Open order error

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  • #73348 quote
    smf1
    Participant
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    I’m testing live a trading system using a demo version of PRT, just to compare results obtained in the real conditions with the results obtained in the backtesting environment. My strategy is also based on diversification as I apply exactly the same strategy simultaneously to 10 different forex pairs, each strategy can open trades by buying or sellshort 5 mini contracts once specific conditions are triggered. I launched the last version of the strategy on 10 different forex pairs on June 11th and, as expected, I observed in the following days, until today, a significant number of entry and exit, all correctly done with 5 mini contracts as quantity traded. Only with one pair (EURCAD), and only once, it happened that 55 (fiftyfive) contracts were traded instead of the 5 as for the quantity parameter set! The problem is even more strange if you consider that that I set “DEFPARAM CUMULATEORDERS” as FALSE and I also set 5 contract as max contract to trade as a parameter that I was obliged to enter when I started the strategy in Prorealorder form.

    I there anyone who had similar problem? Could it be due to some setting I missed or I set wrongly or any procedure mistake?

    Thanks in advance for any help I will receive

    #73397 quote
    Vonasi
    Moderator
    Master

    There have been some issues with the demo platform over the last day or so and this may be a side effect of that. See my post here;

    …and here we go again.

    You should send a problem ticket to PRT highlighting the code with the problem to see what they have to say about it as it is a very unusual error.

    #73412 quote
    smf1
    Participant
    Average

    Thanks Vonasi, I will send a ticket to PRT.

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Open order error


ProOrder: Automated Strategies & Backtesting

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smf1 @smf1 Participant
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This topic contains 2 replies,
has 2 voices, and was last updated by smf1
7 years, 8 months ago.

Topic Details
Forum: ProOrder: Automated Strategies & Backtesting
Language: English
Started: 06/15/2018
Status: Active
Attachments: No files
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