Hello.

To illustrate from the backtest log file, here is what should of happened on Friday the 23/10.

[2802: Fri 23.10.15 00:00] 44.920-46.120 +122512 +0 144/92
(USD/CHF::S) Short 100@0.9476 Entry stop

To me that says a short entry stop level was set at 0.9476. That is to say a pending trade was setup and would have displayed on the console as an entry stop. I didn't see such a pending trade setup on the zorro console on that day.

If you see the attached log file of the backtest, you can see that on just about every Friday, the entry stop levels are set by script. Infact there isn't a single Friday where there isn't at least one stop level entry set. This doesn't appear to be happening at all when the script is running live.

Here is part of the log file from July 20 to October 30. The full log file is attached.

[2733: Mon 20.07.15 00:00] 50.160-51.360 +125415 +14 140/85

Monday 20.07.15 Profit +13.80 ----
[USD/CHF::L3324] Sell 100@0.9622: +313$ at 00:00
[USD/JPY::L3325] Sell 458@124.14: -299$ at 00:00

[2734: Tue 21.07.15 00:00] 50.190-51.610 +125429 +0 140/85
[2735: Wed 22.07.15 00:00] 50.110-51.440 +125429 +0 140/85
[2736: Thu 23.07.15 00:00] 49.060-50.630 +125429 +0 140/85
[2737: Fri 24.07.15 00:00] 48.240-49.650 +125429 +0 140/85
(USD/CHF::L) Long 100@0.9651 Entry stop
(USD/JPY::L) Long 458@124.49 Entry stop
(USD/CAD::L) Long 0@1.3054 Entry stop
(USOil::S) Short 73@48.23 Entry stop
(USD/CAD::L) Entry stop 1.3054 hit at 00:00
(USD/CAD::L) Skipped: Lots/Margin = 0
(USOil::S) Entry stop 48.23 hit at 00:00
[USOil::S3826] Short 73@48.23 Risk 2866$ at 00:00

[2738: Mon 27.07.15 00:00] 47.740-49.050 +125429 +33 141/85

Monday 27.07.15 Profit +32.68 ----
(USD/CHF::L) Missed entry 0.9651 at exit command
(USD/JPY::L) Missed entry 124.49 at exit command
[USOil::S3826] Cover 73@48.14: +32.68 at 00:00

[2739: Tue 28.07.15 00:00] 46.950-48.240 +125461 +0 141/85
[2740: Wed 29.07.15 00:00] 46.710-48.460 +125461 +0 141/85
[2741: Thu 30.07.15 00:00] 47.410-49.540 +125461 +0 141/85
[2742: Fri 31.07.15 00:00] 48.360-49.390 +125461 +0 141/85
(USD/CHF::L) Long 100@0.9721 Entry stop
(USD/JPY::L) Long 458@124.59 Entry stop
(USOil::S) Short 73@46.70 Entry stop
(USOil::S) Entry stop 46.70 hit at 00:00
[USOil::S4327] Short 73@46.70 Risk 2866$ at 00:00

[2743: Mon 03.08.15 00:00] 46.380-48.640 +125461 -176 141/86

Monday 03.08.15 Loss -176$ ----
(USD/CHF::L) Missed entry 0.9721 at exit command
(USD/JPY::L) Missed entry 124.59 at exit command
[USOil::S4327] Cover 73@46.83: -176$ at 00:00

[2744: Tue 04.08.15 00:00] 45.110-46.960 +125285 +0 141/86
[2745: Wed 05.08.15 00:00] 45.430-46.250 +125285 +0 141/86
[2746: Thu 06.08.15 00:00] 44.860-46.710 +125285 +0 141/86
[2747: Fri 07.08.15 00:00] 44.230-45.290 +125285 +0 141/86
(USD/CHF::L) Long 100@0.9849 Entry stop
(USD/JPY::L) Long 458@125.02 Entry stop
(EUR/USD::S) Short 292@1.0847 Entry stop
(USD/CAD::L) Long 0@1.3215 Entry stop
(USOil::S) Short 73@44.22 Entry stop
(USD/CHF::L) Entry stop 0.9849 hit at 00:00
[USD/CHF::L4828] Long 100@0.9849 Risk 2672$ at 00:00
(USD/JPY::L) Entry stop 125.02 hit at 00:00
[USD/JPY::L4829] Long 458@125.02 Risk 6492$ at 00:00
(USOil::S) Entry stop 44.22 hit at 00:00
[USOil::S4830] Short 73@44.22 Risk 2866$ at 00:00

