Trailing produce many even trades

• 05/09/2018 at 10:38 PM #70114
  Abz

  Hello,

  i am trying to use the attached code for backtesting strategies and it produces a lot of “EVEN” trades this only happens if i run it on prorealtime if i run prorealtime trough IG it does not happen. Anyone why this happens?

   

  ////trailing stop function trailingstart = 3 //trailing will start @trailinstart points profit 25 trailingstep = 1 //trailing step to move the "stoploss" 30 21 & 9 slDistance = 0.6 // <--- to compensate for SL distance reqs emposed by the dealer. //reset the stoploss value IF NOT ONMARKET THEN newSL=0 ENDIF //manage long positions IF LONGONMARKET THEN //first move (breakeven) IF newSL=0 AND close-tradeprice(1)>=trailingstart*pipsize THEN newSL = tradeprice(1)+trailingstep*pipsize ENDIF //next moves IF newSL>0 AND close-newSL>=trailingstep*pipsize+slDistance THEN newSL = newSL+trailingstep*pipsize ENDIF ENDIF //manage short positions IF SHORTONMARKET THEN //first move (breakeven) IF newSL=0 AND tradeprice(1)-close>=trailingstart*pipsize THEN newSL = tradeprice(1)-trailingstep*pipsize ENDIF //next moves IF newSL>0 AND newSL-close>=trailingstep*pipsize+slDistance THEN newSL = newSL-trailingstep*pipsize ENDIF ENDIF //stop order to exit the positions IF newSL>0 THEN SELL AT newSL STOP EXITSHORT AT newSL STOP ENDIF set stop ploss 5

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  ////trailing stop function trailingstart = 3 //trailing will start @trailinstart points profit 25 trailingstep = 1 //trailing step to move the "stoploss" 30 21 & 9 slDistance = 0.6 // <--- to compensate for SL distance reqs emposed by the dealer. //reset the stoploss value IF NOT ONMARKET THEN newSL=0 ENDIF //manage long positions IF LONGONMARKET THEN //first move (breakeven) IF newSL=0 AND close-tradeprice(1)>=trailingstart*pipsize THEN newSL = tradeprice(1)+trailingstep*pipsize ENDIF //next moves IF newSL>0 AND close-newSL>=trailingstep*pipsize+slDistance THEN newSL = newSL+trailingstep*pipsize ENDIF ENDIF //manage short positions IF SHORTONMARKET THEN //first move (breakeven) IF newSL=0 AND tradeprice(1)-close>=trailingstart*pipsize THEN newSL = tradeprice(1)-trailingstep*pipsize ENDIF //next moves IF newSL>0 AND newSL-close>=trailingstep*pipsize+slDistance THEN newSL = newSL-trailingstep*pipsize ENDIF ENDIF //stop order to exit the positions IF newSL>0 THEN SELL AT newSL STOP EXITSHORT AT newSL STOP ENDIF     set stop ploss 5

   

   

  

  Abz

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  05/09/2018 at 10:45 PM #70115
  Abz

  *solved*

  instead of using pipsize i used pointsize then it worked

  1 user thanked author for this post.

  GraHal

  

  Abz

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  05/10/2018 at 11:28 AM #70124
  robertogozzi

  Are you sure you didn’t change anything else?

  Because PointSize and PipSize are two different names for the same thing, as from language doc https://www.prorealcode.com/documentation/pipsize/.

  Indeed a tried a simple debugging strategy and, despite I wanted to GRAPH both, ProOrder displayed only one of them (the same is true for PipValue and PointValue as well).

   

  

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  05/10/2018 at 2:50 PM #70144
  Abz

  i only changed that and the backtest worked prfectly

  

  Abz

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  05/10/2018 at 4:05 PM #70155
  robertogozzi

  Well, then there must be a bug either in the DOC or in ProOrder!

  

  robertogozzi

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