ExitTIme=3 but Max open trades is thousands

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ExitTIme=3 but Max open trades is thousands #441232 05/16/14 04:43 05/16/14 04:43
Joined: Sep 2013 Posts: 504 California G GPEngine OP User
GPEngine OP User G Joined: Sep 2013 Posts: 504 California	I have a strategy which has 1 algo (the default) 27 assets in a loop up to 2 trades per asset per bar (one enterLong, one enterShort) TradesPerBar = 2 EntryTime = 1 ExitTime = 3 Observed: In Performance Report, I observe Max open trades = 6378 Expected Max open trades should not exceed TradesPerBar * assets * ExitTime = 2 * 27 * 3 = 162 Please let me know if an example is necessary, or if there is a plausible explanation. Code: Max open trades Maximum number of simultaneously open trades.

Re: ExitTIme=3 but Max open trades is thousands [Re: GPEngine] #441235 05/16/14 06:27 05/16/14 06:27
Joined: Jul 2000 Posts: 27,986 Frankfurt jcl Chief Engineer
jcl Chief Engineer Joined: Jul 2000 Posts: 27,986 Frankfurt	You can see in the log if the trades are really closed after 3 bars, or if they stay open for some reason.

Re: ExitTIme=3 but Max open trades is thousands [Re: jcl] #441250 05/16/14 14:21 05/16/14 14:21
Joined: Sep 2013 Posts: 504 California G GPEngine OP User
GPEngine OP User G Joined: Sep 2013 Posts: 504 California	You wouldn't be doing something like, recycling trade identifiers, would you? Code: $ grep -n '^\[USD/JPY::L9013\] $S\\|L$' Log/aooatest.log 60800:[USD/JPY::L9013] Long 1@76.81 Net trade at 16:46 81768:[USD/JPY::L9013] Sell 1@76.59: -2.34 at 21:10 134498:[USD/JPY::L9013] Long 46@83.86 Net trade at 14:42 143200:[USD/JPY::L9013] Sell 46@82.84: -466$ at 01:27 174064:[USD/JPY::L9013] Long 1@81.46 Net trade at 06:58 198574:[USD/JPY::L9013] Sell 1@79.98: -14.66 at 14:10 Surely you have some Strategy test cases where there are more than 10000 trades of a single asset. Right?

Re: ExitTIme=3 but Max open trades is thousands [Re: GPEngine] #441251
05/16/14 14:33 05/16/14 14:33

Joined: Sep 2013
Posts: 504
California

GPEngine

OP
User

GPEngine

OP
User

Joined: Sep 2013
Posts: 504
California

Anyway, if recycling trade identifiers is expected/harmless, perhaps there is still a way to digest this log.

{USD/JPY::s1696} Short is entered at bar 2216 and exited at 2500.
My understanding is that with ExitTime = 3 this should be impossible.

Code:

