How often does PRT evaluate the code?

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Viewing 15 posts - 1 through 15 (of 21 total)
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  • 06/08/2017 at 8:43 AM #37800
    Despair

    I wonder how often PRT evaluates the code

    I thought it was only once every bar but yesterday I saw one of my strategies (running on a 15M chart) moving its trailing stop loss in the middle of a candle (even several times approx. 1 minute apart) what got me a little bit confused.

    06/08/2017 at 9:35 AM #37802
    Nicolas

    One time per bar as you already know (until multi timeframe support). You saw the IG server side trailing stop done its job, because you certainly used “SET STOP TRAILING” in your code.

    06/08/2017 at 2:41 PM #37830
    Despair

    Actually i did not! I used your code for the trailing stop Nicolas!

    06/08/2017 at 3:54 PM #37833
    Nicolas

    Are you sure you were watching the same timeframe on your chart as the one you launch your code on?

    06/08/2017 at 5:34 PM #37841
    Despair

    Yes, 100% sure. I will next time send you a picture of my order list. There you will see that orders come in approx once per minute though the strategy runs on 15min chart.

    I saw this happening before when a strategy tries to set a stop that is closer than the minimum stop distance. Maybe this was there the case also when I saw it!

    That would be the next question. How exactly does PRT treat such refused orders? I saw PRT resends the stop order every minute but I also saw PRT changing the stop limit when resending!

    After 12 attempts the position is closed that I witnessed.

    Can you explain what exactly at this refusions?

    06/08/2017 at 6:19 PM #37844
    Despair

    …happens at this refusions.

    06/08/2017 at 10:06 PM #37856
    GraHal

    Be useful to record a video of it happening with your phone then post on here?

    Lots on here use Nicolas Trailing Stop code so it would prove a useful reference source?

    06/09/2017 at 7:02 PM #37913
    Despair

    I will film it. It happened today again but I wasn’t in front of the screen. At least I received 4 notifications to my mobile within one candle that the stop was changed. And it always only changes very little. Look at the attached pics. Within 2min the stop changed several times. This is from a strategy that runs on 15min chart.

    06/15/2017 at 10:25 AM #38327
    Despair

    This one still puzzles me. I have right now a position open in GPD/USD and the strategy has moved the stop loss 4 times during the same candle. Always just a little bit like 0.1-0.5 but it moves arround during the candle.

    And this is with Nicolas trailing stop loss code and not the builtin PRT trailing stop loss.

    06/15/2017 at 11:25 AM #38336
    GraHal

    Video of it happening in real time and the code and maybe you get some suggestions off here from helpful members?

    Without more to go on, it’s a guessing game?

    06/15/2017 at 11:56 AM #38339
    Despair

    I was watching it all morning but it is hard to film because the stop loss only moves really little like (0.1). But i attached pictures that show the notifications i get to my mobile on every change of stop loss. Isnt that better than a video?

    The code that causes that is Nicolas trailing stop loss which is known. I made no changes to it. I can not see another explanation as that the code is evaluated several times during the same candle.

    I am not upset about this occuring. I just do not understand it. I use Nicolas trailing stop loss code in several strategies and all behave like this.

    06/15/2017 at 6:15 PM #38378
    GraHal

    Only (daft) thing I can think of is … might the spread be widening just as Nicolas TS code moves the stops and it’s dithering sort of?

    Maybe others have had this, but they not noticed or, as you say, it’s such a small amount they not bothered? But if it moves at all then it leaves one thinking that it might move a large amount when you are sleeping!!? 🙁

    Cheers
    GraHal

    06/15/2017 at 10:01 PM #38392
    Despair

    I watched it today several times. Usually when this occurs the stop moves 1-3 times within the first minute of a new candle. Usually always 0.1-0.2 pips. Then the stop sits still until the next candle begins. But today it happened one time that the stop moved 3 times within the first minute. then it sat still but 2 minutes later i jumped up 0.5 pips.

    All this little moves are always towards the price, moving the stop closer and closer. I get the impression that this sometimes causes the positions to close prematurely.

    06/15/2017 at 10:19 PM #38393
    Eric

    maybe it have something to do with minimum stop distance? (and the variable spread on forex)

    how close is the stop to price when it moves?

    06/16/2017 at 10:05 AM #38418
    Nicolas

    Did you GRAPH in backtest the stop level calculated by the code? I think of rounding value wrongly interpreted by the IG server .. But not sure at all!

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