Bug MTF on simple trade with the QUIT function ?

• 12/11/2018 at 9:15 PM #86889
  Meta Signals Pro

  Hi,

  Is the platform going nuts? I ask it to QUIT; well it does and then not (see image) …

  defparam cumulateorders = false // Money Management Capital = 1000 + strategyprofit n = capital/close timeframe (24 hours, updateonclose) EntryMT = DOpen(0) <8.05 // Entry Master TimeFrame timeframe (4 hours) Period=20 inner = 2*weightedaverage[ round( Period/2 ) ](close)-weightedaverage[Period](close) MMHULL=weightedaverage[ round( sqrt(Period) ) ]( inner ) TrailStop = MMHULL timeframe (default) // vente short if EntryMT then sellshort n shares at 7.95 stop //first stoploss: //exitshort at TrailStop stop exitshort at 7.1 limit //dynamicSL = TrailStop endif if shortonmarket[1] and not shortonmarket then quit endif

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  defparam cumulateorders = false   // Money Management Capital = 1000 + strategyprofit n = capital/close     timeframe (24 hours, updateonclose)   EntryMT = DOpen(0) <8.05  // Entry Master TimeFrame     timeframe (4 hours)   Period=20 inner = 2*weightedaverage[ round( Period/2 ) ](close)-weightedaverage[Period](close) MMHULL=weightedaverage[ round( sqrt(Period) ) ]( inner ) TrailStop = MMHULL   timeframe (default)   // vente short   if EntryMT then sellshort n shares at 7.95 stop //first stoploss: //exitshort at TrailStop stop exitshort at 7.1 limit //dynamicSL = TrailStop endif   if shortonmarket[1] and not shortonmarket then quit endif

   

   

  

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  12/12/2018 at 10:38 AM #86930
  Nicolas

  I can replicate the issue with your code. Even if the strategy has quit, the equity curve continue to evolve .. and there is no order at all on market!

  Could you please send a technical report with a link to this thread? I’ll do the same.

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  Nicolas

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  12/12/2018 at 10:48 AM #86932
  Nicolas

  Even without the TIMEFRAME instruction, I still get the same behavior, so it seems not related to MTF conditions.

  I think that the problem come the test made with ONMARKET, because if you GRAPH:

  graph shortonmarket[1] and not shortonmarket

  1	graph shortonmarket[1] and not shortonmarket

  you’ll see that this condition never happened (because the order is open and close in the same bar), but yet the strategy quit..

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  12/17/2018 at 10:23 AM #87263
  Nicolas

  Problem found and should be fixed in an upcoming version.

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  Nicolas

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  03/18/2019 at 10:15 AM #93932
  Nicolas

  FYI, this issue has been fixed and deployed in the current version.

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  Nicolas

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