Exit and Reenter same bar

dburgh · Tue, 08 May 2018 12:36:09 +0000

Hello, Is it possible to have a strategy exit on the next open but then re-enter on that same open for next trade? For example, in an existing position on Monday. On Monday’s close the exit condition is true (and so is the entry condition). So on Tuesday’s open we should exit existing trade but also enter next trade (because of Monday’s signal). Any help is greatly appreciated, Dburgh

This topic has 37 replies, 4 voices, and was last updated 7 years ago by dburgh.

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05/15/2018 at 1:07 AM #70444

robertogozzi

As already stated, no trade last more than one bar, as you can see from the screenshot on DAX daily.

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05/15/2018 at 1:12 AM #70446

dburgh

Awesome – can you please provide the code? If you’re using the same EXACT code as I have posted in my last image then can you think of any reason why we would not see the same results? Is there some PRT setting I am unaware of?

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05/15/2018 at 1:20 AM #70447

robertogozzi

The code is the one Nicolas wrote and you are using.

I have only changed time settings in the options to set trading hours for DAX to the standard trading hours (IG keeps it open even on the weekend and some hours overnight), Mon-Fri 07am-09pm UTC (08-22 CET).

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05/15/2018 at 1:28 AM #70448

dburgh

hmm. i cannot seem to get different results.

dburgh
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05/15/2018 at 7:03 AM #70453

Nicolas

I made tests through PRT software version and it doesn’t work like it does with PRT-CFD/IG. So I guess there is a different behavior between the two versions of the platform, I’ll try to know why today with a phone call with ITF.

Also, bear in mind that automatic trading is still not possible with PRT Software / Interactive Broker.

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05/15/2018 at 11:45 AM #70477

dburgh

Ok, thank you very much! Please keep me posted. I am glad it is not just me!

Thanks,

David

dburgh
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05/16/2018 at 3:07 PM #70633

dburgh

Any update or fix to this issue?

Thanks,

David

dburgh
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05/21/2018 at 12:31 PM #71004

dburgh

Hey guys, what’s the latest? Should I just assume this functionality is not universally supported yet and tell others that cannot expect perfect results with PRT? i am not sure how to proceed. Thanks

dburgh
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