Posted By: NorbertSz
Immediate entry on pending trades - 07/23/23 11:51
Hello!
Somehow my pending trades open immediately in the backtest, and I can't figure out why.
I attached a screenshot where you can see visually: the Entry price is the orange one, the Stop is red, and the TakeProfit is green. Also, you can see the exact value on the Zorro output console. I place the pending order at the first moment of the backtest, and the position should not open immediately; however, it does.
The whole codebase is a huge one; I can't paste it here, but these are the options in the init section:
Here is a shortened version of what I am doing to get that screenshot. As you can see, I really plotted those values I am using to open the trade:
At the moment of trade opening, I saw this in the "Open, Pending, Phantom Trades" window:
Could you help me point out the settings I should check to activate the pending order possibility?
Thank you!
Somehow my pending trades open immediately in the backtest, and I can't figure out why.
I attached a screenshot where you can see visually: the Entry price is the orange one, the Stop is red, and the TakeProfit is green. Also, you can see the exact value on the Zorro output console. I place the pending order at the first moment of the backtest, and the position should not open immediately; however, it does.
The whole codebase is a huge one; I can't paste it here, but these are the options in the init section:
Code
DLLFUNC void run() { StartDate = settings.startDate; EndDate = settings.endDate; BarPeriod = settings.barPeriod; asset(settings.asset.c_str()); EntryTime = 5000; ColorEquity = 0; ColorDD = 0; PlotScale = 10; Spread = Commission = RollLong = RollShort = Slippage = Penalty = 0; //just for research Hedge = 2; set(LOGFILE); set(PLOTNOW); setf(PlotMode, PL_LONG); LookBack = SCREENSIZE + 2;
Here is a shortened version of what I am doing to get that screenshot. As you can see, I really plotted those values I am using to open the trade:
Code
Stop = [...calculate stop...]; TakeProfit = [...calculate tp...]; Entry = [...calculate entry...]; printf("\n price: %.5f entry: %.5f stop %.5f tp %.5f", priceClose(0), Entry, Stop, TakeProfit); plotGraph("sl", impulses[impulseId].startBar, Stop, LINE, RED); plotGraph("sl", impulses[impulseId].endBar, Stop, LINE | END, RED); [...the same plot method for all the lines...] enterShort();
At the moment of trade opening, I saw this in the "Open, Pending, Phantom Trades" window:
- Open: 1.0963
- Price: 1.0963
- Entry: 1.0968
Could you help me point out the settings I should check to activate the pending order possibility?
Thank you!