Cumulate orders working in backtest but not live trading

John Ren · 2017-08-31T11:19:54+00:00

I’ll copy and paste my code just in case I have something wrong here.. But I can’t work out what the problem is. I watch the backtest window work side-by-side the real window and they behave differently with the same code. The backtest opens cumulative orders but the live version does not… 🙁 DEFPARAM CumulateOrders = true // // Conditions to enter long positions indicator1 = MACD[12,26,9](close) c1 = (indicator1 CROSSES OVER -1) IF c1 THEN BUY 1 PERPOINT AT MARKET ENDIF // Conditions to enter short positions indicator3 = MACD[12,26,9](close) c3 = (indicator3 CROSSES UNDER 1) IF c3 THEN SELLSHORT 1 PERPOINT AT MARKET ENDIF // Stops and targets SET STOP pLOSS 20 SET TARGET pPROFIT 25

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08/31/2017 at 12:19 PM #45026 quote

John Ren
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I’ll copy and paste my code just in case I have something wrong here.. But I can’t work out what the problem is. I watch the backtest window work side-by-side the real window and they behave differently with the same code. The backtest opens cumulative orders but the live version does not… 🙁 DEFPARAM CumulateOrders = true // // Conditions to enter long positions indicator1 = MACD[12,26,9](close) c1 = (indicator1 CROSSES OVER -1) IF c1 THEN BUY 1 PERPOINT AT MARKET ENDIF // Conditions to enter short positions indicator3 = MACD[12,26,9](close) c3 = (indicator3 CROSSES UNDER 1) IF c3 THEN SELLSHORT 1 PERPOINT AT MARKET ENDIF // Stops and targets SET STOP pLOSS 20 SET TARGET pPROFIT 25

08/31/2017 at 12:31 PM #45027 quote

John Ren
Participant

New

Just realized I posted this in the wrong section. Sorry.. hopefully it can be moved 🙁

08/31/2017 at 12:33 PM #45029 quote

dreif123
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Average

spreads are the same ?
John Ren thanked this post

08/31/2017 at 12:49 PM #45030 quote

JC_Bywan
Moderator

Master

Hi, Yes don’t worry, I’ll move your post from ProScreener forum to ProOrder forum
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John Ren thanked this post

08/31/2017 at 1:02 PM #45033 quote

Despair
Blocked

Master

Just a mistake I made before that caused a similar problem. When you start your strategy live you must enter how many contracts the strategy is allowed to open. If this is for example is set to 1 your strategy will only open 1 contract and not cumulate even if you have activated it in your code.
John Ren thanked this post

08/31/2017 at 1:30 PM #45037 quote

John Ren
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New

Despair wrote:
Just a mistake I made before that caused a similar problem. When you start your strategy live you must enter how many contracts the strategy is allowed to open. If this is for example is set to 1 your strategy will only open 1 contract and not cumulate even if you have activated it in your code.
This must be it! Thanks a lot.
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