trades not initiating

• 09/16/2020 at 10:52 AM #144410
  nemus

  I’m having an issue where ProOrder trades are not being placed. They are not being initiated at all so it’s not a case of them being rejected by the broker, IG.

  I know that the trades should be launched because they are being launched correctly in Demo mode (with identical code) and I have manually verified that the conditions are being met for each one.

  This seems to be the case for any code I try on a daily timeframe so I don’t believe the issue is code specific. When I run a backtest, trades don’t appear until (approx?) 24 hours after they should (either in Live or Demo). For example, I had 2 trades that should have been launched yesterday at 00:00 (and were correctly launched in Demo mode). When I ran the backtest yesterday (later in the day), no trade entries appeared in the results. However, when I run the backtest today, I can see the entries (dated yesterday).

  I’m running v10.3 but have also tested this in a demo account on v11 and am having the same issue.

  I’ve had my automated systems off for a couple of weeks and switched them back on on Sunday, but otherwise have not changed anything in PRT or the code.

  I’m a bit stumped. Any help would be appreciated.

  

  nemus

  Participant

  Topics: 1

  Replies: 5

  Been thanked: 0 times
  09/16/2020 at 11:39 AM #144417
  Nicolas

  Do you have a code example? and sorry I don’t get that you try to explain here:

  nemus wrote:

  When I run a backtest, trades don’t appear until (approx?) 24 hours after they should (either in Live or Demo). For example, I had 2 trades that should have been launched yesterday at 00:00 (and were correctly launched in Demo mode).

  What indicators are you using? and with what periods please?

  

  Nicolas

  Keymaster

  Topics: 83

  Replies: 20898

  Been thanked: 4866 times
  09/16/2020 at 12:01 PM #144424
  nemus

  Hi Nicholas – apologies if I wasn’t clear. If I take a simple code such as the one below using the daily timeframe, this should take a position at the opening of every day. However, when I run the backtest (on any forex pair), the most recent trade entry is yesterday (Tuesday 15 September at 00:00). There is no trade entry today (Wednesday 16 September).

   

  // Definition of code parameters DEFPARAM CumulateOrders = False // Cumulating positions deactivated // Conditions to enter long positions c1 = (close > DOpen(1)) IF c1 THEN BUY 1 PERPOINT AT MARKET ENDIF // Conditions to enter short positions c2 = (close < DOpen(1)) IF c2 THEN SELLSHORT 1 PERPOINT AT MARKET ENDIF // Stops and targets SET STOP pLOSS 10 SET TARGET pPROFIT 10

  1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20

  // Definition of code parameters DEFPARAM CumulateOrders = False // Cumulating positions deactivated   // Conditions to enter long positions c1 = (close > DOpen(1))   IF c1 THEN BUY 1 PERPOINT AT MARKET ENDIF   // Conditions to enter short positions c2 = (close < DOpen(1))   IF c2 THEN SELLSHORT 1 PERPOINT AT MARKET ENDIF   // Stops and targets SET STOP pLOSS 10 SET TARGET pPROFIT 10

   

  

  nemus

  Participant

  Topics: 1

  Replies: 5

  Been thanked: 0 times
  09/16/2020 at 1:30 PM #144431
  Nicolas

  It should open trades only if the conditions are fulfilled, is it the case? The bar close must be above the daily open of the previous day for a buy order, is it the case?

  Put these lines at the end of the code to test if the c1 and c2 conditions are true or not:

  graph c1 coloured(0,255,0) graph c2 coloured(255,0,0)

  1 2	graph c1 coloured(0,255,0) graph c2 coloured(255,0,0)

  Did you change something about the custom trading hours? Is the sunday bar active or not in your chart option?

  1 user thanked author for this post.

  nemus

  

  Nicolas

  Keymaster

  Topics: 83

  Replies: 20898

  Been thanked: 4866 times
  09/16/2020 at 2:00 PM #144434
  nemus

  Yes, on EURUSD for example, the conditions were fulfilled for a buy order today but none has been made.

  I haven’t made any changes to the custom trading hours. I did travel between time zones from when I last used PRT to when I used it to enable the systems on Sunday – might this have caused an issue?

  The Sunday bar is active (and always has been).

  

  nemus

  Participant

  Topics: 1

  Replies: 5

  Been thanked: 0 times
  09/16/2020 at 6:28 PM #144468
  TempusFugit

  Hi nemus,

  I have noticed sometimes the same issue, trades not apperaring in backtest till next day. I am not sure right now if I have seen it in Live. But other than my sympathy I can´t offer you nothing else. It´s one of the strange things that I get used in PRT. I am more worried about other issues that I think have an actual impact in the results.

  Good hunting!

  

  TempusFugit

  Participant

  Topics: 41

  Replies: 232

  Been thanked: 65 times
  09/16/2020 at 7:11 PM #144469
  nemus

  Thanks TempusFugit. Agreed, I am not overly concerned about the omission from backtesting. However, in the last 3 days, ProOrder in my Live account has missed 5 (out of 5) trades which has negatively impacted my results, so this concerns me. The reason I flag the backtests is that these trades have all also been missing from backtests and I’m assuming it is the same issue.

  It has all worked perfectly up to now and I have not changed anything in PRT or the code. I thought it may be an issue at PRT’s end but I can’t see any evidence on the forum of similar issues from other users. I’ve checked my timezone settings and can’t see any issue there either (although, as per my response to Nicholas, I have used PRT in two timezones recently). I’ve also contacted PRT support (no response); raised a PRT technical query (no response); contacted IG; and raised it to the PRT sales rep.

  What to do now…

  

  nemus

  Participant

  Topics: 1

  Replies: 5

  Been thanked: 0 times
  09/17/2020 at 9:23 AM #144504
  TempusFugit

  Maybe this thread can help you:

  https://www.prorealcode.com/topic/known-differences-between-prt-live-and-prt-demo/

  In my experience, that can be very different than others, the main differences I found  between Demo and Live was because of:

  • Using Limit orders instead of market orders
  • Differences in the minimum position allowed in each active. Also react different when the order is below this minimum
  • Sometimes there are differences I can´t explain but I don´t have the feeling is a big problem because sometimes harm be and other help me.

  1 user thanked author for this post.

  nemus

  

  TempusFugit

  Participant

  Topics: 41

  Replies: 232

  Been thanked: 65 times
  09/17/2020 at 11:18 AM #144524
  nemus

  Thanks again. I’m using market orders and should be well above the minimum position size. I guess therefore I may have to put it down to something I can’t explain! I can understand the occasional discrepancy between Live and Demo – however, my Live and Demo trades had matched 100% (as far as I can recall) prior to this week and so far none (out of 6 trades) have matched this week. On the balance of probability, that suggests something has changed and is now not working correctly. I’m going to monitor it closely though to see if things improve…

  As an update, one ProOrder trade was initiated correctly in my Live account overnight so at least I can say now that the whole thing isn’t broken.

  I do keep wondering if some change has been caused by my travel between timezones (which is the only thing that has changed recently). I noticed this morning that I had two automated systems running in a different timezone from the others. These weren’t the ones that have missed trades this week but I wondered whether it could have thrown the whole system off (even if I don’t understand why this should happen). I have changed them all to my local timezone so will see if this helps going forward.

  

  nemus

  Participant

  Topics: 1

  Replies: 5

  Been thanked: 0 times
• Author
  Posts