no trades after 12 october

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  • #148154 quote
    ullle73
    Participant
    Senior

    almost all of my systems wont take trades after 12 oct, but when i backtest they do… what can problem be?

    #148155 quote
    Nicolas
    Keymaster
    Master

    Rejected orders?

    Hired systems with an expiration date?

    #148156 quote
    ullle73
    Participant
    Senior

    no, no rejected orders on this system for ex

     

    //-------------------------------------------------------------------------
    // Main code : 10 second DAX martigale
    //-------------------------------------------------------------------------
    //-------------------------------------------------------------------------
    // Codice principale : nn si sa m.a. colorata bull
    //-------------------------------------------------------------------------
    //SPEAD = 2.5
    //Capital = £500
    //Trading hours from DAX open until NYSE close. No after hours trading.
    //Time is UTC +2 (South Afica time)
    
    DEFPARAM CumulateOrders = false // Cumulating positions deactivated
    
    ONCE positionSize  = 1
    
    IF StrategyProfit < StrategyProfit[1] THEN
    positionSize = positionSize +1
    
    ELSIF StrategyProfit > StrategyProfit[1] THEN
    positionsize = 1
    endif
    
    a=average[5] (close)
    if a[1]<a then
    alex=100
    endif
    
    if a[1] > a then
    alex=50
    endif
    
    // Prevents the system from creating new orders to enter the market or increase position size before the specified time
    noEntryBeforeTime = 090000
    timeEnterBefore = time >= noEntryBeforeTime
     
    // Prevents the system from placing new orders to enter the market or increase position size after the specified time
    noEntryAfterTime = 173000
    timeEnterAfter = time < noEntryAfterTime
     
    // Conditions to enter long positions
    indicator1 = WeightedAverage[46](totalPrice)
    c1 = (High CROSSES OVER indicator1)
    indicator2 = WeightedAverage[6](totalPrice)
    c2 = (low CROSSES OVER indicator2)
     
    IF (c1 AND c2) AND timeEnterBefore AND timeEnterAfter and COUNTOFPOSITION=0 and alex=100 THEN
    Buy positionsize contract at market
    ENDIF
    
    indicator3 = WeightedAverage[46](totalPrice)
    c3 = (low CROSSES UNDER indicator3)
    indicator4 = WeightedAverage[6](totalPrice)
    c4 = (High CROSSES UNDER indicator4)
     
    IF (c3 AND c4) AND timeEnterBefore AND timeEnterAfter and COUNTOFPOSITION=0 and alex=50 THEN
    SellShort positionsize CONTRACT AT MARKET
    ENDIF
    
    // Stops and targets
    SET TARGET pPROFIT 20
    SET STOP pLOSS 80
    
    #148157 quote
    ullle73
    Participant
    Senior

    see pic

    nic.jpg nic.jpg
    #148178 quote
    ullle73
    Participant
    Senior

    here is another one, also copyed the exact code to verify the running version is the same as backtest

    nic2.jpg nic2.jpg
    #148193 quote
    GraHal
    Participant
    Master

    Be good to see the equity curve for the ProOrder AutoTrading for the whole of 2020 up to today.

    #148195 quote
    swedshare
    Participant
    Senior

    I had the same problem. Had to restart 3 systems (out of 25) after they all stopped trading in demo after 9th of October for no apparent reason.

    #148196 quote
    fifi743
    Participant
    Master

    Hello,
    Positionsize is too big in relation to your capital?

    #148197 quote
    swedshare
    Participant
    Senior

    Personally I don’t use MM in demo and the systems that “froze” had only been running for maximum a few weeks. They work fine after the restart and hopefully it was a one time error.

    GraHal thanked this post
    #148202 quote
    Nicolas
    Keymaster
    Master

    Not enough free margin if you have other systems running? No error in the broker’s logs?

    #148210 quote
    ullle73
    Participant
    Senior

    nah, its running on demo, have 10 million, positionsize is 1 contract only. On all systems i run

    #148220 quote
    Nicolas
    Keymaster
    Master

    ok, might be an IG demo servers issues, I’m not aware of what happened. You should stop and restart the systems if you don’t have yet.

    #148221 quote
    ullle73
    Participant
    Senior

    read on another thread that guaranteed stops could mess with it, but none of the systems uses guaranteed stops. Ill try to restart them 🙂

    #148237 quote
    ullle73
    Participant
    Senior

    can it be that max number of orders was on 50? Changed to 999 to see if it works better 🙂

    nic3.jpg nic3.jpg
    #148252 quote
    Nicolas
    Keymaster
    Master

    If the system wall still running (green light), then this is not that option that cause the “no trade”.

    ullle73 thanked this post
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no trades after 12 october


ProOrder: Automated Strategies & Backtesting

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ullle73 @jonas_rydqvist Participant
Summary

This topic contains 14 replies,
has 5 voices, and was last updated by Nicolas
5 years, 4 months ago.

Topic Details
Forum: ProOrder: Automated Strategies & Backtesting
Language: English
Started: 10/23/2020
Status: Active
Attachments: 3 files
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