Hello,
Bug report, but just maybe.
Using my Strategy:
...and running it in the SM (with Auto-Place turned off) against my list of 320 symbols, it produced the expected list of 320 buy orders. That is as expected, since I would not expect to see the associated sell orders that my Strategy would generate until after the buy orders were filled. Part of today's list:
Unexpectedly, there were a bunch of sell orders at the bottom of the list, some of which were:
Notice that some were duplicates. Assuming that 320 orders were too much for the SM to handle, I broke the list down to 100 symbols each. These worked fine, and I then ran them using Auto-Place; the orders went out, with the associated sell orders being sent as each buy was executed.
The unexpected sell orders that showed up in the SM did show the correct prices, had those stocks been bought.
So, what caused the sell orders to show up? If I had run the Strategy with all 320 in one shot, would the sell orders not have automatically gone through upon the buys being filled?
As always, I have a workaround, but would like to know if this behavior is to be expected due to such a large quantity of orders. If it's a simple enough fix, then great. If it isn't, or if this is just the way it works, also fine. I'll keep breaking down any very large lists in the future. Down days like yesterday and today generate big lists.
I was a great software tester during my career. If something was breakable, I broke it.
Sorry ;-)
Thanks!
Bug report, but just maybe.
Using my Strategy:
...and running it in the SM (with Auto-Place turned off) against my list of 320 symbols, it produced the expected list of 320 buy orders. That is as expected, since I would not expect to see the associated sell orders that my Strategy would generate until after the buy orders were filled. Part of today's list:
Unexpectedly, there were a bunch of sell orders at the bottom of the list, some of which were:
Notice that some were duplicates. Assuming that 320 orders were too much for the SM to handle, I broke the list down to 100 symbols each. These worked fine, and I then ran them using Auto-Place; the orders went out, with the associated sell orders being sent as each buy was executed.
The unexpected sell orders that showed up in the SM did show the correct prices, had those stocks been bought.
So, what caused the sell orders to show up? If I had run the Strategy with all 320 in one shot, would the sell orders not have automatically gone through upon the buys being filled?
As always, I have a workaround, but would like to know if this behavior is to be expected due to such a large quantity of orders. If it's a simple enough fix, then great. If it isn't, or if this is just the way it works, also fine. I'll keep breaking down any very large lists in the future. Down days like yesterday and today generate big lists.
I was a great software tester during my career. If something was breakable, I broke it.
Sorry ;-)
Thanks!
Rename
You selected "Multiple Positions".
Multiple Positions means more than one Position for the same stock.
Example:
If the strategy buys stock ABC, it can continue to buy more positions in ABC. Each exit is controlled separately by the exit logic.
The "N" means that the backtest didn't actually have enough buying power to fill the trade - but if you're trading, your live account still may have bought it, so we generate the signal for you.
All is working correctly.
Incidentally, your strategy does not maintain the same "sell price". It will change each day with the last close. I don't think we have a block rule that would help you with that, so it would have to be coded manually.
Multiple Positions means more than one Position for the same stock.
Example:
If the strategy buys stock ABC, it can continue to buy more positions in ABC. Each exit is controlled separately by the exit logic.
The "N" means that the backtest didn't actually have enough buying power to fill the trade - but if you're trading, your live account still may have bought it, so we generate the signal for you.
All is working correctly.
Incidentally, your strategy does not maintain the same "sell price". It will change each day with the last close. I don't think we have a block rule that would help you with that, so it would have to be coded manually.
Great answer!
I raised the starting capital to 100K, and none of the unexpected sells appeared.
Thanks!
I raised the starting capital to 100K, and none of the unexpected sells appeared.
Thanks!
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