Stop order works in backtest but not for real – PLEASE IGNORE

• 07/09/2020 at 6:22 PM #138877
  teapot2002

  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.

  Profit Management code that isn't working

  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 ---

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  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.

   

  

  teapot2002

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  07/09/2020 at 6:38 PM #138879
  robertogozzi

  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.

   

  

  robertogozzi

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