v 2.42.4 First entry into TMF with OrderDelay

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Re: v 2.42.4 First entry into TMF with OrderDelay [Re: Zheka] #484389 10/19/21 00:18 10/19/21 00:18
Joined: Jul 2017 Posts: 784 Z Zheka OP User
Zheka OP User Z Joined: Jul 2017 Posts: 784	I made a mistake in the prior code: of course, if TradeIsEntry then returning 4 will lead to a missed entry. But returning 4 on the first run of a TMF, prevents TMF from running on subsequent ticks and leads to no entries at all ( it does in 2.37.3). Code int tmf() { if (TradeIsNewBar) return 4; watch("#time=",tod(0)); return 0; } function run() { NumYears=1; set(LOGFILE, TICKS); LifeTime=5; Entry=-3*PIP; if (NumOpenLong==0) if (priceClose(0)>priceClose(20) ) enterLong(tmf); } produces: Code [103: Fri 21-01-08 07:00c] 1.22585/1.22687\1.22581/1.22641 -0.0 Enter Long EUR/USD Entry -0.00030000 at 07:00:00 (EUR/USD::L) Long 1@1.22611 Entry limit [104: Fri 21-01-08 08:00c] 0000 0 0/0 1.22641/1.22697\1.22329/1.22395 -0.0 (EUR/USD::L) Missed entry 1.2261 after 1 bar Last edited by Zheka; 10/19/21 00:18.

Re: v 2.42.4 First entry into TMF with OrderDelay [Re: Zheka] #484401 10/22/21 09:46 10/22/21 09:46
Joined: Jul 2000 Posts: 27,978 Frankfurt jcl Chief Engineer
jcl Chief Engineer Joined: Jul 2000 Posts: 27,978 Frankfurt	Confirmed. This will be fixed in the next beta.

Re: v 2.42.4 First entry into TMF with OrderDelay [Re: Zheka] #484415 10/23/21 19:43 10/23/21 19:43
Joined: Jul 2017 Posts: 784 Z Zheka OP User
Zheka OP User Z Joined: Jul 2017 Posts: 784	v 2.43.1 fixes the problem. Would appreciate if you could also improve on entry prices with OrderDelay: When Slippage=0: [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 60.0 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 <---price increased during the tick time= 102 1.21079 1.21091 1.21070 1.21082 <--price further increased, made a new high [EUR/USD::L44905] Long 1@1.21075 x at 01:02:00 With OrderDelay=60, the entry price should be 1.21081 at time =101. Why shouldn't it ? When Slippage is not set/ left at default: [103: Fri 21-01-08 07:00c] 1.22585/1.22687\1.22581/1.22641 -0.0 Enter Long EUR/USD Entry -0.00030000 Delay 60.0 at 07:00:00 (EUR/USD::L) Long 1@1.22611 Entry limit time= 700 1.22585 1.22687 L=1.22581 C=1.22641 time= 701 1.22641 1.22641 L=1.22619 C=1.22626 time= 702 1.22641 1.22654 L=1.22619 C=1.22642 [EUR/USD::L10402] Long 1@1.22605 x at 07:02:00 How can the entry price be better than the low of the bar by the time of entry?? Last edited by Zheka; 10/23/21 19:44.

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