- ago
I am trying to figure out why this order was triggered?

The last time this strategy sand an order was 11/28/2022 11:15



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Glitch8
 ( 10.62% )
- ago
#1
The order was triggered by your strategy.

It looks like it was filled by IB, however it appears it was not filled by the theoretical backtester. Look at the data for that date to see on the chart why the backtester did not fill the theoretical order.
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- ago
#2
The image above shows you that there is no trigger per se. What do you mean "by your strategy"?

What should I look for, please?

It is very difficult for me to understand how this is possible
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- ago
#3
QUOTE:
What do you mean "by your strategy"?

Perhaps this was an NSF position (and you turned "Retain NSF" off)?
https://www.wealth-lab.com/Support/Faq
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- ago
#4
NSF Positions is always on by me

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Cone8
 ( 4.98% )
- ago
#5
Exactly - NSF Positions are 'candidate positions' that were rejected by the backtester because there were "Not Sufficient Funds" to take on the position - usually because you took on positions with other symbols. However, it seems you're only running 1 symbol, so unless the backtest lost so much that it couldn't cover the margin, it doesn't seem like NSF is the answer in this case.

1. How about Strategy Parameters? Were they the same for the backtest as for the live trade?

2. Another possibility is that you didn't "reload" the data your backtest. If you do a backtest, leave the window open, don't change anything in the Settings, and run it again 5 days later, you'll be missing 5 days of data. There are about 6 ways to get the new data, but if you want to keep using the same window without changing anything, click the "n Symbols Loaded" message in the lower left corner and then Run Backtest.
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- ago
#6
Q#1 - of course it was that Strategy, I drag it to the Strategy Monitor.

Q#2 - Yes I click reloaded data to have the most up-to-date in it, before running the Backtest

What else can I check?
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Cone8
 ( 4.98% )
- ago
#7
Q#1 - I'm asking about the Strategy's Parameters - if any exist.

Q#2 - You might not have followed me. Not sure. It doesn't matter if you update the data elsewhere. Anyway, close the window and repeat the test to be sure.
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- ago
#8
Q#1 - Everything was the same

Q#2 - Just did close it again & reopen it & run the backtest, the last tade is 11/28/2022 11:55
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Cone8
 ( 4.98% )
- ago
#9
#3 - Any IIR (unstable) indicators? like EMA, RSI, etc.

If the start of the backtest doesn't match precisely where you started with the seed data for live trading, it's possible that different trades are triggered because the indicator values won't be precisely the same. The difference between a crossover or not can be as small as 0.000000000000001.
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- ago
#10
The indicator is with EMA's

How can I know where to start seed data on Strategy Monitor? I just drag the Strategy
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Cone8
 ( 4.98% )
- ago
#11
It's the Data Range setting, just like in the Strategy Window.

Unless you always use the exact same start date, there's a chance the trades can be slightly different in the future. I'm just suggesting that when you compare a backtest with live trading that you use the same data.
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- ago
#12
So the data range has to ne the same as the Strategy?





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Cone8
 ( 4.98% )
- ago
#13
It doesn't have to be, no.

But if you want exactly the same trades that are generated with IIR-type indicators, then the starting point should be the same if you're comparing 2 runs. If you start in different places, you "might" get different results.

Practically speaking, it doesn't matter if you miss or get a different trade every now and then - it's just different because of the variability in the indicator calculation based on the seed data. These are just "edge" cases.
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Cone8
 ( 4.98% )
- ago
#14
Here's an example of why we say that when you use indicators like EMA and RSI you shouldn't even be looking at them until at least 3 times their period.

Here's the same chart twice with 20-period indicators: EMA, RSI, and SMA. The bottom chart starts 5 bars earlier than the top chart. The SMA value is the same for both, because SMA uses only the last 20 bars. The EMA and RSI are quite different - because their values depend on all the previous values of the indicator. After many bars, the differences become less discernable, but they still exist.

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