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JFOREX-3579 confusing with ALL_FLATS indicatior filter
 Post subject: JFOREX-3579 confusing with ALL_FLATS indicatior filter Post rating: 0   New post Posted: Mon 27 Feb, 2012, 15:02 

User rating: 0
Joined: Wed 22 Feb, 2012, 07:39
Posts: 4
Hi ,I used historical tester to do backtesting on 15M period,when the strategy run to 2011-12-18,22:00:00,the strategy ran abnormal , it did noting until the strategy stop(sorry for my poor english,i will use some picture to instead it).
My strategy use ALL_FLATS indicatior filter, and It confused me, How many the threshold volume about the ALL_FLATS filter? see below the picture.
Image
the long postion is closed at 2011-12-18,22:00:00 on the chart


Image
but this long posion is closed at 2011-12-16,22:00:00 in the test report



Image
confusing,the Bar 2011-12-16,22:00:00 was not shown on the chart,the last bar is 21:45:00 at the day 12-16, it was filtered by ALL_FLATS constant?


Image
The volume of the bar 2011-12-16,22:00:00 is not zero,but very small , is it will be filtered?


 
 Post subject: Re: JFOREX-3579 confusing with ALL_FLATS indicatior filter Post rating: 0   New post Posted: Thu 01 Mar, 2012, 02:41 

User rating: 0
Joined: Wed 22 Feb, 2012, 07:39
Posts: 4
I checked my code, my strategy implemented onBar(), the strategy submited two order at the Bar 2011-12-16,22:00:00,
one is closing the long posion before, onMessage() received ORDER_CLOSE_OK,
another submited a short order , onMessage() received "ORDER_SUBMIT_REJECTED - System offline order",
API support said the order cannot be submitted during weekends (FRIDAY 22.00 - SUNDAY 21.00),
strangely ,why close order can filled successfully during weekends ? is this a bug?


 

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