Intra-bar order generation

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alex522
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Intra-bar order generation

Postby alex522 » 17 Mar 2011

I have used a simple average crossover system to trade for about a month. And I have selected the Intra-bar order generation: Limit this signal to one entry and one exit per bar.

But today, a strange behavior happened: there are more than one entry and one exit generated in a bar. And that leads to a few thousands $ lost.

Any friends can help telling me what I might have done wrong?

I have attached my trading record.

Thanks a lot for your help in advance.
Attachments
More than one entry per bar.png
More than one entry ber bar
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alex522
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Re: Intra-bar order generation

Postby alex522 » 17 Mar 2011

I think I have found the source of the problem. It is because the trading hour of the instrument has changed. But my symbols is still using the old session setting although I have apply the new trading hour setting in the chart.

And I noticed that the simulation result do not have this problem, it will use the session setting of the chart and that leads to a misleading result when I really trade that. I think this may be a bug of MC.

escamillo
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Re: Intra-bar order generation

Postby escamillo » 25 Mar 2011

if you still have a problem with this on live orders, then i may have some code that will help.

alex522
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Re: Intra-bar order generation

Postby alex522 » 31 Mar 2011

Thanks!


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