EntriesToday(Date) work wrong by my opinion.
Log:
3/11/2016 friday - signal create order
3/13/2016 sunday - I restart portfolio trader
3/14/2016 monday - signal create trade on the first candle! It's wrong, because EntriesToday(Date) must be 1 (friday trade)!
...
When i run backtest, there is no 3/14/2016 trade...
I have session from 9:30 to 16:15.
Signal:
Code: Select all
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if EntryCond and EntriesToday(Date) < 1 then
begin
buy next bar at EntrLong stop;
end;
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0,1,1,Svp3,1,US Russ 2000,3/9/2016 10:15:00,1072.2940,3/9/2016 16:15:00,1073.9290,1,1,1.64,1
0,2,1,Svp3,1,US Russ 2000,3/10/2016 10:00:00,1076.6380,3/10/2016 11:30:00,1061.5790,1,1,-15.06,1
0,3,1,Svp3,1,US Russ 2000,3/11/2016 10:00:00,1075.3790,3/11/2016 16:15:00,1086.6190,1,1,11.24,1
0,1,1,Svp3,1,US Russ 2000,3/14/2016 9:45:00,1084.1600,3/14/2016 16:15:00,1082.5440,1,1,-1.62,1
0,2,1,Svp3,1,US Russ 2000,3/18/2016 10:00:00,1096.3180,3/18/2016 16:15:00,1101.4280,1,1,5.11,1
Backtest (start 3/13/2016):
0,1,1,Svp3,1,US Russ 2000,3/9/2016 10:15:00,1072.2940,3/9/2016 16:15:00,1073.9290,1,1,1.64,1
0,2,1,Svp3,1,US Russ 2000,3/10/2016 10:00:00,1076.6380,3/10/2016 11:30:00,1061.5790,1,1,-15.06,1
0,3,1,Svp3,1,US Russ 2000,3/11/2016 10:00:00,1075.3790,3/11/2016 16:15:00,1086.6190,1,1,11.24,1
0,2,1,Svp3,1,US Russ 2000,3/18/2016 10:00:00,1096.3180,3/18/2016 16:15:00,1101.4280,1,1,5.11,1