Posted By: Dalla
LifeTime updated for all components when MaxLong/MaxShort set? - 01/23/18 08:01
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.
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.
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.