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Forums>Public Forum>inconsistencies in the strategy

  • #241597|
    Participant
    5 Posts

    Hi, I can’t find a logical explanation for what happened.
    Below are the rules of the strategy I am experimenting with and chart.

    Go Long

    IF (((Market Position() is Flat)
    And (EMA( 9 , Close )[1] Crosses Above SMA( 40 , High )[1])))
    THEN
    Buy 1.0 lots at Market

    Go short

    IF (((Market Position() is Flat)
    And (EMA( 9 , Close )[1] Crosses Below SMA( 40 , Low )[1])))
    THEN
    Sell 1.0 lots at Market

    Even if the first trade went to profit, it did not follow any rules.
    As you can see from the chart the cross takes place at 10.15 a.m. to 1.26551 (see yellow lines)
    But the short order fills at 10.45 am for the price of 1.26442 (Why?)
    (look at red lines)

    At 5.30 5.33 5.38 pm there fill 3 buy orders,

    I don’t understand why 3 order and not 1

    Can anyone help me understand?

    Thanks

     

    #241731
    tomas262
    Administrator
    1108 Posts

    Hello,

    please zip your project and attach or send to support@strategyquant.com, I will check

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