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| Pending Order Expiration Trouble II |
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bradrtony
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| Post subject: Pending Order Expiration Trouble II |
Post rating: 0
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Posted: Tue 27 Oct, 2015, 23:39
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User rating: 0
Joined: Sun 15 Mar, 2015, 20:15
Posts: 77
Location: Czech RepublicCzech Republic
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Dears,
I did build-in all your suggestions (btw big thanks for them) at my best, but something is apparently wrong (pls see the attached strategy).
Testing on historical data: it goes for 90 % well, sometimes it produces pending order which should not be there (that is strange itself)
Testing on DEMO real time data: disaster! it produces around 50 positions in one minute despite the strategy is limiting order creation max ONE per CANDLE.
Any idea please?
Appreciate your help,
A.
| Attachments: |
DC_SellSide_v3b_upGrade_2.vfs [68.16 KiB]
Downloaded 131 times
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DISCLAIMER: Dukascopy Bank SA's waiver of responsability - Documents, data or information available on
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amine_chourou
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| Post subject: Re: Pending Order Expiration Trouble II |
Post rating: 1
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Posted: Wed 28 Oct, 2015, 13:05
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| Visual JForex expert at Dukascopy |  |
User rating: 288
Joined: Thu 18 Apr, 2013, 09:26
Posts: 1496
Location: Switzerland, Geneva
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Hi, Again, same comment as my previous post: Quote: Hi,
Get time unit is a block used to retrieve date and time data from a given input, the input should be indeed defined as time & Date type. In the setting area, you can select the data that you want to retrieve and the variable type is defined by default as integer but you can still use "Double" if needed.
I cannot guess what is expected from the strategy to do, I need a thorough description so that I can help you to do achieve your idea in a simple way.
I don't understand the use of Ontick start while I can see that you trade on hourly basis.
Let's start from the attached version, I've added a couple of filters in the beginning as the strategy was generating an error in your previous example. The error comes from the fact that an output is used in an IF block while it did not get attributed with a value yet.
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amine_chourou
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| Post subject: Re: Pending Order Expiration Trouble II |
Post rating: 1
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Posted: Wed 28 Oct, 2015, 16:58
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| Visual JForex expert at Dukascopy | |
User rating: 288
Joined: Thu 18 Apr, 2013, 09:26
Posts: 1496
Location: Switzerland, Geneva
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Hi again,
I made some minor changes to your strategy and I found that the expiry time of the pending order is causing a problem: the order validity is wrong as it expires even before getting assigned which the main reason why no orders are pushed. The problem comes from the candle time which is the time when the candle STARTS, so when your order is ready to be sent at the next candle, the calculated validity is already obsolete. I changed the calculation input to consider tick time instead of candle time.
| Attachments: |
DC_SellSide_v3b_upGrade_V1.vfs [66.96 KiB]
Downloaded 128 times
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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.
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bradrtony
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| Post subject: Re: Pending Order Expiration Trouble II |
Post rating: 0
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Posted: Wed 28 Oct, 2015, 19:52
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Joined: Sun 15 Mar, 2015, 20:15
Posts: 77
Location: Czech RepublicCzech Republic
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Well ...:
- you fixed that
- you explained what was wrong
- and I am not getting it .. maybe that's why ended up with ZX ...hope I am intelligent enough to mirror the scenario into LONG side!
Again, big thanks Amine, 'cos I am aware that not be able to figure that out myself!
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bradrtony
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| Post subject: Re: Pending Order Expiration Trouble II |
Post rating: 0
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Posted: Wed 28 Oct, 2015, 22:02
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User rating: 0
Joined: Sun 15 Mar, 2015, 20:15
Posts: 77
Location: Czech RepublicCzech Republic
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So ... this is humiliating, I did the BUY side accordingly to SELL side, the result is: - BUY SIDE is not working at all - if SELL SIDE is cut off (not connected with StartPoint), than BUY side is working, but: 1. pending order does not expires (as it should) 2. filled pending order is closed immediately 3. SL not set 
| Attachments: |
DC_BuySell_V1.vfs [84.33 KiB]
Downloaded 143 times
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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.
