Support Board
Support Board
Search Board
Control Panel
View My Posts / Threads
Direct MessagesDate/Time: Mon, 06 May 2024 15:01:57 +0000
Post From: Spreadsheet auto-cancel/flattens, J89 and J29
| [2018-12-03 14:46:12] |
| Sawtooth - Posts: 3993 |
|
User376341 has asked me to troubleshoot the anomaly mentioned in post #3. His autotrade system uses 240 min bars with Signal Only On Bar Close set to No, and Signal Only Once Per Bar set to Yes. I have observed the following: Attached working orders are erroneously canceled if the entry signal goes TRUE 5 more times in the same bar after an entry. Attached working orders are not canceled if the entry signal goes TRUE less than 5 more times in the same bar after an entry. The attached test chartbook has no studies except the Spreadsheet System for Trading study. The attached test spreadsheet file has no formulas in any cell except M3, which has this simple formula: =E3<D4 Attached working orders will be canceled at the fifth of these Trade Service Log entries: Sell Entry | Signal ignored because 'Signal Only Once Per Bar' is enabled and a signal was already given from formula column for bar. | Cell: M3 | My observations are repeatable when replaying these bars of the September 2018 New Zealand Dollar futures contract, using the New York time zone: Attached working orders are canceled in these bars when it goes TRUE 5 more times in the same bar after an entry: 2018-08-15 19:00:01 2018-08-09 19:00:01 Attached working orders are not canceled in this bar because it only goes TRUE 4 more times in the same bar after an entry: 2018-08-09 23:00:01 Using v1847. Please advise. Date Time Of Last Edit: 2018-12-03 20:54:24
|
 Working orders cancel test.Cht - Attached On 2018-12-03 14:43:00 UTC - Size: 2.8 MB - 303 views Working orders cancel test.scss - Attached On 2018-12-03 14:43:23 UTC - Size: 626.6 KB - 296 views |