multiple positions opening when CUMULATEORDERS = false

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  • 05/04/2022 at 1:31 PM #192653 quote
    nonetheless
    Participant
    Master

    never seen this before: 8 positions opened in spite of CUMULATEORDERS = false

    correction, in the time it took to write that i’ve got 2 more = 10, from an algo that should only open 1

    Luckily it’s only in demo or could be seriously alarming…

    (make that 11 positions, basically it’s opening another on every candle … ???)

    multiple-positions.jpg multiple-positions.jpg
    05/04/2022 at 2:04 PM #192658 quote
    PeterSt
    Participant
    Master

    Cumulate Orders true is add position to an already open position = virtually cumulated into the one order.

    I could be talking from my neck here, but the other day (two weeks back ?) I noticed it the other way around. I wanted separate orders and nothing happened (Cumulate is false).
    Couldn’t you be confused as I myself possibly am ?

     

    PS: You say “positions opened”. Is that what you intended to say ? to me this looks different than “orders opened”.
    … But 8 positions opened  within one order (added one by one each other bar) with Cumulate = False is also not right. That should happen with True and *that* I could not get to work the other day.
    I’m dizzy.

    05/04/2022 at 2:12 PM #192662 quote
    nonetheless
    Participant
    Master

    yes, ‘orders opened’ is what i meant. I now have 47.5 contracts in play when there should be 2.5

    Initially it was at least consistent with the rest of the code, but now it just opens another order on every bar regardless of the supposed conditions.

    as I said, it’s only demo but still completely bonkers

    05/04/2022 at 2:35 PM #192666 quote
    PeterSt
    Participant
    Master

    But to be clear : you wanted to add position but receive new orders instead ?

    05/04/2022 at 3:02 PM #192669 quote
    robertogozzi
    Moderator
    Master

    It may happen with pending orders, as once the strategy is executed and orders are placed, ProOrder has no more control over them. If all of them are triggered the may ALL be opened by the broker despite whether CUMULATEORDERS was set to either True or False.

    05/04/2022 at 3:04 PM #192670 quote
    nonetheless
    Participant
    Master

    no, it’s not supposed to add anything. CUMULATEORDERS = false should open one positionsize and then stop. But this is opening 2.5 contracts on every new bar, completely disregarding the conditions!

    I’ve had this algo on demo for a couple of months with no problem til now.

    05/04/2022 at 3:58 PM #192677 quote
    GraHal
    Participant
    Master

    I had same / similar about 6 to 8 weeks ago, never did work out how or why it happened! Made over £16K as all the rogue positions were going the right way. Unfortunately my rogues were in Demo also! 🙁

    I stopped the System, backtested (showed no rogues) and then started as a fresh System (same code) and it has not done it again since.

    05/04/2022 at 4:02 PM #192678 quote
    deleted23092025
    Participant
    New

    Same thing happend to me also. But also only on demo. I ran the system on live also but nothing there.

    05/04/2022 at 5:55 PM #192694 quote
    nonetheless
    Participant
    Master
    GraHal wrote:

    Made over £16K as all the rogue positions were going the right way

    mine went £15k the wrong way and blew out my demo account for lack of funds … i went ‘virtually’ bankrupt, hahaha.

    good to hear that this seems to be a demo-only bit of weirdness.

    GraHal thanked this post
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multiple positions opening when CUMULATEORDERS = false


ProOrder: Automated Strategies & Backtesting

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This topic contains 8 replies,
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Topic Details
Forum: ProOrder: Automated Strategies & Backtesting
Language: English
Started: 05/04/2022
Status: Active
Attachments: 1 files
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