Greetings Support.

Have you any Idea how to implement this

if (message.getReasons().contains(IMessage.Reason.ORDER_CLOSED_BY_SL)){}

in VJF ?
Thanks in advance.

Hi !

Well, catching this from the messages (Trade Event) is not feasible currently. I believe you can do it by catching the SL price when the order is submitted then implementing a condition to check if any order was filled at this price. Or if are sure that your positions can be only closed by SL then you can check the position P&L whether negative or not.

Thanks Amine for quick respond.

It's good to see you again!

That is a trap over there, because I need this together with BreakEven function. Some closed position will be also positive, and difficult to get this by P/L catcher for different instrument because of slippage and spread.

Anyway it's easy to get if to edit a source code and write some If block and insert a line:

" if(message.getReasons().contains(IMessage.Reason.ORDER_CLOSED_BY_SL)){} . "

Maybe in the future we will get this solution.

By the way, today and 2 days in a row I found that all variables in VJF backtesting that I want to see is NaN

Thanks Illya !
We'll fix this asap ..

Thanks Amine!)

Try this ...

Oh my.

So simple and so great.

I thought to use if P/L > BreakEven_step, to consider a slippage and spread! But this one is much better!

Thanks again Amine!
Have a good weekends!

Hello Amin.

I just thought, if last closed position is "My position" therefor LastTradeEvent.SL will be equal to MyPos.SL by any reason, even if it closed by TP.

Oh yes, you're right. Unfortunately my idea is not sufficient
You may need to work on SL price Vs Close price and consider slippage

Hey Amine!

I found a solution for BE_SL_price


And for regular SL I'll use as you adviced an if block to check negative condition of P/L !

Thanks Amine!

HAve a good day!

Sounds good !
Thanks for the heads-up !

Previous message edited.

I see, and how BE_Step variable is defined ?

Beg your pardon!

Be_Step (BreakEven_Step) means value in pips. If BE_Step is 0 means BE_price=Postion.OpenPrice
If BE_step= 5 pips, means shift a SL in a +5 pips P/L distance from Postion.OpenPrice .

So Every position that close with P/L <= BE_step in pips means closed by SL.

I think I got the idea.. just need to see the strategy in vfs format ..
it is actually more or less equivalent to :

catching the SL price when the position is opened, then defining a range of +/- 5pips (slippage risk) around the submitted SL price, then once the position is closed, you check if the execution price is within the previous range.

Hi Amine!

It's a some part of one strategy. The method is replicated in TradeEvent section.