Open order error

smf1 · 2018-06-15T13:00:08+00:00

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

Viewing 3 posts - 1 through 3 (of 3 total)

Author

Posts
06/15/2018 at 2:00 PM #73348 quote

smf1
Participant

Average

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

06/16/2018 at 7:21 AM #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.

06/16/2018 at 9:51 AM #73412 quote

smf1
Participant

Average

Thanks Vonasi, I will send a ticket to PRT.
Author

Posts