[2748: Mon 10.08.15 00:00] 43.400-45.160 +125285 -1933 142/88

Monday 10.08.15 Loss -1933$ ----
[USD/CHF::L4828] Sell 100@0.9840: -116$ at 00:00
[USD/JPY::L4829] Sell 458@124.34: -2352$ at 00:00
(EUR/USD::S) Missed entry 1.0847 at exit command
(USD/CAD::L) Missed entry 1.3215 at exit command
[USOil::S4830] Cover 73@43.60: +535$ at 00:00

[2749: Tue 11.08.15 00:00] 43.560-45.040 +123352 +0 142/88
[2750: Wed 12.08.15 00:00] 42.730-45.360 +123352 +0 142/88
[2751: Thu 13.08.15 00:00] 42.830-43.890 +123352 +0 142/88
[2752: Fri 14.08.15 00:00] 41.730-43.740 +123352 +0 142/88
(USD/CHF::L) Long 100@0.9904 Entry stop
(USD/JPY::L) Long 458@125.29 Entry stop
(GBP/USD::S) Short 142@1.5439 Entry stop
(USOil::S) Short 73@41.72 Entry stop

[2753: Mon 17.08.15 00:00] 41.890-42.990 +123352 +0 142/88
(USD/CHF::L) Missed entry 0.9904 at exit command
(USD/JPY::L) Missed entry 125.29 at exit command
(GBP/USD::S) Missed entry 1.5439 at exit command
(USOil::S) Missed entry 41.72 at exit command
[2754: Tue 18.08.15 00:00] 41.660-42.710 +123352 +0 142/88
[2755: Wed 19.08.15 00:00] 41.460-42.910 +123352 +0 142/88
[2756: Thu 20.08.15 00:00] 40.840-43.190 +123352 +0 142/88
[2757: Fri 21.08.15 00:00] 40.540-41.840 +123352 +0 142/88
(USD/CAD::L) Long 0@1.3185 Entry stop
(USOil::S) Short 73@40.53 Entry stop
(USD/CAD::L) Entry stop 1.3185 hit at 00:00
(USD/CAD::L) Skipped: Lots/Margin = 0
(USOil::S) Entry stop 40.53 hit at 00:00
[USOil::S5831] Short 73@40.53 Risk 2866$ at 00:00

[2758: Mon 24.08.15 00:00] 39.890-41.410 +123352 +366 143/88

Monday 24.08.15 Profit +366$ ----
[USOil::S5831] Cover 73@40.08: +366$ at 00:00

[2759: Tue 25.08.15 00:00] 37.780-40.170 +123719 +0 143/88
[2760: Wed 26.08.15 00:00] 38.220-39.910 +123719 +0 143/88
[2761: Thu 27.08.15 00:00] 38.550-39.880 +123719 +0 143/88
[2762: Fri 28.08.15 00:00] 39.100-42.880 +123719 +0 143/88
(USD/JPY::S) Short 0@116.15 Entry stop
(EUR/USD::L) Long 75@1.1720 Entry stop
(USD/CAD::L) Long 0@1.3355 Entry stop
(USOil::S) Short 73@37.77 Entry stop

[2763: Mon 31.08.15 00:00] 41.810-45.920 +123719 +0 143/88
(USD/JPY::S) Missed entry 116.15 at exit command
(EUR/USD::L) Missed entry 1.1720 at exit command
(USD/CAD::L) Missed entry 1.3355 at exit command
(USOil::S) Missed entry 37.77 at exit command
[2764: Tue 01.09.15 00:00] 43.630-49.350 +123719 +0 143/88
[2765: Wed 02.09.15 00:00] 43.900-48.890 +123719 +0 143/88
[2766: Thu 03.09.15 00:00] 43.240-46.790 +123719 +0 143/88
[2767: Fri 04.09.15 00:00] 45.690-48.440 +123719 +0 143/88
(USD/JPY::S) Short 0@116.15 Entry stop

