Exit not at the end of the bar

• 06/06/2016 at 3:18 PM #8885
  deleted190722

  Hi, does anyone knows why my TS even if has not SL o TP it does some exit in the middle of the bar and not exactly at the start of it?

  Some example in the attached picture… I use IG Market demo account to test.

  The code is the supertrend that I have posted in the library:

   

  //------------------------------------------------------------------------- // Codice principale : Supertrend //------------------------------------------------------------------------- defparam cumulateorders = false //PARAMETRI VARIABILI OraInizio =8 OraFine = 18 numerocontratti = 1 //PARAMETRI FISSI mm = 10 BB = 25 ATRvolaDown = 15 ATRvolaUp = 25 ATR = 14 x = 2.5 supertrendLow = 3 SupertrendUp = 10 EMA=exponentialaverage[mm](close) BBmiddle= (BollingerUp[BB](close)+BollingerDown[BB](close))/2 ora=currenthour condizioneday= ora > OraInizio and ora < OraFine condizionevola= AverageTrueRange[ATRvolaDown](close)>AverageTrueRange[ATRvolaUp](close) // Condizioni per entrare su posizioni long IF NOT LongOnMarket and condizioneday and Close < Supertrend[supertrendLow,SupertrendUp] and close > ema and condizionevola THEN BUY numerocontratti CONTRACTS AT MARKET stopprice=AverageTrueRange[ATR](close)*x ENDIF // Condizioni per uscire da posizioni long If LongOnMarket AND Close > Supertrend[supertrendLow,SupertrendUp] and close < BBmiddle and close < EMA THEN SELL AT MARKET ENDIF // Condizioni per entrare su posizioni short IF NOT ShortOnMarket and condizioneday and Close > Supertrend[supertrendLow,SupertrendUp] and close < ema and condizionevola THEN SELLSHORT numerocontratti CONTRACTS AT MARKET stopprice=AverageTrueRange[ATR](close)*x ENDIF // Condizioni per uscire da posizioni short IF ShortOnMarket AND Close < Supertrend[supertrendLow,SupertrendUp] and close > BBmiddle and close > ema THEN EXITSHORT AT MARKET ENDIF // Stop e target: Inserisci qui i tuoi stop di protezione e profit target set stop ploss stopprice

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  //------------------------------------------------------------------------- // Codice principale : Supertrend //------------------------------------------------------------------------- defparam cumulateorders = false   //PARAMETRI VARIABILI OraInizio =8 OraFine = 18 numerocontratti = 1   //PARAMETRI FISSI mm = 10 BB = 25 ATRvolaDown = 15 ATRvolaUp = 25 ATR = 14 x = 2.5 supertrendLow = 3 SupertrendUp = 10         EMA=exponentialaverage[mm](close) BBmiddle= (BollingerUp[BB](close)+BollingerDown[BB](close))/2       ora=currenthour condizioneday= ora > OraInizio and ora < OraFine condizionevola= AverageTrueRange[ATRvolaDown](close)>AverageTrueRange[ATRvolaUp](close)   // Condizioni per entrare su posizioni long   IF NOT LongOnMarket and condizioneday and Close < Supertrend[supertrendLow,SupertrendUp] and close > ema and condizionevola THEN BUY numerocontratti CONTRACTS AT MARKET stopprice=AverageTrueRange[ATR](close)*x ENDIF   // Condizioni per uscire da posizioni long If LongOnMarket AND Close > Supertrend[supertrendLow,SupertrendUp] and close < BBmiddle and close < EMA THEN SELL AT MARKET ENDIF   // Condizioni per entrare su posizioni short IF NOT ShortOnMarket and condizioneday and Close > Supertrend[supertrendLow,SupertrendUp] and close < ema and condizionevola THEN SELLSHORT numerocontratti CONTRACTS AT MARKET stopprice=AverageTrueRange[ATR](close)*x ENDIF   // Condizioni per uscire da posizioni short IF ShortOnMarket AND Close < Supertrend[supertrendLow,SupertrendUp] and close > BBmiddle and close > ema THEN EXITSHORT AT MARKET ENDIF   // Stop e target: Inserisci qui i tuoi stop di protezione e profit target set stop ploss stopprice

   

  

  deleted190722

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  06/06/2016 at 3:33 PM #8890
  Nicolas

  It might be your stoploss that exit trades in a middle of a bar.

  Also you have set your stoploss with pLOSS which need “point” values and not real digit ones like your “stopprice” variable which is set among ATR.

  

  Nicolas

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  06/06/2016 at 8:06 PM #8893
  deleted190722

  I will try to change the pLOSS but the variable Stopprice cannot change in the middle of a bar. It is the ATR of Hour timeframe. The value of it change at every new bar. Cannot change in the middle of it. In the backtest it works properly…

   

  Thanks for help Nicolas! I always appriciate.

  David

   

  

  deleted190722

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