How often does PRT evaluate the code?

Forums ProRealTime English forum ProOrder support How often does PRT evaluate the code?

Viewing 6 posts - 16 through 21 (of 21 total)
  • #38424

    The problem is that it only happens when i run a strategy live and in live-strategies one can not use graph as you know. :-S

    #38427

    Yes of course, but in backtest you’ll be able to know the price of the stop level which are calculated, just to be sure that the tick size and decimal are correctly formatted to the instrument. With PRT-CFD all forex pairs have 3 or 5 decimals, but that is not the case with IG, so that’s why I’d like to know if the issue has something to deal with this (I’m not an IG customer).

    #38460

    I understand. I will try to investigate this little more and return when i have new information.

    Besides I want to say that your trailing stop code works really nicely!

    #39283

    Yesterday I had the opportunity to watch this strange behaviour again (it is happeining constantly for my strategies). It is always the same pattern. The position goes into profit and on a new bar the stoploss is moved to breakeven on the first move. If the price then advances further in the direction of the trade (gets more profitable) the stoploss moves two times again, alays after exactly one minute. So it moves to breakeven on the new bar (this time it was 5 min bars), after exactly 1 minute in the bar the stop moved up 1 point, 1 minute later (two minutes after the new bar began) it moves another 0.5 points. Then it sits still for the rest of the bar. So the stop is always moving to the full minute. That makes me think that PRT does something every minute even for strategies that run on longer timeframes.

    I tried to check with graph and the stoploss is calculated with 5 digits (1,XXXXX). The changes of the stoploss that happen within the bars one does not see in backtest with graph.

    #39291

    Please post the full code in order to replicate the problem.

    #39463

    I’m now travelling but the code is your trailing stoploss code (unmodified). It happens in all strategies running on forex pairs. I must watch it closely if it also happens with indices (I also run one strategy using your code on the dax, I must watch it next time it takes a trade).

Viewing 6 posts - 16 through 21 (of 21 total)

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