1 min candle – Entry Question

TommyV101 · Tue, 08 Jun 2021 06:42:50 +0000

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

This topic has 3 replies, 2 voices, and was last updated 2 years ago by GraHal.

Viewing 4 posts - 1 through 4 (of 4 total)

06/08/2021 at 7:42 AM #171369

TommyV101

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

TommyV101
Participant

Topics: 6
Replies: 7
Been thanked: 0 times

06/08/2021 at 8:24 AM #171373

GraHal

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.

GraHal
Participant

Topics: 203
Replies: 8377
Been thanked: 2024 times

06/08/2021 at 9:34 AM #171375

TommyV101

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?

TommyV101
Participant

Topics: 6
Replies: 7
Been thanked: 0 times

06/08/2021 at 9:50 AM #171376

GraHal

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

GraHal
Participant

Topics: 203
Replies: 8377
Been thanked: 2024 times
Author

Posts

Viewing 4 posts - 1 through 4 (of 4 total)

Find exclusive trading pro-tools on