 1*N contract at market SL= Rlstp TP=Rltgt Lrt=Lrt+1 endif If shortonmarket[1] and not onmarket and strategyprofit[1]>strategyprofit and Srt<1 and Lt<1 and trend=1 then Buy 1*N contract at market SL= Rsstp TP=Rstgt Srt=Srt+1 endif set stop ploss SL set Target Pprofit TP

  

  pdrh

  Participant

  Topics: 33

  Replies: 36

  Been thanked: 3 times
  03/19/2025 at 5:28 AM #245026
  pdrh

  The White line is the previous days close

  

  pdrh

  Participant

  Topics: 33

  Replies: 36

  Been thanked: 3 times
  03/19/2025 at 3:21 PM #245057
  robertogozzi

  Add the ITF files, as some variables are missing.

   

  1 user thanked author for this post.

  pdrh

  

  robertogozzi

  Moderator

  Topics: 69

  Replies: 17471

  Been thanked: 4242 times
  03/19/2025 at 9:44 PM #245061
  pdrh

  The White line is the previous days close which is the entry price in the code

  

  pdrh

  Participant

  Topics: 33

  Replies: 36

  Been thanked: 3 times
  03/21/2025 at 2:59 PM #245124
  robertogozzi

  Dclose(0) is today’s closing price (the current price), the previous day’s closing price is Dclose(1).

  1 user thanked author for this post.

  Iván

  

  robertogozzi

  Moderator

  Topics: 69

  Replies: 17471

  Been thanked: 4242 times
• Author
  Posts