43316:[2216: Fri 23.12. 11:16]  122.248-122.630  2: -381858p 1124/2147
43357:{USD/JPY::s1696} Short 1@78.06 Risk 1$ ptls at 11:16
43370:[2217: Fri 23.12. 17:02]  121.976-122.501  2: -378231p 1100/2179
43908:{USD/JPY::s1696} -1$ s78.13 c78.15 e78.06
43957:[2218: Fri 23.12. 22:48]  121.704-122.122  2: -378252p 1094/2193
44492:{USD/JPY::s1696} -1$ s78.13 c78.14 e78.06
44522:[2219: Mon 26.12. 02:42]  121.667-121.929  2: -378153p 1105/2183
44568:[2220: Mon 26.12. 08:28]  121.699-122.099  2: -378177p 1117/2179
44615:[2221: Mon 26.12. 14:14]  121.686-122.025  2: -378186p 1119/2185
44674:[2222: Mon 26.12. 20:00]  121.768-122.087  2: -378170p 1120/2192
45188:{USD/JPY::s1696} +1$ s78.13 c77.98 e78.06
45297:[2223: Tue 27.12. 01:46]  121.743-122.034  2: -378199p 1107/2213
45340:[2224: Tue 27.12. 07:32]  121.650-122.326  2: -374730p 1129/2198
45383:[2225: Tue 27.12. 13:18]  121.730-122.161  2: -374772p 1133/2201
45437:[2226: Tue 27.12. 19:04]  121.828-122.069  2: -375935p 1134/2207
45935:{USD/JPY::s1696} +2$ s78.13 c77.86 e78.06
46105:[2227: Wed 28.12. 00:50]  121.883-122.108  2: -377225p 1137/2211
46148:[2228: Wed 28.12. 06:36]  121.780-121.981  2: -377268p 1135/2220
46198:[2229: Wed 28.12. 12:22]  121.719-122.004  2: -377405p 1153/2209
46240:[2230: Wed 28.12. 18:08]  120.448-121.767  2: -377493p 1085/2284
46286:[2231: Wed 28.12. 23:54]  120.305-120.690  2: -374119p 1094/2282
46768:{USD/JPY::s1696} +1$ s78.13 c77.95 e78.06
46979:[2232: Thu 29.12. 05:40]  120.113-120.396  2: -374217p 1104/2278
47012:[2233: Thu 29.12. 11:26]  119.614-120.345  2: -374345p 1102/2286
47050:[2234: Thu 29.12. 17:12]  119.501-120.054  2: -374743p 1116/2278
47079:[2235: Thu 29.12. 22:58]  119.547-119.825  2: -375287p 1119/2279
47553:{USD/JPY::s1696} +4$ s78.13 c77.65 e78.06
47783:[2236: Fri 30.12. 04:44]  119.449-119.802  2: -375406p 1116/2285
47808:[2237: Fri 30.12. 10:30]  119.495-119.817  2: -375798p 1118/2285
47827:[2238: Fri 30.12. 16:16]  119.296-120.090  2: -375882p 1127/2279
48292:{USD/JPY::s1696} +10$ s78.13 c77.03 e78.06
48539:[2239: Fri 30.12. 22:02]  119.346-119.844  2: -371647p 1126/2284
49000:{USD/JPY::s1696} +10$ s78.13 c76.97 e78.06
49234:[2240: Mon 02.01. 01:56]  119.346-119.844  2: -371647p 1126/2285
49248:[2241: Mon 02.01. 07:42]  119.213-119.625  2: -371551p 1122/2292
49266:[2242: Mon 02.01. 13:28]  119.216-119.629  2: -371635p 1120/2297
49282:[2243: Mon 02.01. 19:14]  119.032-119.407  2: -371486p 1123/2297
49734:{USD/JPY::s1696} +11$ s78.13 c76.93 e78.06
50001:[2244: Tue 03.01. 01:00]  119.120-119.492  2: -367006p 1136/2287
50015:[2245: Tue 03.01. 06:46]  119.282-119.626  2: -366882p 1151/2275
50034:[2246: Tue 03.01. 12:32]  119.411-119.924  2: -361261p 1168/2261
50051:[2247: Tue 03.01. 18:18]  119.522-120.201  2: -361207p 1187/2245
50487:{USD/JPY::s1696} +13$ s78.13 c76.68 e78.06
50769:[2248: Wed 04.01. 00:04]  119.927-120.258  2: -361117p 1183/2252
