Hi zorro masters,

I have the following code running on Oanda SPX500,
which ran ok on Train and Test,
but when I ran it on Trade (live account),
I got:
(SPX500:<algo name>:L) Skipped (Amount = 0)

Script:

AssetsOanda:

Accounts:

When i later on modified the script to output the following (because the script is for a day-of-week trade), the test output is:
margin 25.750000, optimalf 0.103000, capital 500.000000

Is it just a case of the margin being too small to execute?
But if it is, why does the test register non-zero trades....?

From test:
margin 25.750000, optimalf 0.103000, capital 500.000000
[SPX500:<algo name>:L66687] Long 16@1577.40 Risk 428 at 19:30:00

Thank youu

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Aha! Hmmmmmm might be because the test was from 2013 where SPX500 was 1500+ instead of today's 4300+ where the margin requirement for the smallest possible trade is bigger than during test.
>> debunked. Set StartDate = 20230101; tested ok
>> margin 25.750000, optimalf 0.103000, capital 500.000000
>> [SPX500:<algo name>:L44245] Long 6@4139.68 Risk 421 at 19:30:00
so, still looking for why real trade skips

Looking at more log outputs,
looks like during the early period of testing, OptimalF is 0.0 and then became 0.103.

Test period starts from 13-06-12 (12th of june 2013)
[118304: Wed 13-06-12 21:30] (1611.50)
OptimalF 0.000000

Lookback period doesn't seem to affect optimalF, as expected
End of lookback period
[118384: Fri 13-06-14 14:30] (1636.20)
OptimalF 0.000000

OptimalF becomes non-zero only on the 24th of june 2013
[118666: Mon 13-06-24 19:30] (1577.40)
OptimalF 0.103000

I tried to look through the manual, but there is no indication that OptimalF changes over time.
Am I missing something?

Thank you

Yes, the lookback period. It's not for trading.