|
| Simulate reject order |
|
mad_max
|
| Post subject: Simulate reject order |
Post rating: 0
|
Posted: Mon 14 Apr, 2014, 08:52
|
|
User rating: 0
Joined: Mon 07 May, 2012, 07:24
Posts: 69
Location: CroatiaCroatia
|
|
Hello.
Is it possible to somehow simulate order reject in VJF?
regards
|
|
|
|
|
 |
|
amine_chourou
|
| Post subject: Re: Simulate reject order |
Post rating: 0
|
Posted: Mon 14 Apr, 2014, 14:52
|
|
| Visual JForex expert at Dukascopy |  |
User rating: 288
Joined: Thu 18 Apr, 2013, 09:26
Posts: 1496
Location: Switzerland, Geneva
|
|
Greetings,
Well in general yes, but this doesn't necessarily need or depend on VJF :
Theoretically, you can generate a rejection if you keep sending orders on tick prices with zero slippage, there will be a moment where your order is sent but the price is not suitable anymore and therefore you'll get a rejection. You can do this by plugging an Open at market block at the tick start then you can add a sound alert for monitoring purpose.
Another way to generate a rejection, in less random way, is to do unplug the internet connection just before sending your market order with zero slippage
|
|
|
|
|
|
|
mad_max
|
| Post subject: Re: Simulate reject order |
Post rating: 0
|
Posted: Wed 16 Apr, 2014, 10:58
|
|
User rating: 0
Joined: Mon 07 May, 2012, 07:24
Posts: 69
Location: CroatiaCroatia
|
Hello. I was try solutions as you suggested but did get "position reject" state when back testing strategy. In my strategy idea is if for some reason order was rejected, variable should change state to true in assign block as You can see in picture. Maybe mine approach is wrong so I would really appreciate any suggestions.  Regards
| Attachments: |
PosReject.png [24.71 KiB]
Downloaded 275 times
|
|
DISCLAIMER: Dukascopy Bank SA's waiver of responsability - Documents, data or information available on
this webpage may be posted by third parties without Dukascopy Bank SA being obliged to make any control
on their content. Anyone accessing this webpage and downloading or otherwise making use of any document,
data or information found on this webpage shall do it on his/her own risks without any recourse against
Dukascopy Bank SA in relation thereto or for any consequences arising to him/her or any third party from
the use and/or reliance on any document, data or information found on this webpage.
|
|
|
|
|
|
|
|
amine_chourou
|
 |
Post subject: Re: Simulate reject order |
Post rating: 0
|
Posted: Wed 16 Apr, 2014, 12:49
|
|
| Visual JForex expert at Dukascopy | |
User rating: 288
Joined: Thu 18 Apr, 2013, 09:26
Posts: 1496
Location: Switzerland, Geneva
|
Hi, A simple idea could be to do this as per shown in the attached screenshot, in this case, any fill or order rejection will trigger the assign block. In my previous post, I tested rejection feature using real time run and not historical, the reason is to maximize chances of being rejected. Hope this helps 
| Attachments: |
Rejection.JPG [77.95 KiB]
Downloaded 319 times
|
|
DISCLAIMER: Dukascopy Bank SA's waiver of responsability - Documents, data or information available on
this webpage may be posted by third parties without Dukascopy Bank SA being obliged to make any control
on their content. Anyone accessing this webpage and downloading or otherwise making use of any document,
data or information found on this webpage shall do it on his/her own risks without any recourse against
Dukascopy Bank SA in relation thereto or for any consequences arising to him/her or any third party from
the use and/or reliance on any document, data or information found on this webpage.
|
|
|
|
|
|
|
|
mad_max
|
| Post subject: Re: Simulate reject order |
Post rating: 0
|
Posted: Tue 22 Apr, 2014, 19:34
|
|
User rating: 0
Joined: Mon 07 May, 2012, 07:24
Posts: 69
Location: CroatiaCroatia
|
|
Sorry for late reply.
In real time test, reject work as you described.
Thank you.
|
|
|
|
|
|
 
|
Pages: [
1
]
|
|
|
|
|
