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LifeTime updated for all components when MaxLong/MaxShort set? #470583
01/23/18 08:01
01/23/18 08:01
Joined: Feb 2017
Posts: 369
D
Dalla Offline OP
Senior Member
Dalla  Offline OP
Senior Member
D

Joined: Feb 2017
Posts: 369
When reading in the manual about LifeTime, it says "When a new trade cannot be entered due to the MaxLong/MaxShort limit, open trades of the same component are automatically updated to the life time that the new trade would have."

However in my current live traded system, it looks to me like entries for one component when maxlong is set updates the life time of ALL components for that same asset. It also looks like the TakeProfit is updated to ALL components, rather than just the components that tried to enter a trade.

This is from my log. Both algos Gen3 and Gen5 have LifeTime = 10;
As you can see there are a lot more than 10 bars since Gen3 tried to make an entry, while Gen5 has several skipped entries due to MaxLong already beeing exceeded.

Code:
Thursday 18-01-18  Profit +350 ----
[GER30:Gen3:L] Skipped: Lots 1 Max 2
[GER30:Gen5:L] Skipped: Lots 1 Max 2

[Thu 18-01-18 04:00] 5338 0 +61.74 ///  (13267)
[GER30:Gen5:L] Skipped: Lots 1 Max 2

[Thu 18-01-18 08:00] 5338 0 -48.46 //\  (13241)
[GER30:Gen5:L] Skipped: Lots 1 Max 2

[Thu 18-01-18 12:00] 5338 0 -102 //\  (13229)
[Thu 18-01-18 16:00] 5338 0 +38.56 ///  (13258)
[GER30:Gen5:L] Skipped: Lots 1 Max 2

[Thu 18-01-18 20:00] 5338 0 +192 ///  (13290)
[GER30:Gen5:L] Skipped: Lots 1 Max 2

[Fri 18-01-19 00:00] 5338 0 +127 ///  (13280)

Friday 18-01-19  Profit +103 ----
[Fri 18-01-19 04:00] 5338 0 -8.96 //\  (13252)
[Fri 18-01-19 08:00] 5338 0 +149 ///  (13280)
[Fri 18-01-19 12:00] 5338 0 +717 ////  (13396)
[Fri 18-01-19 16:00] 5338 0 +829 ////  (13420)
[GER30:Gen5:L] Skipped: Lots 1 Max 2
Weekend on 19.01. 20:00..................................
Weekend ends on 21.01. 23:00

[Mon 18-01-22 00:00] 6869 0 +1067 ////  (13472)

Monday 18-01-22  Profit +940 ----
[Mon 18-01-22 04:00] 6869 0 +1079 ////  (13474)
[Mon 18-01-22 08:00] 6869 0 +930 ////  (13441)
[GER30:Gen5:L] Skipped: Lots 1 Max 2

[Mon 18-01-22 12:00] 6869 0 +941 ////  (13442)
[GER30:Gen5:L] Skipped: Lots 1 Max 2

[Mon 18-01-22 16:00] 6869 0 +859 ////  (13425)
[GER30:Gen5:L] Skipped: Lots 1 Max 2

[Mon 18-01-22 20:00] 6869 0 +1185 ////  (13493)
[GER30:Gen5:L] Skipped: Lots 1 Max 2

[Tue 18-01-23 00:00] 6869 0 +1257 ////  (13510)

Tuesday 18-01-23  Profit +190 ----
[Tue 18-01-23 04:00] 6869 0 +1323 ////  (13524)



Adding a screenshot as well, where you can clearly see that the TakeProfit has been moved for Gen3 as well.

Did I missunderstand this? I thought that entries for Gen5 would only updated the LifeTime and TakeProfit for Gen5, and no other components, even though they are for the same asset.

Attached Files
Re: LifeTime updated for all components when MaxLong/MaxShort set? [Re: Dalla] #470585
01/23/18 10:37
01/23/18 10:37
Joined: Feb 2017
Posts: 369
D
Dalla Offline OP
Senior Member
Dalla  Offline OP
Senior Member
D

Joined: Feb 2017
Posts: 369
Got answer from support, posting here for the benefit of others:
"The manual was in fact wrong. It should read "of the same asset", not "of the same component" - this will be corrected. Lifetime, stop, and profit are updated for trades of the same asset.

If this is not desired, you can limit the number of trades with an entry condition, like if(NumOpenLong < 1) ..."


Moderated by  Petra 

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