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Direct MessagesDate/Time: Sun, 28 Apr 2024 20:06:56 +0000
[User Discussion] - Quantity keeps doubling in spreadsheet system
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| [2021-06-14 04:15:52] |
| j4ytr4der_ - Posts: 918 |
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I'm testing an idea and have set up a spreadsheet system to do some back testing. Everything works, with one exception. If I put a 1 in J26 for Order Quantity, I will get fills of a single contract. But if I put any other number in, I will get double that number. So if I put a 2 in, my order will show that it is for 2 contracts but I will fill on 4. If I put 3 in it will show the order is for 3, but fill 6, etc. I have no idea why this would be... anyone have any ideas? |
| [2021-06-14 04:33:16] |
| j4ytr4der_ - Posts: 918 |
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Also, I do end up in two positions if I'm set to 2 contracts, and each one is a 2 contract position. They have start times that are off by fractions of a second (like 0.004). Sierra does think they are all one position though, as if I go flat-to-flat in the TAL, it shows only a single trade.
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| [2021-06-14 04:38:27] |
| j4ytr4der_ - Posts: 918 |
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OK I think I know where the issue is, it's related to my entry formula, although the circumstances are still very odd. I'll get to the bottom of it.
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| [2021-06-14 04:53:06] |
| j4ytr4der_ - Posts: 918 |
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OK I solved it. My entry signal logic had a condition where it was possible for it to become true again at the exact moment of my limit order fill, which of course was resulting in doubling up on orders. Not sure why it wouldn't do it with a position size of 1, but.. it's fixed now.
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