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Date/Time: Thu, 25 Apr 2024 21:43:35 +0000



Post From: Triggering of attached orders breaks my trading system (bug, or

[2013-04-12 16:31:27]
milo2020 - Posts: 7
I'm having a problem that I would describe as a bug:

I have a spreadsheet trading system that buys/sells whenever price crosses above/below certain study bands, and reverses the position if price crosses the study while already holding opposing position. Without attached orders, this works fine, and I can see in backtesting that it reverses every time for hundreds of times in a row. However, when also using attached orders (stoploss and target), it works until one of the attached orders is triggered. At that point, the next time it crosses the opposing study, the 'quantity' set in my Chart Trade Window increases from 1 to 2, and remains at 2, and thus no more orders are ever triggered since my 'Maximum Position Allowed' is set to 1. I then have to manually change Quantity back to 1 in order for the system to resume triggering orders.

These are my spreadsheet trading settings:

Cancel All Orders On Entries And Reversals: YES
Allow Entry With Working Orders: YES
Send Orders to Trade Service: YES
Support Reversals: YES
Allow Opposing Entry with Opposing Position: YES
Cancel All Working Orders on Exit: YES
(everything else set to NO)

Note: What I personally assume is happening is that normally, reversals temporarily double the Quantity to reverse position, and for some reason when attached orders are triggered and the position becomes 'flat', the system still treats the next study-crossover as needing a reversal, rather than a new entry, and thus doubles quantity to 2, which is not allowed, and so the quantity just remains at 2. But if there is another explanation I would love to hear it. Thanks.
Date Time Of Last Edit: 2013-04-12 16:33:35