To support the above, this script
int tmf() {
if (TradeIsPending)
watch("#time=",tod(0), priceOpen(0), priceHigh(0), priceLow(0),priceClose(0));
return 0;
}
function run() {
NumYears=1;
set(LOGFILE, TICKS);
Verbose=3;
Slippage=0;
RollLong=RollShort=Spread=Commission=0;
LifeTime=5;
Entry=-3*PIP;
OrderDelay=59.9; //119.9, 120.0
if (NumOpenLong==0)
if (priceClose(0)>priceClose(20) )
enterLong(tmf);
}
produces this output at different OrderDelay:
[165: Wed 21-01-13 00:00c] -2.74 0 1/3 1.22061/1.22104\1.22025/1.22094 -0.0
Enter Long EUR/USD Entry -0.00030000 Delay 59.9 at 00:00:00
(EUR/USD::L) Long 1@1.22064 Entry limit
time= 0 1.22061 1.22104 1.22025 1.22094
time= 1 1.22094 1.22102 1.22094 .
22102 [EUR/USD::L16602] Long 1@
1.22094 x at 00:01:00
[151: Tue 21-01-12 10:00] 1.21527/1.21797\1.21509/1.21624 -0.0
Enter Long EUR/USD Entry -0.00030000 Delay 60.0 at 10:00:00
(EUR/USD::L) Long 1@1.21594 Entry limit
time= 1000 1.21527 1.21797 1.21509 1.21624
time= 1001 1.21624 1.21636 1.21614
1.21629 [EUR/USD::L15202] Long 1@
1.21619 x at 10:01:00
[213: Fri 21-01-15 00:00c] -10.75 0 1/7 1.21532/1.21595\1.21507/1.21513 -0.00003
Enter Long EUR/USD Entry -0.00030000 Delay 118.9 at 00:00:00
(EUR/USD::L) Long 1@1.21483 Entry limit
time= 0 1.21532 1.21595 1.21507 1.21513
time= 1 1.21513 1.21518 1.21512 1.21515
time= 2 1.21513 1.21522 1.21512
1.21522[EUR/USD::L21403] Long 1@
1.21510 x at 00:02:00
[448: Fri 21-01-29 01:00c] -14.80 0 14/15 1.21216/1.21226\1.21043/1.21079 -0.0
Enter Long EUR/USD Entry -0.00030000 Delay 118.9 at 01:00:00
(EUR/USD::L) Long 1@1.21049 Entry limit
time= 100 1.21216 1.21226 1.21043 1.21079
time= 101 1.21079 1.21087 1.21070 1.21081
time= 102 1.21079 1.21091 1.21070
1.21081[EUR/USD::L44905] Long 1@
1.21075 x at 01:02:00
[1236: Wed 21-03-17 18:00c] 1.19022/1.19109\1.18983/1.19106 -0.0
Enter Long EUR/USD Entry -0.00030000 Delay 118.9 at 18:00:00
(EUR/USD::L) Long 1@1.19076 Entry limit
time= 1800 1.19022 1.19109 1.18983 1.19106
time= 1801 1.19106 1.19457 1.19106
1.19418time= 1802 1.19106 1.19625 1.19106
1.19598[EUR/USD::L23713] Long 1@
1.19403 x at 18:02:00
[347: Fri 21-01-22 17:00c] -11.27 0 10/11 1.21727/1.21824\1.21711/1.21782 -0.0
Enter Long EUR/USD Entry -0.00030000 Delay 120.0 at 17:00:00
(EUR/USD::L) Long 1@1.21752 Entry limit
time= 1700 1.21727 1.21824 1.21711 1.21782
time= 1701 1.21782 1.21799 1.21782 1.21787
time= 1702 1.21782 1.21799 1.21778
1.21782 time= 1703 1.21782 1.21799 1.21773
1.21785[EUR/USD::L34804] Long 1@
1.21778 x at 17:03:00
[646: Wed 21-02-10 13:00] -13.81 0 21/26 1.21249/1.21250\1.21138/1.21173 -0.0
Enter Long EUR/USD Entry -0.00030000 Delay 120.0 at 13:00:00
(EUR/USD::L) Long 1@1.21143 Entry limit
time= 1300 1.21249 1.21250 1.21138 1.21173
time= 1301 1.21173 1.21189 1.21151 1.21158
time= 1302 1.21173 1.21189 1.21150
1.21169 time= 1303 1.21173 1.21189 1.21150
1.21173 [EUR/USD::L64707] Long 1@
1.21162 x at 13:03:00
'Slippage' also works in some interesting ways:
//------------------if Slippage is not 0.--------------
[260: Tue 21-01-19 02:00] -14.97 +1.33 2/9 (1.20939)
time= 201 1.20939
1.20941 1.20936 1.20938
[EUR/USD::L25503] Expired 1@
1.20942:[ +1.36 at 02:01:00 <---exit price is bigger than high of the tick??
[261: Tue 21-01-19 03:00] -13.61 0 2/9 (1.20953)
(EUR/USD::L) Long 1@1.20923 Entry limit
time= 300 1.20939 1.20987 1.20914 1.20953
time= 301 1.20953 1.20956
1.20931 1.20932
time= 302 1.20953 1.20956 1
.20930 1.20935
[EUR/USD::L26203] Long 1@
1.20928 x at 03:02:00 <---entry price is smaller than the lowest low of the first 2 ticks?