Stop/Limit order execution

Bugs · Postby **Bugs** » 02 Sep 2013

Hello Support,

In my strategy I am generating SL/TP orders manually after placing initial order i.e. placing limit/stop order at particular price. I am facing two issues in Strategy execution.
1.While back testing every time back testing ends at 66% and it doesn't display any Portfolio performance result window.
2.When I add limit order statement to place TP for Long position,I gets an "Floating points invalid" exception.

Following are lines of code that I am using to place SL/TP orders for Long

Code: Select all


Buy _tradeAmount shares next bar at _entryPrice stop;

   

SetStopPosition;



_temp = GetTempValue(High, STPa, atr, _riskPrice);

_buyStopLossPrice = GetStopValue(_entryPrice, "LONG", _riskPrice, _tradeAmount, STPa, PCTRP/100, _minimumTick);      // Calculate StopPrice

_buyTakeProfitPrice= GetTakeProfitValue(_entryPrice, "LONG", atr, _tradeAmount, PTLim, _minimumTick);            // Calculate TakeProfit Price   

_stopLossPrice=_buyStopLossPrice ;

_takeProfitPrice=_buyTakeProfitPrice;

sell _buyStopLossAmount shares next bar at _stopLossPrice stop;   

print("Buy Stoploss order placed.Stoploss Price = ", NumToStr(_stopLossPrice,6));

sell _buyTakeProfitAmount shares next bar at _takeProfitPrice limit; //Floating point invalid exception

print("Buy Take Price order placed.Take Profit Price = " , NumToStr(_takeProfitPrice,6));

I have also attached the exception snapshot.

Thanks

JoshM · Postby **JoshM** » 02 Sep 2013

That exception, as far as I know, is caused by a division by zero. I don't see it in the code, but could it be that one of the variables you send to the function is zero, and then gets divided in that function?

Henry MultiСharts · Postby **Henry MultiСharts** » 24 Sep 2013

Bugs, if you still have this behavior please send me (support@multicharts.com) the following information for further investigation:
1) What exact version and build number of MultiCharts are you running? (in MultiCharts go to Help tab-> About)
2) workspace you are using;
3) in QuoteManager select the symbol you are using, make a right click on it->Export data->Export instrument (with data). Send me the Qmd export file for analysis;
4) in PowerLanguage editor->File->Export->export with dependent functions the studies you are using in the workspaces you are providing. Send me the study export file.

Stop/Limit order execution

Stop/Limit order execution

Re: Stop/Limit order execution

Re: Stop/Limit order execution