50790:[2249: Wed 04.01. 05:50]  119.829-120.066  2: -361091p 1172/2265
50811:[2250: Wed 04.01. 11:36]  119.686-120.130  2: -361565p 1152/2287
50827:[2251: Wed 04.01. 17:22]  119.629-120.014  2: -361541p 1158/2284
50845:[2252: Wed 04.01. 23:08]  119.752-119.917  2: -361298p 1151/2294
51271:{USD/JPY::s1696} +13$ s78.13 c76.74 e78.06
51574:[2253: Thu 05.01. 04:54]  119.681-119.875  2: -361071p 1147/2301
51592:[2254: Thu 05.01. 10:40]  119.392-119.984  2: -361035p 1139/2312
51615:[2255: Thu 05.01. 16:26]  119.203-119.631  2: -356606p 1134/2320
51641:[2256: Thu 05.01. 22:12]  119.384-119.758  2: -357377p 1137/2320
52059:{USD/JPY::s1696} +9$ s78.13 c77.14 e78.06
52370:[2257: Fri 06.01. 03:58]  119.465-119.709  2: -358657p 1143/2318
52392:[2258: Fri 06.01. 09:44]  119.547-119.770  2: -358692p 1143/2322
52419:[2259: Fri 06.01. 15:30]  118.573-119.760  2: -358739p 1120/2349
52830:{USD/JPY::s1696} +9$ s78.13 c77.11 e78.06
53156:[2260: Fri 06.01. 21:16]  118.574-118.978  2: -359156p 1126/2347
53564:{USD/JPY::s1696} +10$ s78.13 c77.01 e78.06
53871:[2261: Sun 08.01. 19:24]  118.752-118.859  2: -359156p 1126/2348
54278:{USD/JPY::s1696} +10$ s78.13 c77.00 e78.06
54590:[2262: Mon 09.01. 01:10]  118.296-118.787  2: -359386p 1121/2353
54613:[2263: Mon 09.01. 06:56]  118.529-118.736  2: -359537p 1126/2352
54638:[2264: Mon 09.01. 12:42]  118.546-118.897  2: -359663p 1132/2350
54670:[2265: Mon 09.01. 18:28]  118.559-118.901  2: -360811p 1129/2358
55069:{USD/JPY::s1696} +11$ s78.13 c76.89 e78.06
55412:[2266: Tue 10.01. 00:14]  118.560-118.910  2: -360855p 1150/2341
55441:[2267: Tue 10.01. 06:00]  118.762-118.955  2: -362195p 1159/2336
55475:[2268: Tue 10.01. 11:46]  118.751-119.095  2: -362241p 1158/2342
55511:[2269: Tue 10.01. 17:32]  118.752-119.089  2: -346839p 1162/2343
55537:[2270: Tue 10.01. 23:18]  118.890-119.088  2: -346901p 1166/2344
55923:{USD/JPY::s1696} +12$ s78.13 c76.85 e78.06
56298:[2271: Wed 11.01. 05:04]  118.850-119.026  2: -346976p 1156/2359
56327:[2272: Wed 11.01. 10:50]  118.689-119.140  2: -347015p 1168/2352
56358:[2273: Wed 11.01. 16:36]  117.806-118.880  2: -347260p 1140/2385
56393:[2274: Wed 11.01. 22:22]  117.746-117.959  2: -347878p 1151/2379
56769:{USD/JPY::s1696} +11$ s78.13 c76.91 e78.06
57175:[2275: Thu 12.01. 04:08]  117.699-117.925  2: -348195p 1144/2391
57202:[2276: Thu 12.01. 09:54]  117.613-118.013  2: -348221p 1168/2373
57227:[2277: Thu 12.01. 15:40]  117.562-118.138  2: -348222p 1148/2399
57254:[2278: Thu 12.01. 21:26]  117.542-117.850  2: -348216p 1179/2374
57624:{USD/JPY::s1696} +12$ s78.13 c76.78 e78.06
58070:[2279: Fri 13.01. 03:12]  117.721-117.881  2: -348750p 1172/2387
58101:[2280: Fri 13.01. 08:58]  117.736-118.218  2: -348745p 1188/2377
58128:[2281: Fri 13.01. 14:44]  117.568-117.877  2: -348961p 1147/2424
58487:{USD/JPY::s1696} +10$ s78.13 c76.97 e78.06
58956:[2282: Fri 13.01. 20:30]  117.302-117.879  2: -349008p 1157/2419
