"Ghost operations" with low TF robots
-
Thanks Grahal for the support! 🙂 At the begining I thought the same, that it should be a problem with the code but I´ve been programming with PRT for several years now, I am used to find errors in the code and here I can´t see the problem. As it happen in different systems but only with low TF, and the higher TF systems have similar code for entries and exits and doesn´t happen made think that it could be something else, not the code. Also it doesn´t happen in backtest only in Live.
Nicholas, it happened in Live. Now I have put these systems in Demo to see if it happens also there.
It´s also interesting that I shared these systems with a mate and he had also “ghost operations” but not the same as me, in different days.
Anybody is running systems in the <5m TF? If nobody else is happenning it should be my code. You can check just looking for the operations with only 1 or 2 candles duration in the report. As I said before these operations open and close in the same second
I just realized something really really weird about these ghost operations…
As I said before these “1 second” operations doesn´t appear in backtest but nevertheless their loss seems to be included in other normal operation in the backtest. For example the same day in backtest there is only one operation with a 100€ loss but in real there is 2 operations: one with a 90€ loss and another one “ghost operation” (open and close in the same second) with a 10€ loss.
The amounts are not exact for backtest and real but aproximately for all the operations I checked it seems that is happening. The images attached are a real case
Now I really don´t understand NOTHING
The backtest operation
in real there is 2 operations: one with a 90€ loss and another one “ghost operation” (open and close in the same second) with a 10€ loss.
It seems like an IG money balancing transaction due to exchange rates or some other weird thing??
However above assumes that backtest has the correct exchange rate and Real Live does not
I think we have reached the stage where we need to ask IG … keep it simple with minimum words and one screen shot?
You could just say / email to IG …
Please could you explain what is the – 1 second bar – transaction at the red arrow on attached 2 min Timeframe Order List?
Note that there is another transaction at the exact same time -see blow arrow.
This operations OPEN AND CLOSE IN THE SAME SECOND and always with losses than can go from a few euros to 61€ in one case. See image attached for examples.
@TempusFugit, looking at your picture, I highlight the link (for 22-Mar 12:50, there is also another link I didn’t draw it), it seems like maybe your condition is not protected by IF NOT ONMARKET or IF NOT LONGONMARKET, etc…
I had it before when not protecting the condition, I think the code run from top to down, so the code could have fulfill both long and short conditions thus both get executed.
A dummy example like below, the trade can close at the same second sometimes
M1RSI = AverageTrueRange[14](close) C1 = RANGE > 2 AND M1RSI > 5 C2 = RANGE > 3 AND M1RSI > 5 // Conditions to enter long positions IF C1 THEN BUY 1 CONTRACTS AT MARKET ENDIF // Conditions to enter short positions IF C2 THEN SELLSHORT 1 CONTRACTS AT MARKET ENDIF
- You must be logged in to reply to this topic.
Author
Summary
This topic contains 36 replies,
has 5 voices, and was last updated by 
5 years, 7 months ago.
Topic Details
| Forum: | ProOrder: Automated Strategies & Backtesting |
| Language: | English |
| Started: | 07/01/2020 |
| Status: | Active |
| Attachments: | 13 files |
