Coming back to the discussion (
https://opserver.de/ubb7/ubbthreads.php?ubb=showflat&Number=480527#Post480527), the initial reply was that trades entered with Entry (but missed) have a "TradeIsPending" status,
and then jcl wrote that "Missed Pending trades are not preserved (stored by Zorro)".
In v 2.30, this script:
function run()
{
set(LOGFILE);
//Verbose = 3;
BarPeriod = 60;
StartDate = 2019;
EndDate = 2020;
asset("EUR/USD");
var atr = ATR(24);
LifeTime=1;
Entry = 1.0*atr;
enterLong();
if ( (NumWinTotal+NumLossTotal)==4 )
for(last_trades)
//if (TradeIsPending) //TradeIsMissed
print(TO_LOG,"\n TradeDate=%.2f, TradePriceOpen=%.5f, TradeProfit=%.2f", (var)TradeDate,(var) TradePriceOpen,(var)TradeProfit );
}
generated this output:
[117: Wed 19-01-09 07:00] -0.89 0 0/3 (1.14588)
(EUR/USD::L) Long 1@1.14721 Entry stop
(EUR/USD::L) Missed entry 1.1474 after 1 bar
(EUR/USD::L) Entry stop 1.14721 hit by 1.14785 at 07:00:00
[EUR/USD::L11802] Long 1@1.14717 x at 07:00:00
[118: Wed 19-01-09 08:00] -0.89 -0.65 0/4 (1.14659)
(EUR/USD::L) Long 1@1.14798 Entry stop
[119: Wed 19-01-09 09:00] -0.89 -0.95 0/4 (1.14629)
(EUR/USD::L) Long 1@1.14766 Entry stop
[EUR/USD::L11802] Expired 1@1.14617: -1.07
(EUR/USD::L) Missed entry 1.1480 after 1 bar
[120: Wed 19-01-09 10:00] -1.97 0 0/4 (1.14605)
(EUR/USD::L) Long 1@1.14742 Entry stop
TradeDate=0.00, TradePriceOpen=1.14605, TradeProfit=0.00
TradeDate=0.00, TradePriceOpen=1.14630, TradeProfit=0.00
TradeDate=0.00, TradePriceOpen=1.14657, TradeProfit=0.00
TradeDate=43474.29, TradePriceOpen=1.14717, TradeProfit=-1.07
TradeDate=0.00, TradePriceOpen=1.14608, TradeProfit=0.00
TradeDate=0.00, TradePriceOpen=1.14600, TradeProfit=0.00
TradeDate=0.00, TradePriceOpen=1.14543, TradeProfit=0.00
TradeDate=0.00, TradePriceOpen=1.14516, TradeProfit=0.00
TradeDate=0.00, TradePriceOpen=1.14576, TradeProfit=0.00
TradeDate=0.00, TradePriceOpen=1.14560, TradeProfit=0.00
TradeDate=0.00, TradePriceOpen=1.14575, TradeProfit=0.00
TradeDate=43473.96, TradePriceOpen=1.14546, TradeProfit=-0.01
TradeDate=0.00, TradePriceOpen=1.14403, TradeProfit=0.00
TradeDate=0.00, TradePriceOpen=1.14403, TradeProfit=0.00
TradeDate=0.00, TradePriceOpen=1.14423, TradeProfit=0.00.....
Zorro DOES store such missed trades, but their status is undefined (why are they not "Missed"?)
Another issue is wrong "TradePriceOpen" for pending trades.