59314:{USD/JPY::s1696} +11$ s78.13 c76.93 e78.06
59773:[2283: Mon 16.01. 00:24]  117.568-118.020  2: -349008p 1141/2436
59810:[2284: Mon 16.01. 06:10]  117.514-117.713  2: -350603p 1144/2438
59831:[2285: Mon 16.01. 11:56]  117.400-117.801  2: -350713p 1150/2436
59860:[2286: Mon 16.01. 17:42]  117.464-117.801  2: -350851p 1174/2416
59883:[2287: Mon 16.01. 23:28]  117.571-117.762  2: -351244p 1170/2424
60232:{USD/JPY::s1696} +12$ s78.13 c76.84 e78.06
60726:[2288: Tue 17.01. 05:14]  117.670-118.020  2: -344389p 1202/2396
60748:[2289: Tue 17.01. 11:00]  117.676-118.283  2: -344424p 1217/2385
60782:[2290: Tue 17.01. 16:46]  117.823-118.299  2: -345186p 1214/2392
60806:[2291: Tue 17.01. 22:32]  117.735-117.991  2: -345643p 1217/2393
61145:{USD/JPY::s1696} +12$ s78.13 c76.85 e78.06
61659:[2292: Wed 18.01. 04:18]  117.671-117.868  2: -345703p 1215/2400
61693:[2293: Wed 18.01. 10:04]  117.583-117.992  2: -345785p 1221/2399
61729:[2294: Wed 18.01. 15:50]  117.843-118.649  2: -345689p 1239/2386
61765:[2295: Wed 18.01. 21:36]  118.292-118.612  2: -345823p 1252/2378
62098:{USD/JPY::s1696} +12$ s78.13 c76.80 e78.06
62656:[2296: Thu 19.01. 03:22]  118.390-118.698  2: -338992p 1248/2387
62690:[2297: Thu 19.01. 09:08]  118.343-118.615  2: -338842p 1253/2387
62725:[2298: Thu 19.01. 14:54]  118.388-118.892  2: -338855p 1284/2360
62755:[2299: Thu 19.01. 20:40]  118.837-119.750  2: -338661p 1302/2345
63078:{USD/JPY::s1696} +8$ s78.13 c77.18 e78.06
63646:[2300: Fri 20.01. 02:26]  119.348-119.575  2: -337764p 1305/2344
63676:[2301: Fri 20.01. 08:12]  119.363-119.813  2: -337587p 1307/2345
63706:[2302: Fri 20.01. 13:58]  119.218-119.809  2: -337398p 1304/2351
63772:[2303: Fri 20.01. 19:44]  119.486-119.964  2: -334732p 1306/2353
64079:{USD/JPY::s1696} +10$ s78.13 c77.00 e78.06
64647:[2304: Sun 22.01. 23:38]  119.597-120.089  2: -334727p 1305/2358
64951:{USD/JPY::s1696} +10$ s78.13 c76.98 e78.06
65528:[2305: Mon 23.01. 05:24]  119.523-119.886  2: -329452p 1318/2350
65560:[2306: Mon 23.01. 11:10]  119.561-119.902  2: -329452p 1329/2344
65596:[2307: Mon 23.01. 16:56]  119.590-120.233  2: -329385p 1342/2336
65631:[2308: Mon 23.01. 22:42]  119.745-120.007  2: -329324p 1340/2344
65929:{USD/JPY::s1696} +10$ s78.13 c77.01 e78.06
66541:[2309: Tue 24.01. 04:28]  119.680-119.991  2: -329101p 1336/2355
66580:[2310: Tue 24.01. 10:14]  119.688-120.357  2: -329197p 1353/2345
66614:[2311: Tue 24.01. 16:00]  120.168-121.329  2: -329155p 1372/2333
66651:[2312: Tue 24.01. 21:46]  121.072-121.446  2: -329036p 1386/2325
66939:{USD/JPY::s1696} +3$ s78.13 c77.72 e78.06
67600:[2313: Wed 25.01. 03:32]  121.288-121.816  2: -324571p 1391/2326
67639:[2314: Wed 25.01. 09:18]  121.256-121.805  2: -324575p 1384/2339
67681:[2315: Wed 25.01. 15:04]  121.294-122.072  2: -324933p 1381/2347
67713:[2316: Wed 25.01. 20:50]  121.256-122.014  2: -325044p 1424/2308
67993:{USD/JPY::s1696} +3$ s78.13 c77.70 e78.06
