Forums ProRealTime English forum ProOrder support Discussing the strategy VECTORIAL DAX (M5) Reply To: Discussing the strategy VECTORIAL DAX (M5)

#112077

And first of all, many thanks to the people involved in creating that M5 Dax strategy.

I put the 6.2 in production yesterday and have been very surprised to see the backtest taking a buy order this morning, closing his losing short order, while on my account nothing happened. A friend of mine who’s got developer’s skills has been looking into the code, and is considering that might be linked to the code’s length which would not be compliant with some timeout implementend by PRT. We are not sure of anything though as some of you seem to be using that code without any problem. Anyone with an idea?

Hello ! Yes very interesting work from Balmora, Paul and Fifi !

TradingFred, the order your refer to is a reversal order : the system considered the last position already taken was in the wrong direction and inversed it. So if you just started yesterday this system, you didn’t have any position running, so no inversion of position.

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