Cumulating Orders ???

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08/04/2018 at 10:10 AM #77528 quote
robertogozzi
Moderator

Master
Why this code, on Eur/usd, daily TF, opens/closes thousound of trades from the beginning to today
```
defparam cumulateorders = false
if onmarket then
   sell at market
endif
buy at market
```
while, if I remove or comment out line 1, it only opens one trade (still runnung today)?
08/04/2018 at 10:37 AM #77530 quote

Vonasi
Moderator

Master

It is as if with it removed the buy and sell just cancel each other out but in the real world you would sell and then buy at a different price because of spread so they should not behave as they are doing.

With DEFPARAM CUMULATEORDERS = FALSE we have the additional issue that it only opens a trade on every other day when what it should do is close one trade and open another at the same time – but it waits one candle before opening a new trade. Did you not say in the other discussion about this that in real live trading this does not happen? If so then it is a major difference between back testing and live trading.

[attachment file=77531]

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08/04/2018 at 11:04 AM #77533 quote

robertogozzi
Moderator

Master

I’m afraid so.

I hope someone at PRT takes a look at our posts once in a while to address some issues.

08/04/2018 at 11:30 AM #77535 quote

Vonasi
Moderator

Master

I replied to their email and IG said that they were asking PRT to re-investigate these issues.
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Cumulating Orders ???

ProOrder: Automated Strategies & Backtesting

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robertogozzi @robertogozzi Moderator

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This topic contains 3 replies,
has 2 voices, and was last updated by Vonasi
7 years, 6 months ago.

Topic Details

Forum:	ProOrder: Automated Strategies & Backtesting
Language:	English
Started:	08/04/2018
Status:	Active
Attachments:	1 files

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