Weird results for one position with and without defparam cumulate orders

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    GraHal
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    Master

    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?

    #90767 quote
    Vonasi
    Moderator
    Master

    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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Weird results for one position with and without defparam cumulate orders


ProOrder: Automated Strategies & Backtesting

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Vonasi @vonasi Moderator
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This topic contains 16 replies,
has 3 voices, and was last updated by Vonasi
7 years ago.

Topic Details
Forum: ProOrder: Automated Strategies & Backtesting
Language: English
Started: 02/05/2019
Status: Active
Attachments: 8 files
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