Historical EntryPrice becomes 0, when Auto Trading turned on

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ivanyu
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Historical EntryPrice becomes 0, when Auto Trading turned on

Postby ivanyu » 22 Aug 2013

Hi,

I have a strategy that manually draws arrows and entry price on historical bars. Entry prices are showing fine when auto trading is turned off, once auto trading is turned on, all historical entry/exit prices becomes 0, i.e. EntryPrice becomes 0

Why would that be so?

Thank you for any advice!

waveslider
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Re: Historical EntryPrice becomes 0, when Auto Trading turne

Postby waveslider » 23 Aug 2013

Similarly, a signal I generate looks at historical performance of the "netprofit" or "I_closedequity" to make trading decisions. However, when the strategy is automated, there is no historical performance - netprofit and I_closed equity remain at zero.
Is there a way to maintain the historical net profit of a strategy when the strategy is automated?
Thanks

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Andrew MultiCharts
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Re: Historical EntryPrice becomes 0, when Auto Trading turne

Postby Andrew MultiCharts » 23 Aug 2013

Hello Ivanyu,

What is the mode of auto trading?

ivanyu
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Re: Historical EntryPrice becomes 0, when Auto Trading turne

Postby ivanyu » 23 Aug 2013

I am using Sync auto trading.

It seems historical entry price is only available in Async auto trading?

ivanyu
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Re: Historical EntryPrice becomes 0, when Auto Trading turne

Postby ivanyu » 23 Aug 2013

Actually, is there a reason for this design?

Thanks!

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Andrew MultiCharts
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Re: Historical EntryPrice becomes 0, when Auto Trading turne

Postby Andrew MultiCharts » 23 Aug 2013

You are correct. Please read more about the modes.

waveslider
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Re: Historical EntryPrice becomes 0, when Auto Trading turne

Postby waveslider » 23 Aug 2013

Is there no way to trade with Sync and retrieve historical orders?

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Andrew MultiCharts
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Re: Historical EntryPrice becomes 0, when Auto Trading turne

Postby Andrew MultiCharts » 23 Aug 2013

Unfortunately not. The only possible, but complex solution would be to write all the orders down to a file from the historical order calculation and access this data when script is automated. But it depends on what particular information from backtesting you need.

ivanyu
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Re: Historical EntryPrice becomes 0, when Auto Trading turne

Postby ivanyu » 24 Aug 2013

I am positive that I saw a "show historical order" option somewhere, but can't remember where.

What does that historical price option do?

I guess another alternative would be to manually draw the arrows and the "entryprice" using bar open/close when the real entryprice turns 0 in sync mode?

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Andrew MultiCharts
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Re: Historical EntryPrice becomes 0, when Auto Trading turne

Postby Andrew MultiCharts » 27 Aug 2013

I am positive that I saw a "show historical order" option somewhere, but can't remember where.
Most likely you are talking about "Show Historical Orders" checkbox in chart trading settings.
I guess another alternative would be to manually draw the arrows and the "entryprice" using bar open/close when the real entryprice turns 0 in sync mode?
If your goal is to see the historical entry price on chart, i means visually, then yes. if you want to access this information from a script, then this solution will not help.


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