1 min candle – Entry Question

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  • 06/08/2021 at 7:42 AM #171369 quote
    TommyV101
    Participant
    New

    Hi,

    I have a question regarding my program.

    I use 1 min DAX .

    If the 8:01 bar closes above the high or below the low of the 08:00 bar then a trade in that direction is entered at 0802:00 ( there are a couple of other rules but probably not relevant) . What has happened on these recent occasions is that the trade has not happened but if I enter 08:03:00 as the trade end time then the trade is entered at 08:03:00 but basis the original rules eg what happens at end of 08:01 bar .

    Its as if PRT is not looking at the rules of the trade until after 08:02:00 so cannot enter until the next bar .

    Should the parameters be met, I would like the trade to enter @ 08.02 when the 08.01 candle ends.

    Any ideas?

    Appreciate any help

    Tommy

    06/08/2021 at 8:24 AM #171373 quote
    GraHal
    Participant
    Master

    Code is always read / actioned at the end of each candle and any trades are opened at the start of the next candle … does that help with your Issue?

    If you post your code then I’m sure we can help more if needed.

    06/08/2021 at 9:34 AM #171375 quote
    TommyV101
    Participant
    New

    Thanks .  Unfortunately the issue is sporadic and more often than not works as it should.  Makes it harder to diagnose.

    For example, I run the same strategy with different trades sizes across two accounts, there have been times where one account is executed at the correct time/candle and the other account is executed a minute later i.e the next candle.

    Why would one account work and not the other?

    Also, occasionally I am not filled (when I should) but when I run back test I would of been filled a minute later.

    Is there something in PRT that says if trade isn’t executed immediately you have to wait for next candle to close?

    06/08/2021 at 9:50 AM #171376 quote
    GraHal
    Participant
    Master

    Are you using the same value for spread in both accounts?

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1 min candle – Entry Question


ProOrder: Automated Strategies & Backtesting

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TommyV101 @tommyv101 Participant
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This topic contains 3 replies,
has 2 voices, and was last updated by GraHal
4 years, 8 months ago.

Topic Details
Forum: ProOrder: Automated Strategies & Backtesting
Language: English
Started: 06/08/2021
Status: Active
Attachments: No files
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