Bug MTF on simple trade with the QUIT function ?

Viewing 5 posts - 1 through 5 (of 5 total)
  • Author
    Posts
  • 12/11/2018 at 9:15 PM #86889 quote
    Meta Signals Pro
    Participant
    Veteran

    Hi,

    Is the platform going nuts? I ask it to QUIT; well it does and then not (see image) …

    defparam cumulateorders = false

// Money Management
Capital = 1000 + strategyprofit
n = capital/close


timeframe (24 hours, updateonclose)

EntryMT = DOpen(0) <8.05  // Entry Master TimeFrame


timeframe (4 hours) 

Period=20
inner = 2*weightedaverage[ round( Period/2 ) ](close)-weightedaverage[Period](close)
MMHULL=weightedaverage[ round( sqrt(Period) ) ]( inner )
TrailStop = MMHULL

timeframe (default)

// vente short

if EntryMT then 
sellshort n shares at 7.95 stop
 
//first stoploss:
//exitshort at TrailStop stop
exitshort at 7.1 limit
//dynamicSL = TrailStop
endif

if shortonmarket[1] and not shortonmarket then
quit
endif
    Image1.png Image1.png
    12/12/2018 at 10:38 AM #86930 quote
    Nicolas
    Keymaster
    Master

    I can replicate the issue with your code. Even if the strategy has quit, the equity curve continue to evolve .. and there is no order at all on market!

    Could you please send a technical report with a link to this thread? I’ll do the same.

    Meta Signals Pro thanked this post
    12/12/2018 at 10:48 AM #86932 quote
    Nicolas
    Keymaster
    Master

    Even without the TIMEFRAME instruction, I still get the same behavior, so it seems not related to MTF conditions.

    I think that the problem come the test made with ONMARKET, because if you GRAPH:

    graph shortonmarket[1] and not shortonmarket

    you’ll see that this condition never happened (because the order is open and close in the same bar), but yet the strategy quit..

    Meta Signals Pro thanked this post
    12/17/2018 at 10:23 AM #87263 quote
    Nicolas
    Keymaster
    Master

    Problem found and should be fixed in an upcoming version.

    Vonasi and Meta Signals Pro thanked this post
    03/18/2019 at 10:15 AM #93932 quote
    Nicolas
    Keymaster
    Master

    FYI, this issue has been fixed and deployed in the current version.

    Vonasi and Meta Signals Pro thanked this post
  • Author
    Posts
Viewing 5 posts - 1 through 5 (of 5 total)
  • You must be logged in to reply to this topic.

Bug MTF on simple trade with the QUIT function ?


ProOrder: Automated Strategies & Backtesting

New Reply
Author
author-avatar
Meta Signals Pro @kris75 Participant
Summary

This topic contains 4 replies,
has 2 voices, and was last updated by Nicolas
6 years, 11 months ago.

Topic Details
Forum: ProOrder: Automated Strategies & Backtesting
Language: English
Started: 12/11/2018
Status: Active
Attachments: 1 files
Logo Logo
Loading...
Do you like cookies? 🍪 We use cookies to ensure you get the best experience on our website. (Learn more)
©2026 ProRealCode - Trading & Coding with ProRealTime™