Trades not opening at set time and strategy stopped but still running!

Vonasi · Fri, 27 Jul 2018 14:24:37 +0000

I have been carrying out a test with two strategies to try to confirm what the spread actually is at set times of the day. One opens a long position at set times and the other a short position at the same times and then they both close them a minute later. They are programmed to open positions on every half hour and every hour. I have had them running on demo on the DJI minute chart since yesterday at 1430 BST – so for over 24 hours now. During that time both long and short strategies failed to open positions at 1830, 2100, 2230, 0830, and 1100. There are no rejected orders in my order list so the orders were never even created. Then at 1230 both strategies stopped opening positions completely. They are still shown as running in the list of strategies but there is a black line on the performance graph equity curve. See image: I’m thinking that they were stopped due to the following being set to 50: …but that does not explain why they both failed to open several positions during the 24 hour period. I will send a report to PRT. The code was simply this and the opposite for shorts positions: //------------------------------------------------------------------------- // Main code : Long Spread Test //------------------------------------------------------------------------- if time = 000000 then buy 1 contract at market endif if time = 010000 then buy 1 contract at market endif if time = 020000 then buy 1 contract at market endif if time = 030000 then buy 1 contract at market endif if time = 040000 then buy 1 contract at market endif if time = 050000 then buy 1 contract at market endif if time = 060000 then buy 1 contract at market endif if time = 070000 then buy 1 contract at market endif if time = 080000 then buy 1 contract at market endif if time = 090000 then buy 1 contract at market endif if time = 100000 then buy 1 contract at market endif if time = 110000 then buy 1 contract at market endif if time = 120000 then buy 1 contract at market endif if time = 130000 then buy 1 contract at market endif if time = 140000 then buy 1 contract at market endif if time = 150000 then buy 1 contract at market endif if time = 160000 then buy 1 contract at market endif if time = 170000 then buy 1 contract at market endif if time = 180000 then buy 1 contract at market endif if time = 190000 then buy 1 contract at market endif if time = 200000 then buy 1 contract at market endif if time = 210000 then buy 1 contract at market endif if time = 220000 then buy 1 contract at market endif if time = 230000 then buy 1 contract at market endif if time = 300000 then buy 1 contract at market endif if time = 013000 then buy 1 contract at market endif if time = 023000 then buy 1 contract at market endif if time = 033000 then buy 1 contract at market endif if time = 043000 then buy 1 contract at market endif if time = 053000 then buy 1 contract at market endif if time = 063000 then buy 1 contract at market endif if time = 073000 then buy 1 contract at market endif if time = 083000 then buy 1 contract at market endif if time = 093000 then buy 1 contract at market endif if time = 130000 then buy 1 contract at market endif if time = 113000 then buy 1 contract at market endif if time = 123000 then buy 1 contract at market endif if time = 133000 then buy 1 contract at market endif if time = 143000 then buy 1 contract at market endif if time = 153000 then buy 1 contract at market endif if time = 163000 then buy 1 contract at market endif if time = 173000 then buy 1 contract at market endif if time = 183000 then buy 1 contract at market endif if time = 193000 then buy 1 contract at market endif if time = 230000 then buy 1 contract at market endif if time = 213000 then buy 1 contract at market endif if time = 223000 then buy 1 contract at market endif if time = 233000 then buy 1 contract at market endif if onmarket then sell at market endif

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08/03/2018 at 12:05 PM #77464

Vonasi

So live behaviour is completely different to back test behaviour.

I received this from IG today:

Prorealtime have provided us with feedback and stated the following:

This is due to your code.

You had coded incorrectly some of your instructions:

“if time = 300000 then” should be “if time=003000 then”

“if time = 130000 then” should be “if time=103000 then”

“if time = 230000 then” should be “if time=203000 then”

Since you are on Athene hour and that the data is on London time the above instructions explain why the trades of 8h30 18h30 and 22h30 were not placed.

Regarding 21h and 11h trades they were placed by his strategy

So they have pointed out basically what we already know except for the fact that mine did place the trades at times not in the code and did miss other trades. I’m guessing that they back-tested rather than ran it live.

I will reply and ask them to have PRT read through this complete topic as the problems discovered have moved on a long way from my first support request.

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GraHal, robertogozzi

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Trades not opening at set time and strategy stopped but still running!

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