Hello folks,

Hopefully you can help me here.

My program stopped with an open trade as soon as the market opened on Sunday night/Monday morning. The only information I can get from PRT is “order cancelled” – there is no other explanation. This same code has carried trades overnight before so I can’t understand why it couldn’t handle the next market open (the gap was in favour of the trade so it shouldn’t have triggered any exit conditions). I’ve attached a screengrab of the market and the code. Could anyone explain why the program stopped itself?

//-------------------------------------------------------------------------
// Main code : /////Live ZUS30 zig A28 II
//-------------------------------------------------------------------------
DEFPARAM CumulateOrders = False

slmove = 5

longentry1= close crosses over SuperTrend[1.5,34]
shortentry1= close crosses under SuperTrend[1.5,34]
longexit1= slprice
shortexit1= slprice

zig1start=101000
zig1end=105000
zig2start=124000
zig2end=132000
zig3start=152800
zig3end=160800
zig4start=0
zig4end=0


if intradaybarindex=0 then
entryflag=0
endif


if time =zig1start then
entryflag=1
endif
if time =zig1end then
entryflag=0
endif

if time =zig2start then
entryflag=1
endif
if time =zig2end then
entryflag=0
endif

if time =zig3start then
entryflag=1
endif
if time =zig3end then
entryflag=0
endif

if time =zig4start then
entryflag=1
endif
if time =zig4end then
entryflag=0
endif

if not onmarket and entryflag=1 and lowest[4] <= lowest[45] and longentry1 then
BUY 1 PERPOINT AT MARKET
entryflag=0
sl= AverageTrueRange[14](close) * 7
slprice = close - sl
endif
if not onmarket and entryflag=1 and highest[4] >= highest[45] and shortentry1 then
Sellshort 1 perpoint at market
entryflag=0
sl= AverageTrueRange[14](close) * 7
slprice = close + sl
endif

if longonmarket and high - sl > slprice + slmove then
slprice = high - sl
endif

if longonmarket and close < longexit1 then
sell at market
endif

if shortonmarket and low + sl < slprice - slmove then
slprice = low + sl
endif

if shortonmarket and close > shortexit1 then
exitshort at market
endif

Set stop ploss 300

Screen-Shot-2020-08-31-at-09.55.54.png