SebParticipant
Average
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?