Multiple orders in 1 bar!

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  • #50118 quote
    Mansoor
    Participant
    Average

    Bonjour!

    I have a simple code which is creating a strange backtest result. 13 orders in 1 bar. Ooh La La!! Any idea what’s going on?

    S-2017-10-21-at-22.38.36-.png S-2017-10-21-at-22.38.36-.png S-2017-10-21-at-22.39.06-.png S-2017-10-21-at-22.39.06-.png S-2017-10-21-at-22.43.41-.png S-2017-10-21-at-22.43.41-.png
    #50122 quote
    JC_Bywan
    Moderator
    Master

    Hi, well there’s what I think is a bug with ig data orders time and graphical elements time since v10.3 on PRT between midnight and 1 am we have here in France, my hypothesis so far was that it could be a data storage problem between IG and PRT and anything happening between midnight french time and midnight uk time (= 1am french time) ended up drawn at 1 am when both zones are “next day”. If you have data displayed in a timezone 5h ahead of uk, it could be consistent with that hypothesis, if not either the hypothesis for our 1am problem was wrong in the first place, or it’s not related… But looking at your graphs your 5am looks damn similar to our 1am problem over here…

    Edit: Looking at a map of timezones and your flag, doesn’t seem to be “because 5am would uk midnight”, so 5am for you and 1am here might be same problem of superposition of any night order from various bars on same bar, but due to some other time maths…

    #50139 quote
    Nicolas
    Keymaster
    Master

    Never seen that before 🙂

    What happen if you delete the last lines about exit orders on strategyprofit condition?

    What is the range of the value for the ‘criteria’ variable (optimisation)?

    #50176 quote
    Mansoor
    Participant
    Average

    Nicolas, I simplified the code a bit further and reproduced the same problem and a few more problems. The flag you see at the top right corner is the default keyboard language which is US. I’m in Brisbane UTC + 10. The new problems:

    1. The code stops functioning after the weekend market closure
    2. Even on the far left where the code is apparently working fine, the position graph shows zero positions. This wasn’t the case with the previous code and pictures that I sent.

    Maybe I need to reinstall?

    S-2017-10-22-at-08.25.59-.png S-2017-10-22-at-08.25.59-.png S-2017-10-22-at-08.26.22-.png S-2017-10-22-at-08.26.22-.png
    #50179 quote
    Mansoor
    Participant
    Average

    Another simpler version

    S-2017-10-22-at-08.38.50-.png S-2017-10-22-at-08.38.50-.png
    #50771 quote
    Nicolas
    Keymaster
    Master

    Hey Mansoor, I’m trying to understand what cause this issue. Do you replicate the problem on anything else than Bitcoin?

    #50856 quote
    Mansoor
    Participant
    Average

    No, I haven’t seen the problem since. It was a one off event. I let you know if I do see it happen again. Cheers

    #50912 quote
    Nicolas
    Keymaster
    Master

    Seems like a graphical display problem to me because all these orders were not sent on this same bar apparently and I can’t reproduce it … Next time you’ll encounter this problem, I encourage you to send a debugging console directly to prorealtime as I can’t be of any further help on this case .. 😐

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Multiple orders in 1 bar!


ProOrder: Automated Strategies & Backtesting

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Mansoor @mansoor Participant
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This topic contains 7 replies,
has 3 voices, and was last updated by Nicolas
8 years, 4 months ago.

Topic Details
Forum: ProOrder: Automated Strategies & Backtesting
Language: English
Started: 10/21/2017
Status: Active
Attachments: 6 files
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