Why does my strategy take 3 positions at the same time?

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  • #214572 quote
    SnorreDK
    Participant
    Junior

    I need help to understand CumulateOrders = True

    Why does my strategy take 3 positions at the same time? Se attached

     

    DEFPARAM CumulateOrders = True
    PositionSize=1 //1=746 EUR
    
    If RSI[14](close)  < 70 then
    buy PositionSize CONTRACT AT MARKET
    SET STOP %LOSS 2
    set target %profit 2
    Endif
    test.jpg test.jpg
    #214574 quote
    Nicolas
    Keymaster
    Master

    In backtests it should not. Is it real or demo trading?

    #214575 quote
    SnorreDK
    Participant
    Junior

    Demo backtest

    #214577 quote
    SnorreDK
    Participant
    Junior

    Same for Proreltime Complete in backtest

    complete.jpg complete.jpg
    #214579 quote
    phoentzs
    Participant
    Master

    He buys on every bar where the RSI is below 70… maybe use “crosses under” instead?

    #214580 quote
    SnorreDK
    Participant
    Junior

    instead of change to “crosses under”. Is it possible to make tha strategy to only take 1 position/bar

    #214581 quote
    GraHal
    Participant
    Master

    3 positions at the same time?

    It doesn’t for me, see attached, EURUSD 1 Hour TF.

    Screenshot-2023-05-12-095233.png Screenshot-2023-05-12-095233.png
    #214584 quote
    Nicolas
    Keymaster
    Master

    Code is read only once at Close, so BUY should be made only once and therefore no cumulation on the same bar.

    What you observed are orders closed at the same time by your breakeven or trailing stop SELL orders. If you want to get the precise time of entries of your BUY orders, look at “Orders list” in the detailed report.

    #214585 quote
    SnorreDK
    Participant
    Junior

    Hi.

    You are correct Nicolas.

    Its only one buy-position. See attached

    orderslist.jpg orderslist.jpg
    #214599 quote
    ZeroCafeine
    Participant
    Senior

    yes this may well be the cause as the condition is still true, I discovered this same issue a few days ago before tearing my hair out 😆

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Why does my strategy take 3 positions at the same time?


ProOrder: Automated Strategies & Backtesting

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SnorreDK @snorredk Participant
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This topic contains 9 replies,
has 5 voices, and was last updated by ZeroCafeine
2 years, 9 months ago.

Topic Details
Forum: ProOrder: Automated Strategies & Backtesting
Language: English
Started: 05/12/2023
Status: Active
Attachments: 4 files
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