Confused by Rejections & Price Levels

GraHal · Thu, 28 Feb 2019 22:17:17 +0000

As you will see from attached … I had a rejection on 27 Feb 19 22:15:11 @£25,958.7. I also had an executed Sell to Close on 27 Feb 19 22:15:11 @ £26,008.9. The System was stopped due to 12 Rejections and no Sell to Close is recorded on System Perf under Closed Position List, see also Orders List for evidence of System Stop on 27 Feb 19 22:15:11. (As for a backtest of the same System … a buy was executed on 27 Feb 19 at 22:15 @ 26,013.7 … but I guess that is just confusing it even more!? :) ) Any thoughts / comments much appreciated. Thank You GraHal

This topic has 1 reply, 1 voice, and was last updated 5 years ago by GraHal.

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02/28/2019 at 11:17 PM #92578

GraHal

As you will see from attached …

I had a rejection on 27 Feb 19 22:15:11 @£25,958.7.

I also had an executed Sell to Close on 27 Feb 19 22:15:11 @ £26,008.9.

The System was stopped due to 12 Rejections and no Sell to Close is recorded on System Perf under Closed Position List, see also Orders List for evidence of System Stop on 27 Feb 19 22:15:11.

(As for a backtest of the same System … a buy was executed on 27 Feb 19 at 22:15 @ 26,013.7 … but I guess that is just confusing it even more!? :) )

Any thoughts / comments much appreciated.

Thank You
GraHal

GraHal
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02/28/2019 at 11:20 PM #92583

GraHal

For reference … attached is the Backtest values mentioned in above post.

GraHal
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