Closed Order Missing 😂

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Closed Order Missing 😂 #480932 07/26/20 00:56 07/26/20 00:56
Joined: May 2020 Posts: 45 A AdamWu OP Newbie
AdamWu OP Newbie A Joined: May 2020 Posts: 45	Dear all, I am working on a strategy. Before it start a new position, it will check the latest closed order in the same direction. If the latest closed order in the same direction loose money, no new position will be started. But I found one of the closed order can not be found by: Code function lastTradeFail(string direction, int timeDif, bool mute){ string asset_tmp = Asset; for(closed_trades){ if(strcmp(asset_tmp,"CHF/JPY")==0 && strcmp(Asset,"CHF/JPY")==0 && !mute){ printf("\n*********: %s, %.4f, %d, %d",Asset, (var)TradePriceClose, ymd(TradeExitDate), ymd(wdate())); } } } Output of "20200717" (last order start date): Code Test: _portfolio4 2020 Assets AssetsFXCMLite_19 Read _portfolio4.fac Warning 048: trade loop recursion *******: CHF/JPY, 113.4548, 20200716, 20200717 *********: CHF/JPY, 114.0899, 20200714, 20200717 By comparing the The TradePriceClose and TradeExitDate, I found this order [CHF/JPY::S28133] is missing. This order was recorded in the log file: Quote [3281: Thu 20-07-16 14:00] 1994 +22.97 26/19 (113.44) Warning 048: trade loop recursion [CHF/JPY::S28133] Short 7@113.45 Risk 24 t at 14:00:00 [3302: Fri 20-07-17 11:00] 1957 +37.26 27/23 (113.84) [CHF/JPY::S28133] Stop 7@113.91: -24.32 After hours of debuging, I don't have a clue any more. Please help ~~~ Attached Files closed_order_missing.JPG (75 downloads) Last edited by AdamWu; 07/26/20 01:02.

Re: Closed Order Missing 😂 [Re: AdamWu] #480933 07/26/20 01:07 07/26/20 01:07
Joined: Feb 2017 Posts: 1,725 Chicago AndrewAMD Serious User
AndrewAMD Serious User Joined: Feb 2017 Posts: 1,725 Chicago	Rewrite your script so that it is not causing trade loop recursion. TLR causes all kinds of nasty side effects. www.vitaltrades.com - andrew@vitaltrades.com

Re: Closed Order Missing 😂 [Re: AdamWu] #480934 07/26/20 01:40 07/26/20 01:40
Joined: May 2020 Posts: 45 A AdamWu OP Newbie
AdamWu OP Newbie A Joined: May 2020 Posts: 45	Originally Posted by AndrewAMD Rewrite your script so that it is not causing trade loop recursion. TLR causes all kinds of nasty side effects. Hi AndrewAMD, thank you for your quick reply👍. I found out if the checking function (lastTradeFail) return true, and the main process start a new position, then the TLR warning will show up. Am I wrong in the process? Code if(crossOver(Signal,Threshold)){ if(Price[0]>MySignal[0] \|\| lastTradeFail("long",3600242,true)==1){ if(lastTradeFail("short",3600242,false)) return; enterShort(); } } Attached Files loop_recurision.png (64 downloads) Last edited by AdamWu; 07/26/20 01:42.

Re: Closed Order Missing 😂 [Re: AdamWu] #480945 07/26/20 12:18 07/26/20 12:18
Joined: Feb 2017 Posts: 1,725 Chicago AndrewAMD Serious User
AndrewAMD Serious User Joined: Feb 2017 Posts: 1,725 Chicago	I’d need to see the rest of the script to answer that. Generally, you get that warning if you either: * Nest a macro loop inside a macro loop or * Break from the macro loop without using the macro break. I’m guessing it’s the latter. www.vitaltrades.com - andrew@vitaltrades.com

Re: Closed Order Missing 😂 [Re: AndrewAMD] #480946 07/26/20 15:11 07/26/20 15:11
Joined: May 2020 Posts: 45 A AdamWu OP Newbie
AdamWu OP Newbie A Joined: May 2020 Posts: 45	Originally Posted by AndrewAMD I’d need to see the rest of the script to answer that. Generally, you get that warning if you either: * Nest a macro loop inside a macro loop or * Break from the macro loop without using the macro break. I’m guessing it’s the latter. You are absolutly right. I didn't close the macro loop properly. Thank you so much!👍👍👍 For any newbie like me who have the same problem, the macro loop can be closed like this: Code function lastTradeFail(){ bool res = false; for(closed_trades){ ... res = true; break_trades; } return res; } Last edited by AdamWu; 07/27/20 10:42.

Re: Closed Order Missing 😂 [Re: AdamWu] #480949 07/26/20 19:28 07/26/20 19:28
Joined: Mar 2019 Posts: 357 D danatrader Senior Member
danatrader Senior Member D Joined: Mar 2019 Posts: 357	Originally Posted by AdamWu [quote=AndrewAMD] For any newbie like me who have the same problem, the macro loop can be closed like this: Can you post the complete sample please?

Re: Closed Order Missing 😂 [Re: danatrader] #480955 07/27/20 10:46 07/27/20 10:46
Joined: May 2020 Posts: 45 A AdamWu OP Newbie
AdamWu OP Newbie A Joined: May 2020 Posts: 45	Hi danatrader, I updated above post to make it more specific. If you want to discuss more about the strategy, Please Please Please join our discussion: https://discord.gg/yfxyrNu

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