Wrong trade exit during night in ProOrder (ProBackest correct)

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08/23/2019 at 10:24 AM #105369 quote

Richard
Participant

New

Hi,

I’m doing my first steps with ProOrder and managed to get it running on Demo. However I stumbled over an issue with trade exits over night. ProOrder (or the broker system) seems to cancel my running trades at 01:00. This is not intended and also not executed by ProBacktest where the trade runs further according to the code. Please have a look on the attached screen.

I have set individual trading times from 08:00 to 22:00.

Did I miss some secret button or similar?

Thanks & best regards

Richard

wrong-trade-exit.jpg

08/23/2019 at 2:47 PM #105396 quote

Nicolas
Keymaster

Master

Custom trading hours on chart and not in ProOrder?

08/24/2019 at 6:40 AM #105423 quote

Richard
Participant

New

No, trading hours are both the same. I forgot to mention that both of these trades reached their exit trigger at 21:55 and therefore are expected to be closed with the open of the next bar.

In my current set up that would be 08:00 on the next day (which works in ProBacktest). If ProOrder would have no custom trade hours the trade would be expected to close at 22:00…

08/25/2019 at 3:40 PM #105518 quote

Derek
Participant

Veteran

Hi, you could graph your indivual trading hours or create an indicator to check if this part of your system is correct.
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Wrong trade exit during night in ProOrder (ProBackest correct)

ProOrder: Automated Strategies & Backtesting

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Richard @rklemmer Participant

Summary

This topic contains 3 replies,
has 3 voices, and was last updated by Derek
6 years, 6 months ago.

Topic Details

Forum:	ProOrder: Automated Strategies & Backtesting
Language:	English
Started:	08/23/2019
Status:	Active
Attachments:	1 files

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