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bradrtony
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| Post subject: Re: Pending Order Expiration Trouble II |
Post rating: 0
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Posted: Wed 28 Oct, 2015, 22:57
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User rating: 0
Joined: Sun 15 Mar, 2015, 20:15
Posts: 77
Location: Czech RepublicCzech Republic
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Oh my Highest, this is so logic demanding! Anyway, I forced myself to think few hours more, and it works!  ... or at least on Historical Testing. Possible insight always welcome and thanks for the onGoing support!
| Attachments: |
DC_BuySell_V1_simple.vfs [83.29 KiB]
Downloaded 156 times
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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.
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amine_chourou
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| Post subject: Re: Pending Order Expiration Trouble II |
Post rating: 1
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Posted: Thu 29 Oct, 2015, 09:19
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| Visual JForex expert at Dukascopy | |
User rating: 288
Joined: Thu 18 Apr, 2013, 09:26
Posts: 1496
Location: Switzerland, Geneva
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Hi, Some tips to help you: - Drag some variables into the work-space so that you can see their values when you run historical tester and/or real time run - Use "Break points" in blocks where you suspect any problem:  Break points stops the strategy when the flow reaches that point, it will then let you check the value of your variable, your chart and detect any inconsistencies. In some cases the variable doesn't display the appropriate value for some reasons such as getting stuck with the previous value. - Keep an eye on the red flow when the strategy is running: The red flashing color is not only designed for the look but also to show where and when conditions are reached/executed. It helps finding that in a given moment, the strategy is blocked at a given level, so more investigation are needed where the last block is reached. - Reduce the test speed to 5 be able to follow the strategy. Depending on your computer performance, the flash interface may fail to display the real-time value of a variable so you need to close this variable and replacing it into the workspace. I use to increase the priority of the flash plugin from windows task manager, I noticed that it helps.. - Change run-time periods : don't test only on last week for example, change time range. Voilà !
| Attachments: |
BreakPoint.JPG [90.82 KiB]
Downloaded 450 times
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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.
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bradrtony
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| Post subject: Re: Pending Order Expiration Trouble II |
Post rating: 0
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Posted: Thu 29 Oct, 2015, 10:22
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Joined: Sun 15 Mar, 2015, 20:15
Posts: 77
Location: Czech RepublicCzech Republic
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Appreciate your tips! Actually I am not sure how to utilise them with my current problem, that my last version 'DC_BUYSELL_V1_simple' works well on Historical Testing, but not working properly on DEMO. 
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amine_chourou
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| Post subject: Re: Pending Order Expiration Trouble II |
Post rating: 1
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Posted: Thu 29 Oct, 2015, 11:48
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| Visual JForex expert at Dukascopy | |
User rating: 288
Joined: Thu 18 Apr, 2013, 09:26
Posts: 1496
Location: Switzerland, Geneva
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Hi
I did not check this in details, but from the first look I see that you duplicated several blocks (Copy/Paste)
It is not the best way to copy paste in such way especially if you keep using the same variables. Try to integrate the BUY side into the sell side instead of duplicating a set of blocks That would improve the strategy performance later on.
What do you mean by doesn't work ? Any error generated ? can you provide a detailed explanation including a screenshot of a chart where the strategy should input an order with regards to your conditions ??
Thanks
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bradrtony
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| Post subject: Re: Pending Order Expiration Trouble II |
Post rating: 0
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Posted: Thu 29 Oct, 2015, 12:49
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User rating: 0
Joined: Sun 15 Mar, 2015, 20:15
Posts: 77
Location: Czech RepublicCzech Republic
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Well, I can do what I can .. Update soon .. 
| Attachments: |
DC_BuySell_V1_simple.vfs [83.29 KiB]
Downloaded 139 times
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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.
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bradrtony
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| Post subject: Re: Pending Order Expiration Trouble II |
Post rating: 0
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Posted: Fri 30 Oct, 2015, 15:15
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User rating: 0
Joined: Sun 15 Mar, 2015, 20:15
Posts: 77
Location: Czech RepublicCzech Republic
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Hi, all is well, just .. :
- on historical testing it does what it should
- during 'demo real time testing' it does not, seems calculations mixed up
Pls any idea how to proceed?
Thanks,
A.
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