[2768: Mon 07.09.15 00:00] 45.600-47.240 +123719 +0 143/88
(USD/JPY::S) Missed entry 116.15 at exit command
[2769: Tue 08.09.15 00:00] 44.180-45.950 +123719 +0 143/88
[2770: Wed 09.09.15 00:00] 44.210-46.430 +123719 +0 143/88
[2771: Thu 10.09.15 00:00] 44.080-46.280 +123719 +0 143/88
[2772: Fri 11.09.15 00:00] 43.400-46.070 +123719 +0 143/88
(USD/CHF::L) Long 100@0.9825 Entry stop
(GBP/USD::S) Short 142@1.5435 Entry stop
(GBP/USD::S) Entry stop 1.5435 hit at 00:00
[GBP/USD::S7332] Short 142@1.5435 Risk 7287$ at 00:00

[2773: Mon 14.09.15 00:00] 44.190-45.900 +123719 -222 143/89

Monday 14.09.15 Loss -222$ ----
(USD/CHF::L) Missed entry 0.9825 at exit command
[GBP/USD::S7332] Cover 142@1.5446: -222$ at 00:00

[2774: Tue 15.09.15 00:00] 43.620-44.940 +123497 +0 143/89
[2775: Wed 16.09.15 00:00] 43.950-45.270 +123497 +0 143/89
[2776: Thu 17.09.15 00:00] 44.840-47.590 +123497 +0 143/89
[2777: Fri 18.09.15 00:00] 46.360-47.740 +123497 +0 143/89
(EUR/USD::L) Long 75@1.1443 Entry stop
(EUR/USD::L) Entry stop 1.1443 hit at 00:00
[EUR/USD::L7833] Long 75@1.1443 Risk 1705$ at 00:00

[2778: Mon 21.09.15 00:00] 44.270-47.050 +123497 -1033 143/90

Monday 21.09.15 Loss -1033$ ----
[EUR/USD::L7833] Sell 75@1.1285: -1033$ at 00:00

[2779: Tue 22.09.15 00:00] 44.800-46.760 +122464 +0 143/90
[2780: Wed 23.09.15 00:00] 45.400-46.690 +122464 +0 143/90
[2781: Thu 24.09.15 00:00] 44.430-47.180 +122464 +0 143/90
[2782: Fri 25.09.15 00:00] 43.740-45.200 +122464 +0 143/90
(USD/CHF::L) Long 100@0.9805 Entry stop
(USD/JPY::S) Short 0@119.05 Entry stop
(GBP/USD::S) Short 142@1.5200 Entry stop
(EUR/JPY::S) Short 238@133.15 Entry stop
(USD/CAD::L) Long 0@1.3418 Entry stop
(USOil::S) Short 73@43.61 Entry stop
(USD/CHF::L) Entry stop 0.9805 hit at 00:00
[USD/CHF::L8334] Long 100@0.9805 Risk 2672$ at 00:00
(GBP/USD::S) Entry stop 1.5200 hit at 00:00
[GBP/USD::S8335] Short 142@1.5200 Risk 7287$ at 00:00

[2783: Mon 28.09.15 00:00] 44.920-46.390 +122464 -178 143/92

Monday 28.09.15 Loss -178$ ----
[USD/CHF::L8334] Sell 100@0.9795: -124$ at 00:00
(USD/JPY::S) Missed entry 119.05 at exit command
[GBP/USD::S8335] Cover 142@1.5202: -53.91 at 00:00
(EUR/JPY::S) Missed entry 133.15 at exit command
(USD/CAD::L) Missed entry 1.3418 at exit command
(USOil::S) Missed entry 43.61 at exit command

