MC 7.0 to 7.4 Beta 2(Build 4864)

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mefTrader
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MC 7.0 to 7.4 Beta 2(Build 4864)

Postby mefTrader » 20 Dec 2011

Guys

am noticing a big difference in a strategy performance for a piece of EL code written in MC 7.0 versus 7.4 Beta 2 (Build 4864)

Have boiled down the problem to how a strategy exits multiple legs (assume that that the strategy has entered 4 legs of a position already) eg SE_RSI10pc_100MA .

if ('exit logic is true') then begin
BuytoCover from entry ("SE_RSI10pc_100MA") Num_Shares_p1 shares this bar on close;
BuytoCOver from entry ("SE_RSI20pc_100MA") Num_Shares_p2 shares this bar on close;
BuytoCover from entry ("SE_RSI30pc_100MA") Num_Shares_p3 shares this bar on close;
BuytoCover from entry ("SE_RSI40pc_100MA") Num_Shares_p4 shares this bar on close;
end;


Am noticing with 7.4 Beta 2 (Build 4864) that the 1st part of position i.e. ("SE_RSI10pc_100MA") is only exited and the rest are ignored..... If I swap order ("SE_RSI20pc_100MA") with ("SE_RSI10pc_100MA") then only ("SE_RSI20pc_100MA") is exited and the rest are ignored?

Is there a problem with multiple exits with this MC version ?

I have to use the following logic to get it to work

if ('exit logic is true') and MP=-1 then begin
BuytoCover currentshares shares this bar on close;
end;

I like the other exit sequence because it does not rely on MarketPosition...

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Dave Masalov
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Re: MC 7.0 to 7.4 Beta 2(Build 4864)

Postby Dave Masalov » 21 Dec 2011

Hello mefTrader,

Please send your workspace, signal and the screenshot of the Strategy Performance Report with the issue highlighted to support@multicharts.com so we can investigate it on our end.

mefTrader
Posts: 141
Joined: 23 Jun 2011
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Re: MC 7.0 to 7.4 Beta 2(Build 4864)

Postby mefTrader » 21 Dec 2011

okay sent it onto you


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