Weird results for one position with and without defparam cumulate orders

• 02/07/2019 at 4:57 PM #90765
  GraHal

  Vonasi wrote:

  This means that it is impossible to stay on the market two candles in a row.

  So with  CUMULATEORDERS = FALSE (as I use on all mine!) how then do we have loads of Systems that do stay onmarket for many bars in a row?

  

  GraHal

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  02/07/2019 at 5:08 PM #90767
  Vonasi

  GraHal wrote:

  how then do we have loads of Systems that do stay onmarket for many bars in a row?

  Because they don’t send a BUY and a SELL order at the bars close. If you send no orders then you obviously stay on the market. If you send just a SELL order then you exit market and have no position in the next bar but if your strategy does decide to both SELL and to BUY and you have it set to FALSE then you do miss that opportunity to stay on the market for the next candle.

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  GraHal

  

  Vonasi

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