68690:[2317: Thu 26.01. 02:36]  121.632-121.880  2: -324737p 1420/2316
68722:[2318: Thu 26.01. 08:22]  121.463-121.871  2: -325010p 1440/2300
68753:[2319: Thu 26.01. 14:08]  121.572-121.901  2: -325189p 1437/2307
68786:[2320: Thu 26.01. 19:54]  121.334-121.835  2: -325274p 1443/2305
69058:{USD/JPY::s1696} +6$ s78.13 c77.46 e78.06
69765:[2321: Fri 27.01. 01:40]  121.191-121.623  2: -325239p 1430/2322
69799:[2322: Fri 27.01. 07:26]  120.558-121.442  2: -324641p 1435/2322
69834:[2323: Fri 27.01. 13:12]  120.730-121.158  2: -324609p 1449/2314
69863:[2324: Fri 27.01. 18:58]  120.042-120.927  2: -324609p 1439/2330
70129:{USD/JPY::s1696} +13$ s78.13 c76.75 e78.06
70873:[2325: Sat 28.01. 00:44]  120.605-120.748  2: -324542p 1441/2334
71136:{USD/JPY::s1696} +12$ s78.13 c76.77 e78.06
71866:[2326: Sun 29.01. 22:52]  120.613-120.792  2: -324535p 1441/2335
72128:{USD/JPY::s1696} +12$ s78.13 c76.76 e78.06
72855:[2327: Mon 30.01. 04:38]  120.475-120.776  2: -324535p 1417/2360
72922:[2328: Mon 30.01. 10:24]  120.052-120.532  2: -324353p 1375/2409
72967:[2329: Mon 30.01. 16:10]  119.657-120.375  2: -324506p 1387/2404
72996:[2330: Mon 30.01. 21:56]  119.615-119.961  2: -324474p 1417/2380
73242:{USD/JPY::s1696} +17$ s78.13 c76.34 e78.06
73988:[2331: Tue 31.01. 03:42]  119.795-120.161  2: -324470p 1426/2377
74021:[2332: Tue 31.01. 09:28]  119.893-120.298  2: -324346p 1449/2360
74048:[2333: Tue 31.01. 15:14]  120.137-120.656  2: -324346p 1438/2377
74097:[2334: Tue 31.01. 21:00]  120.004-120.485  2: -324299p 1425/2396
74331:{USD/JPY::s1696} +18$ s78.13 c76.23 e78.06
75140:[2335: Wed 01.02. 02:46]  120.006-120.331  2: -325112p 1427/2400
75168:[2336: Wed 01.02. 08:32]  119.617-120.120  2: -324961p 1429/2403
75202:[2337: Wed 01.02. 14:18]  119.806-120.837  2: -324772p 1469/2370
75232:[2338: Wed 01.02. 20:04]  120.505-121.008  2: -324671p 1478/2368
75458:{USD/JPY::s1696} +18$ s78.13 c76.24 e78.06
76260:[2339: Thu 02.02. 01:50]  120.600-120.802  2: -323309p 1486/2367
76292:[2340: Thu 02.02. 07:36]  120.570-120.764  2: -322999p 1492/2368
76336:[2341: Thu 02.02. 13:22]  120.355-120.663  2: -322252p 1480/2387
76367:[2342: Thu 02.02. 19:08]  120.249-120.692  2: -321996p 1479/2395
76585:{USD/JPY::s1696} +18$ s78.13 c76.15 e78.06
77381:[2343: Fri 03.02. 00:54]  120.316-120.580  2: -321693p 1493/2388
77412:[2344: Fri 03.02. 06:40]  120.298-120.636  2: -321560p 1491/2397
77444:[2345: Fri 03.02. 12:26]  120.516-120.938  2: -320968p 1491/2404
77474:[2346: Fri 03.02. 18:12]  120.497-121.155  2: -320675p 1544/2358
77682:{USD/JPY::s1696} +14$ s78.13 c76.56 e78.06
78537:[2347: Fri 03.02. 23:58]  121.014-121.285  2: -319846p 1551/2358
78743:{USD/JPY::s1696} +14$ s78.13 c76.64 e78.06
79578:[2348: Sun 05.02. 22:06]  121.194-121.302  2: -319465p 1545/2365
79783:{USD/JPY::s1696} +14$ s78.13 c76.61 e78.06
80605:[2349: Mon 06.02. 03:52]  120.845-121.249  2: -319465p 1538/2373
