AotoTrade not Triggering when backtest shows a trigger

• 09/08/2025 at 9:05 AM #250465
  pdrh

  Hi

  I have just started this algo on Autotrade on a 10 Sec TF  but the no trade was triggered when the backtest shows a trigger .

  Can anyone offer an explanation

  //————————————————————————-
  // Main code : ASX Daily close H/LV2.4(1)
  //————————————————————————-
  defparam cumulateorders = false
  DEFPARAM FLATBEFORE = 080000
  DEFPARAM FLATAFTER = 172900
  DM=0//Month=6//no trade for June
  If Month=MM and currentdayofweek=DW then
  NT=1
  else
  NT=0
  endif
  Start=080000
  If time=start then
  BT=0
  ST=0
  Flg=0
  RT=0
  Endif
  noentrybeforetime=008000
  noentryaftertime=170000
  timeenterbefore=time>=noentrybeforetime
  timeenterafter=time IntradayBarIndex)
  //——————————————-
  if low[2] < low[3] AND high[1] > low[2] AND low < low[2] THEN buyTrigger = high[1] endif // === 1-2-3 HIGH REVERSAL SETUP (SHORT) === if high[2] > high[3] AND low[1] < high[2] AND high > high[2] THEN
  sellTrigger = low[1]
  endif
  If close crosses over buytrigger and ind1>ind2 and OTD and TW Then
  BUY N CONTRACT AT market
  BT=BT+1
  SL= lstp
  TP=ltgt
  Endif
  If close crosses under selltrigger and TW and ind1strategyprofit and RT<2then
  Flg=1
  if ind1strategyprofit and RT<2 then
  if ind1>ind2 then
  buy 2*N contracts at market
  RT=RT+1
  SL=lstp1
  TP=ltgt1
  MK2=MK2+1
  endif
  endif
  set stop ploss SL
  set Target Pprofit TP
  

  

  pdrh

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  09/08/2025 at 9:23 AM #250470
  pdrh

  //------------------------------------------------------------------------- // Main code : ASX Daily close H/LV2.4(1) //------------------------------------------------------------------------- defparam cumulateorders = false DEFPARAM FLATBEFORE = 080000 DEFPARAM FLATAFTER = 172900 DM=0//Month=6//no trade for June If Month=MM and currentdayofweek=DW then NT=1 else NT=0 endif Start=080000 If time=start then BT=0 ST=0 Flg=0 RT=0 Endif noentrybeforetime=008000 noentryaftertime=170000 timeenterbefore=time>=noentrybeforetime timeenterafter=time<noentryaftertime TW=timeenterbefore and timeenterafter and not DM and not NT ind1=EXPONENTIALAVERAGE[SP](close) ind2=EXPONENTIALAVERAGE[LP](close) N=0.5 OTD = (Barindex - TradeIndex(1) > IntradayBarIndex) //------------------------------------------- if low[2] < low[3] AND high[1] > low[2] AND low < low[2] THEN buyTrigger = high[1] endif // === 1-2-3 HIGH REVERSAL SETUP (SHORT) === if high[2] > high[3] AND low[1] < high[2] AND high > high[2] THEN sellTrigger = low[1] endif If close crosses over buytrigger and ind1>ind2 and OTD and TW Then BUY N CONTRACT AT market BT=BT+1 SL= lstp TP=ltgt Endif If close crosses under selltrigger and TW and ind1<ind2 and OTD then Sellshort N contracts At market ST=ST+1 SL=sstp TP=stgt Endif If CurrentDayofweek=1 then M=2 else M=1 Endif If longonmarket[1] and not onmarket and strategyprofit[1]>strategyprofit and RT<2then Flg=1 if ind1<ind2 and Flg=1then sellshort M*N contracts at market RT=RT+1 SL=sstp1 TP=stgt1 MK=MK+1 endif endif If shortonmarket[1] and not onmarket and strategyprofit[1]>strategyprofit and RT<2 then if ind1>ind2 then buy 2*N contracts at market RT=RT+1 SL=lstp1 TP=ltgt1 MK2=MK2+1 endif endif set stop ploss SL set Target Pprofit TP

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  //------------------------------------------------------------------------- // Main code : ASX Daily close H/LV2.4(1) //------------------------------------------------------------------------- defparam cumulateorders = false DEFPARAM FLATBEFORE = 080000 DEFPARAM FLATAFTER = 172900 DM=0//Month=6//no trade for June If Month=MM and currentdayofweek=DW then NT=1 else NT=0 endif Start=080000 If time=start then BT=0 ST=0 Flg=0 RT=0 Endif noentrybeforetime=008000 noentryaftertime=170000 timeenterbefore=time>=noentrybeforetime timeenterafter=time<noentryaftertime TW=timeenterbefore and timeenterafter and not DM and not NT ind1=EXPONENTIALAVERAGE[SP](close) ind2=EXPONENTIALAVERAGE[LP](close) N=0.5   OTD = (Barindex - TradeIndex(1) > IntradayBarIndex) //------------------------------------------- if low[2] < low[3] AND high[1] > low[2] AND low < low[2] THEN buyTrigger = high[1] endif // === 1-2-3 HIGH REVERSAL SETUP (SHORT) === if high[2] > high[3] AND low[1] < high[2] AND high > high[2] THEN sellTrigger = low[1] endif If close crosses over buytrigger and ind1>ind2  and OTD and TW  Then BUY N CONTRACT AT market BT=BT+1 SL= lstp TP=ltgt Endif If close crosses under selltrigger and TW and ind1<ind2 and OTD then Sellshort N contracts At market ST=ST+1 SL=sstp TP=stgt Endif If CurrentDayofweek=1 then M=2 else M=1 Endif If longonmarket[1] and not onmarket and strategyprofit[1]>strategyprofit and RT<2then Flg=1 if ind1<ind2 and Flg=1then sellshort M*N contracts at market RT=RT+1 SL=sstp1 TP=stgt1 MK=MK+1 endif endif If shortonmarket[1] and not onmarket and strategyprofit[1]>strategyprofit and RT<2 then if ind1>ind2 then buy 2*N contracts at market RT=RT+1 SL=lstp1 TP=ltgt1 MK2=MK2+1 endif endif set stop ploss SL set Target Pprofit TP

  

  pdrh

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  09/08/2025 at 10:57 AM #250487
  cjr30

  Aunque no lo he mirado en profundidad, esta linea no esta incorrecta?
  noentrybeforetime=008000, no seria 080000

  2 users thanked author for this post.

  pdrh, robertogozzi

  

  cjr30

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  09/08/2025 at 10:58 AM #250488
  robertogozzi

  Here are some clues about those differences https://www.prorealcode.com/topic/backtesting-and-demo-account-algo-doesnt-match-live-algo/#post-175691.

   

  1 user thanked author for this post.

  Iván

  

  robertogozzi

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  09/08/2025 at 12:37 PM #250503
  GraHal

  pdrh wrote:

  no trade was triggered

  Might it be due to Instrument changes which have been made over this last weekend re DAX, see this Topic …

  https://www.prorealcode.com/topic/algo-stopped-position-closed/page/2/#post-250455

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  Iván

  

  GraHal

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  09/09/2025 at 7:14 AM #250534
  Nicolas

  Minimal order size? Try with 1 contract.

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  Iván

  

  Nicolas

  Keymaster

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