Exit and Reenter same bar

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  • 05/15/2018 at 1:07 AM #70444 quote
    robertogozzi
    Moderator
    Master

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

    Dax.jpg Dax.jpg
    05/15/2018 at 1:12 AM #70446 quote
    dburgh
    Participant
    Average

    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?

    05/15/2018 at 1:20 AM #70447 quote
    robertogozzi
    Moderator
    Master

    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).

    05/15/2018 at 1:28 AM #70448 quote
    dburgh
    Participant
    Average

    hmm. i cannot seem to get different results.

    PRT_Example8.png PRT_Example8.png
    05/15/2018 at 7:03 AM #70453 quote
    Nicolas
    Keymaster
    Master

    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.

    05/15/2018 at 11:45 AM #70477 quote
    dburgh
    Participant
    Average

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

    Thanks,

    David

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

    Any update or fix to this issue?

    Thanks,

    David

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

    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

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Exit and Reenter same bar


ProOrder: Automated Strategies & Backtesting

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dburgh @dburgh Participant
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This topic contains 37 replies,
has 4 voices, and was last updated by dburgh
7 years, 9 months ago.

Topic Details
Forum: ProOrder: Automated Strategies & Backtesting
Language: English
Started: 05/08/2018
Status: Active
Attachments: 12 files
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