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Date/Time: Mon, 20 May 2024 17:32:46 +0000



Post From: regarding back testing

[2019-05-20 10:05:32]
User479048 - Posts: 19
In my strategy , we fire entry or exit for each bar ,based on entry and exit conditions

We check current position (0/1) by sc.GetTradePosition() function as below code:

Quantity =0,position =0
int PositionDataResult = sc.GetTradePosition(PositionData);

if (PositionDataResult > 0)
{
  Quantity = PositionData.PositionQuantity;//Access the quantity

  if (Quantity > 0)
  {
    position = Quantity;
  }  
}

if position and quantity both are 0 then we fire entry order and if they are > 0 we fire exit order.
i.e. it goes like, BUY then SELL then BUY then SELL....

While doing backtesting by adding multiple symbols in watch list :
for few symbols(for eg: DGLD 60min chart) it goes like, BUY then BUY then BUY

while if we perform backtest on that particular symbol(DGLD 60min chart) alone
it goes fine i.e. BUY then SELL then BUY then SELL....

Dont knjow why at times it goes like BUY BUY BUY or SELL SELL SELL.
it should be always BUY SELL BUY SELL

i have attached the screenshots for the same
imagebuybuybuy.png / V - Attached On 2019-05-20 10:03:45 UTC - Size: 177.32 KB - 261 views
imagebuysellbuysell.png / V - Attached On 2019-05-20 10:03:54 UTC - Size: 116.87 KB - 247 views
imagesellsellsell.png / V - Attached On 2019-05-20 10:04:59 UTC - Size: 101.46 KB - 261 views