Issue with time exit
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I have had an issue with my time exit during the last week. Can this have something to do with the change from summer to winter time?
I had one time exit set by:
DefPARAM Flatafter = 180000This one worked in backtest and on demo but not on my live account.
On a different strategy I had another one set by:
if time>220000 or (dayofweek=5 and time>210000) then exitshort at market sell at market endifWhat is strange with the second one is that in the back test the time exit is working correctly all until yesterday’s position which is still open. (see screen shot)
I do use the MFE trailing stop (https://www.prorealcode.com/blog/learning/trailing-stop-max-favorable-excursion-mfe/) in combination to the time exit on these two strategies but it has not been a problem before.
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Topic Details
| Forum: | ProOrder: Automated Strategies & Backtesting |
| Language: | English |
| Started: | 11/01/2017 |
| Status: | Active |
| Attachments: | 1 files |
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