Dear Community,
in backtesting, my algo opens several positions within1 Candle (DAX – Timeframe 1mn)
I want to avoid “defparam cumulate orders = false”, because I want open another position if there is an entry conditions later a day, but not within the same candle.
Maybe, it is only a backtesting problem, I am not sure. Attached, I have simple code to demonstrate my problem.
Can anybody help me please?
Thanks in advance and best regards!
As I can read in your code, it’s impossible that more than 1 short trade is entered on the same candle on the 1-minute bar if you are using a 1-minute timeframe, because once the entry conditions are met they won’t be evaluated again until next bar.
It only may occur if you are using a lower timeframe.
Please post the code you are using and info about the default timeframe.