SORRY, PLEASE IGNORE THIS! I can’t see how to delete it. I think that I stopped it from running automatically, so no wonder it didn’t move the stop order.
In my PRT code I have some profit management which is meant to set a stop at breakeven, copied from a post on this forum. This works in backtesting, but today it failed when running on the real platform, so my trade lost when it would have broken even had the stop order worked. Does anyone have any ideas, please?
I’ve pasted in the profit management code below. I know that this doesn’t quite make sense with PointsToKeep being zero, but I wanted to post exactly what’s running.
You can see that PRT exits at the Breakeven level, but the trade running on the platform didn’t do this.
InProfit = 18
InProfitShort = 38
PointsToKeep = 0 //how many points to keep in profit above or below our entry price when the breakeven is activated (beware of spread) - optimised
PointsToKeepShort = 4
//reset the breakevenLevel when no trade are on market
IF NOT ONMARKET THEN
breakevenLevel=0
ENDIF
// --- BUY SIDE ---
//test if the price has moved favourably "startBreakeven" points already
IF LONGONMARKET AND close - tradeprice >= InProfit THEN // price has moved up a good distance
breakevenLevel = tradeprice + PointsToKeep // move up the stop
ENDIF
//place the new stop orders on market at breakevenLevel
IF LONGONMARKET AND breakevenLevel>0 THEN
SELL AT breakevenLevel STOP
ENDIF
graph breakevenlevel
graph tradeprice
// --- end of BUY SIDE ---
The screenshot shows it working as designed in ProReal.
I tried to add another screenshot showing the results of the trade, but that didn’t seem to work, so I’ve pasted them in below – sorry if the formatting doesn’t come out well. The code is running in my Swiss account, which is one hour ahead of the ProReal time in the UK.
Date Summary MarketName ProfitAndLoss Open level Close level Size Currency PL Amount DateUtc OpenDateUtc
09/07/20 Closing trades Germany 30 Cash (€1) -£53.35 12669.7 12560 0.54 £ -53.35 2020-07-09T14:44:05 2020-07-09T08:10:00
Thanks in advance.
Did you make sure you have updated the version running in AutoTrading after you may have made some modifications in ProBackTest?
Maybe you modified the Trailing Stop code but did not update the runnung version.