Weird results for one position with and without defparam cumulate orders

• 02/07/2019 at 4:57 PM #90765
  GraHal

  Vonasi wrote:

  This means that it is impossible to stay on the market two candles in a row.

  So with  CUMULATEORDERS = FALSE (as I use on all mine!) how then do we have loads of Systems that do stay onmarket for many bars in a row?

  

  GraHal

  Participant

  Topics: 204

  Replies: 8401

  Been thanked: 2042 times
  02/07/2019 at 5:08 PM #90767
  Vonasi

  GraHal wrote:

  how then do we have loads of Systems that do stay onmarket for many bars in a row?

  Because they don’t send a BUY and a SELL order at the bars close. If you send no orders then you obviously stay on the market. If you send just a SELL order then you exit market and have no position in the next bar but if your strategy does decide to both SELL and to BUY and you have it set to FALSE then you do miss that opportunity to stay on the market for the next candle.

  1 user thanked author for this post.

  GraHal

  

  Vonasi

  Moderator

  Topics: 192

  Replies: 5088

  Been thanked: 1810 times
• Author
  Posts