Demo strategy failed to close trade
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I just noticed that one of my demo strategies on live forward test failed to close some trades. One of the conditions for exit is simply to close the trades if close > high[1] but it failed to do this on the DJI daily despite the condition being met on 31 October and 5 November.
I have closed the trades manually and sent a technical report.
…and a third strategy that failed to sell on the close > high[1] condition.
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….and a fifth one on a yet another different account.
It seems that after a few months of most of my demo strategies failing to open any positions that now they are opening them they are now not closing them!
I have stopped sending reports as I think four reports is probably sufficient to high light the issue.
I have found a second strategy that failed to close when:
1OnMarket and close > Positionprice + (BarIndex - TradeIndex)and now just to confound things I have found a strategy that failed to close positions when the following condition was met:
1OnMarket and close > average[3]
There goes another bunch of forward testing time wasted.
When using daily candles DHigh(1) and High[1] will be exactly the same value.
Run this indicator to confirm it:
1return DHigh(1) as "DHigh[1]", High[1] as "High[1]"1 user thanked author for this post.
I found another four strategies across two platforms this morning that didn’t close positions when they should have.
This time the exit condition that was ignored was:
1close > positionprice1 user thanked author for this post.
…..and another one. This is an hourly strategy that had been working just fine. It closed a trade on Monday 29 October and opened a new trade one bar later. It should have closed this trade on 1 November but it did not.
Surely I am not the only one whose live strategies are failing to close any trades? Strangely I have two strategies that have been correctly closing positions over the last few days.
Surely I am not the only one whose live strategies are failing to close any trades?
When I get all my Platforms clear of non-running Systems and not currently being backtested Systems then I will start to check Fwd Test against Backtest performance / trades open & close etc.
Above is not currently something that I do other than a cursory look now and again and when I see a discrepancy I tend to think … oh it must be down to spread difference.
Now I think about it, I closed 5 or 6 Systems last night that had ongoing trades showing big losses and I thought to myself … I am never going to live with / tolerate those losses in Live running so I may as well close them and use the space more usefully!
I will check the above Systems (tonight) in case the long running trades are just not closing when they should have done! Fir info … all the Systems were based around 2 or 3 MA crossovers in case that is similar to your non closing anomalies Vonasi??
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