ProOrder doesn't work in weekends in XBTUSD (Bitcoin/USD) CFD

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    Seb
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    Hello all, I want to alert users and ask ProRealTime developers about the fact that ProOrder doesn’t send orders correctly during the weekends in IG’s XBTUSD (E1) CFD (Bitcoin/USD). Try a simple code such as this during the weekend on a short timeframe:

    //-------------------------------------------------------------------------
    // Main code : Bitcoin weekend error
    //-------------------------------------------------------------------------
    DEFPARAM CumulateOrders = False // Cumulating positions deactivated
    
    //long order
    IF not longonmarket and close crosses over Average[20] THEN
    BUY 1 CONTRACTS AT MARKET
    ENDIF
    
    //short order
    IF not shortonmarket and close crosses under Average[20] THEN
    SELLSHORT 1 CONTRACTS AT MARKET
    ENDIF
    
    //stoploss
    SET STOP PLOSS 500
    SET TARGET PPROFIT 1000
    

    It won’t generate orders. If it has a position open on Friday, it will keep this position open during the weekend even if the strategy is supposed to close it according to ProBacktest.

    It is remarkable that the chart doesn’t “expect” there to be a next bar during the weekend on the time axis. For example if it’s 13:00 on Saturday, the chart displays correctly all the past bars, but it expects the next bar to be on Monday according to the time axis. However, if the intraday bar is finished, the next Saturday bar inserts correctly. On the attached image this becomes clear as there was data past weekend, but next Saturday there’s no data expected.

    The issue that strategies don’t work correctly during the weekends is quite significant since the underlying Bitcoin is a 24/7 market.

    Is this a problem that is being addressed at the moment?

    XBTUSD-2-hours-2.png XBTUSD-2-hours-2.png
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ProOrder doesn't work in weekends in XBTUSD (Bitcoin/USD) CFD


ProOrder: Automated Strategies & Backtesting

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Seb @seb Participant
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Topic Details
Forum: ProOrder: Automated Strategies & Backtesting
Language: English
Started: 09/17/2018
Status: Active
Attachments: 1 files
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