[2784: Tue 29.09.15 00:00] 44.330-45.510 +122286 +0 143/92
[2785: Wed 30.09.15 00:00] 44.380-45.730 +122286 +0 143/92
[2786: Thu 01.10.15 00:00] 44.710-45.880 +122286 +0 143/92
[2787: Fri 02.10.15 00:00] 44.660-47.110 +122286 +0 143/92
(USD/CHF::L) Long 100@0.9845 Entry stop
(USD/JPY::S) Short 0@119.05 Entry stop
(GBP/USD::S) Short 142@1.5107 Entry stop
(EUR/JPY::S) Short 238@133.15 Entry stop
(USD/JPY::S) Entry stop 119.05 hit at 00:00
(USD/JPY::S) Skipped: Lots/Margin = 0

[2788: Mon 05.10.15 00:00] 44.010-45.830 +122286 +0 143/92
(USD/CHF::L) Missed entry 0.9845 at exit command
(GBP/USD::S) Missed entry 1.5107 at exit command
(EUR/JPY::S) Missed entry 133.15 at exit command
[2789: Tue 06.10.15 00:00] 45.490-46.950 +122286 +0 143/92
[2790: Wed 07.10.15 00:00] 45.760-49.100 +122286 +0 143/92
[2791: Thu 08.10.15 00:00] 47.730-49.730 +122286 +0 143/92
[2792: Fri 09.10.15 00:00] 47.800-50.070 +122286 +0 143/92
(USD/JPY::S) Short 0@118.67 Entry stop
(EUR/USD::L) Long 75@1.1329 Entry stop
(EUR/USD::L) Entry stop 1.1329 hit at 00:00
[EUR/USD::L9336] Long 75@1.1329 Risk 1705$ at 00:00

[2793: Mon 12.10.15 00:00] 49.200-50.950 +122286 +226 144/92

Monday 12.10.15 Profit +226$ ----
(USD/JPY::S) Missed entry 118.67 at exit command
[EUR/USD::L9336] Sell 75@1.1365: +226$ at 00:00

[2794: Tue 13.10.15 00:00] 47.060-50.160 +122512 +0 144/92
[2795: Wed 14.10.15 00:00] 46.480-48.460 +122512 +0 144/92
[2796: Thu 15.10.15 00:00] 45.970-46.980 +122512 +0 144/92
[2797: Fri 16.10.15 00:00] 45.260-47.040 +122512 +0 144/92
(USD/CHF::S) Short 100@0.9476 Entry stop
(USD/JPY::S) Short 0@118.06 Entry stop
(EUR/USD::L) Long 75@1.1496 Entry stop
(USD/CAD::S) Short 0@1.2831 Entry stop

[2798: Mon 19.10.15 00:00] 46.190-47.520 +122512 +0 144/92
(USD/CHF::S) Missed entry 0.9476 at exit command
(USD/JPY::S) Missed entry 118.06 at exit command
(EUR/USD::L) Missed entry 1.1496 at exit command
(USD/CAD::S) Missed entry 1.2831 at exit command
[2799: Tue 20.10.15 00:00] 45.860-47.360 +122512 +0 144/92
[2800: Wed 21.10.15 00:00] 45.750-46.950 +122512 +0 144/92
[2801: Thu 22.10.15 00:00] 44.890-46.100 +122512 +0 144/92
[2802: Fri 23.10.15 00:00] 44.920-46.120 +122512 +0 144/92
(USD/CHF::S) Short 100@0.9476 Entry stop

[2803: Mon 26.10.15 00:00] 44.240-45.770 +122512 +0 144/92
(USD/CHF::S) Missed entry 0.9476 at exit command
[2804: Tue 27.10.15 00:00] 43.670-44.960 +122512 +0 144/92
[2805: Wed 28.10.15 00:00] 42.620-43.910 +122512 +0 144/92
[2806: Thu 29.10.15 00:00] 43.100-46.240 +122512 +0 144/92
[2807: Fri 30.10.15 00:00] 45.190-46.810 +122512


Attached Files
Last edited by RTG; 11/01/15 00:26.