PRT goes against rulesIF NOT LongOnMarket AND LongCondition AND belowred = 1 TH?
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Hi guys,
I’ve found a very interesting “bug”. For some reason it seems that PRT sometimes ignores a very important condition and goes for it anyway. In my code I have this:
IF NOT LongOnMarket AND LongCondition AND belowred = 1 THENNotice the “belowred = 1”. That’s my on/off trigger for buy, if it’s 0 then no go. Once i’m in the market it goes to zero and waits for a specific condition to switch back on. That works like a charm.
However, PRT ignores it and takes a trade I don’t want! Look at the attached image. That IF statement is the only place in the code where a buy order is issued… Anyone else have this kind of hick-ups? Errors like this is very costly and if this is a true PRT error it is very serious.
Im running daily on any stock. Preloadbars didn’t work, see attached result.
Hi,
I’m still having a bit of trouble figuring this one out (this time it’s a reverse problem). Obvious entry is missed completely or severely delayed. Kindly look at the attached image, there should be an entry at X:
LongCondition = low[1] > MAH10 AND open > MAH10AND MAH10>MAL8AND William>WilliamMA- Bar before above red line? Check.
- Open above red line? Check.
- Red line above blue line? Check.
- William above Williams MA? Check.
- belowred = 1? Check.
Yet no entry at all…
Now let’s have a look at Y:
Same conditions as above, all check. Yet the entry is at 5th bar!
Is it possible that “AT MARKET” sometimes fail or is greatly delayed? Or am I missing something here?
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Topic Details
| Forum: | ProOrder: Automated Strategies & Backtesting |
| Language: | English |
| Started: | 04/05/2016 |
| Status: | Active |
| Attachments: | No files |
