Hi,
I'm getting back to your initial request:
Quote:
please check the attached piece, it does what it should on BackTesting (Jforex StrategyTester), but it produces duplicates when running real time (live account), that is producing duplicated pending orders in indefinite amount and randomly (that is not always).
I'm not sure if the result obtained form VJF hisotrical tester is the one you're looking for. When I tested your strategy with the original parameters it produces a lot of trades more or less randomly as far as I understood. would you please describe your idea thoroughly ? if you are worried about privacy, you can send it to
[email protected] and address the email to me.
Quote:
2. can please provide simple example how to work with TRADE EVENT on this particular case?
Attached is a workaround that uses TradeEvent start point. The idea is to catch the last entry price from trade message and make sure it is not used when the next order will be submitted. I did not test that and we can discuss such use of Trade Event start point further if you wish. I'd like to send you a document that would help understanding this and more. (email required)
Quote:
- accordingly to my knowledge of Jforex, please try to suggest a solution using "order counting", as I did in previous attached example
- than the only trouble is that the strategy creates more than requested amount of pending orders
As I mentioned, understanding your requirements would help a lot in an optimal implementation.
Cheers