I now think what I said above was rubbish!!! 😀

Of course on your 4 dates there will be a time of 160000.

If a date does not include a time (i.e. not a full date time group) does PRT assume a time of 000000 or 000001 or whatever … does anybody know?

Disregard most of what I said in the my last 2 or 3 posts.

If you run the last System you posted (including Time = 160000) but run on  10K bars then 15k bars then 25k bars then 50k bars then 100k bars … you will see that 5 trades could be opened (to Aug 23) by your System.

The trade opened in Dec 2023 stays open throughout 2024 and so the 2 dates you show in your code in 2024 cannot take a trade because you use If Not Longonmarket.

Delete If Not Longonmarket and make DEFPARAM CumulateOrders = True (not False as currently) and attached is the result … 5 trades opened.

Screenshot-2024-07-20-190926.png

I am also with IG so that is one factor eliminated.

Did you do what I suggested above?  You can see my results as evidence your code works so you must be something different than I did?

Have you deleted Not Longonmarket and made cumulativeorders = True

From my screenshot, I note that I ran your code on DJI, 1 Hour TF and 200k bars … are you doing exactly the same?