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EntryTime confusions #488415
10/21/24 17:29
10/21/24 17:29
Joined: Jan 2022
Posts: 70
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NorbertSz Offline OP
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NorbertSz  Offline OP
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Joined: Jan 2022
Posts: 70
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Hello!

I was looking for my disappearing limit orders during backtest, and my problem was the default EntryTime.
In the documentation:
Quote

EntryTime
Pending order lifetime in bars. When an enter command is given, wait the given number of bars (default: 1) until the entry limit is met. If that does not happen during that time, the trade is removed and a "Missed Entry" message is printed to the log file.

However, I did not see any messages about "Missed Entry". Verbose = 3 is in my code.
I saw that the limit order opens; see the message "... @ Entry limit", but then when the price reached the entry level, the trade was not open. It disappeared magically; no messages were in the output. Then finally I found EntryTime in the documentation, but it took time because it is not obvious. I tought my tmf function is the broken one, and I was looking for solutions there.

  • What is the logic behind automatic entry removing? It's a nice feature, but I think it shouldn't be the default behavior. The reason we use limit orders is exactly about waiting (for the price to reach that level).
  • It would be nice if I would see a message about automatic close as documentaton suggests. Is it a bug, or am I looking for the message in a wrong place?
  • Can I completely turn off EntryTime? If I change it to 0, then the order removes immediately. Now I add a realtively huge number, but it's unneccessary calculations, and later I will forget that, and it leads me unneccessary behavior, then I will start to debug this again. Is it a reasonable feature if we use EntryTime = -1, then Zorro will not close the pending trades automatically?


Thank you!

Re: EntryTime confusions [Re: NorbertSz] #488417
10/21/24 18:28
10/21/24 18:28
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Posts: 70
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NorbertSz Offline OP
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NorbertSz  Offline OP
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Joined: Jan 2022
Posts: 70
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Quote
Now I add a realtively huge number, but it's unneccessary calculations, and later I will forget that, and it leads me unneccessary behavior, then I will start to debug this again.

Well I was completely right with this guess. I found my 1+ year old thread, and I see that I am using EntryTime this way: EntryTime = 5000.
https://opserver.de/ubb7/ubbthreads.php?ubb=showflat&Number=488416#Post488416
...but now, a year later, I am making some more experiments with pending orders again, and as we see, I forget it because it's not obvious and expected that Zorro closes the pending trades automatically.

Or maybe I just don't understand the reason.
Do you have any clue?

Last edited by NorbertSz; 10/22/24 11:11.

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