TS2000i not recording different signals on consecutive bars
correctly even when the allow multiple entries option is chosen. Code the following as exmaple :
{Singal 1}
If marketposition = 0 and C < C[1] then buy("1") market;
If marketposition = 1 then exitlong from entry ("1") market;
{Signal 2}
If marketposition = 0 and C < C[1] and C[1] < C[2] then buy ("2") market;
If marketposition = 1 then exitlong from entry ("2") market;
When the bar has two consecutive down closes, TS2000i only record
signal 1 and none of signal 2.
Signal 1 exit on the same day as signal 2 entry day. The use of
marketposition = 0 disallow the both signals together since that implies holding multiple position but in practice the trader can exit signal 1 on the day open and then process to buy signal 2 on the same open and this does not hold multiple position.
If the marketposition = 0 is deleted from signal 2, all signal 2 is recorded but the exit is wrong. Instead of exiting at tomorrow open as the code intend to be, TS2000i exit signal 2 on the same day as the entry. In other words, signal 2 buy on open and exit on open result in no gain or loss on the position. The performance report record number of trade increase and proftiable % increase but zero gain or loss. Anyone know what is causing this problem?
In both cases the performance is wrong. The first does not record
signal 2 and the second has wrong exit on signal 2. If both are coded as new signals, on
different Easylanguage file, than not possible to know how the 2 signals interact under same performance report.
correctly even when the allow multiple entries option is chosen. Code the following as exmaple :
{Singal 1}
If marketposition = 0 and C < C[1] then buy("1") market;
If marketposition = 1 then exitlong from entry ("1") market;
{Signal 2}
If marketposition = 0 and C < C[1] and C[1] < C[2] then buy ("2") market;
If marketposition = 1 then exitlong from entry ("2") market;
When the bar has two consecutive down closes, TS2000i only record
signal 1 and none of signal 2.
Signal 1 exit on the same day as signal 2 entry day. The use of
marketposition = 0 disallow the both signals together since that implies holding multiple position but in practice the trader can exit signal 1 on the day open and then process to buy signal 2 on the same open and this does not hold multiple position.
If the marketposition = 0 is deleted from signal 2, all signal 2 is recorded but the exit is wrong. Instead of exiting at tomorrow open as the code intend to be, TS2000i exit signal 2 on the same day as the entry. In other words, signal 2 buy on open and exit on open result in no gain or loss on the position. The performance report record number of trade increase and proftiable % increase but zero gain or loss. Anyone know what is causing this problem?
In both cases the performance is wrong. The first does not record
signal 2 and the second has wrong exit on signal 2. If both are coded as new signals, on
different Easylanguage file, than not possible to know how the 2 signals interact under same performance report.