80653:[2350: Mon 06.02. 09:38]  120.582-121.186  2: -306367p 1524/2393
80683:[2351: Mon 06.02. 15:24]  120.512-121.102  2: -306105p 1545/2378
80716:[2352: Mon 06.02. 21:10]  120.912-121.274  2: -305624p 1550/2378
80912:{USD/JPY::s1696} +14$ s78.13 c76.59 e78.06
81774:[2353: Tue 07.02. 02:56]  121.036-121.369  2: -305308p 1552/2381
81802:[2354: Tue 07.02. 08:42]  121.158-121.436  2: -305074p 1572/2366
81836:[2355: Tue 07.02. 14:28]  121.203-121.697  2: -304789p 1585/2359
81874:[2356: Tue 07.02. 20:14]  121.444-122.261  2: -304165p 1589/2361
82060:{USD/JPY::s1696} +12$ s78.13 c76.79 e78.06
82956:[2357: Wed 08.02. 02:00]  122.006-122.400  2: -303959p 1594/2362
82988:[2358: Wed 08.02. 07:46]  122.266-122.761  2: -303753p 1610/2353
83032:[2359: Wed 08.02. 13:32]  121.871-122.880  2: -302160p 1606/2364
83074:[2360: Wed 08.02. 19:18]  121.435-122.253  2: -293442p 1599/2378
83248:{USD/JPY::s1696} +10$ s78.13 c77.02 e78.06
84179:[2361: Thu 09.02. 01:04]  121.742-121.966  2: -293308p 1599/2384
84210:[2362: Thu 09.02. 06:50]  121.875-122.371  2: -293236p 1624/2365
84241:[2363: Thu 09.02. 12:36]  122.057-122.583  2: -293122p 1614/2381
84274:[2364: Thu 09.02. 18:22]  122.373-122.835  2: -292799p 1632/2369
84438:{USD/JPY::s1696} +5$ s78.13 c77.56 e78.06
85418:[2365: Fri 10.02. 00:08]  122.727-123.001  2: -292383p 1624/2382
85448:[2366: Fri 10.02. 05:54]  122.558-122.945  2: -291946p 1595/2416
85480:[2367: Fri 10.02. 11:40]  122.495-123.199  2: -291580p 1593/2424
85555:[2368: Fri 10.02. 17:26]  122.142-123.100  2: -279470p 1583/2440
85714:{USD/JPY::s1696} +4$ s78.13 c77.61 e78.06
86696:[2369: Fri 10.02. 23:12]  122.072-122.495  2: -279215p 1586/2441
86854:{USD/JPY::s1696} +4$ s78.13 c77.65 e78.06
87825:[2370: Sun 12.02. 21:20]  122.072-122.495  2: -279033p 1586/2442
87982:{USD/JPY::s1696} +4$ s78.13 c77.65 e78.06
88934:[2371: Mon 13.02. 03:06]  122.344-122.713  2: -279033p 1613/2416
88971:[2372: Mon 13.02. 08:52]  122.494-122.936  2: -278555p 1638/2395
89006:[2373: Mon 13.02. 14:38]  122.584-122.950  2: -277856p 1627/2410
89043:[2374: Mon 13.02. 20:24]  122.202-122.640  2: -277170p 1626/2415
89196:{USD/JPY::s1696} +4$ s78.13 c77.60 e78.06
90195:[2375: Tue 14.02. 02:10]  121.712-122.417  2: -276906p 1583/2462
90227:[2376: Tue 14.02. 07:56]  121.852-122.794  2: -276712p 1613/2436
90261:[2377: Tue 14.02. 13:42]  122.499-123.088  2: -276222p 1620/2433
90283:[2378: Tue 14.02. 19:28]  122.539-123.110  2: -275957p 1602/2453
90432:{USD/JPY::s1696} -5$ s78.13 c78.50 e78.06
91475:[2379: Wed 15.02. 01:14]  122.765-123.329  2: -274457p 1615/2442
91501:[2380: Wed 15.02. 07:00]  123.168-123.516  2: -274171p 1650/2410
91535:[2381: Wed 15.02. 12:46]  123.026-123.522  2: -273124p 1657/2406
91561:[2382: Wed 15.02. 18:32]  122.638-123.502  2: -272917p 1642/2424
91706:{USD/JPY::s1696} -3$ s78.13 c78.33 e78.06
92704:[2383: Thu 16.02. 00:18]  122.826-123.214  2: -272255p 1626/2443
92730:[2384: Thu 16.02. 06:04]  122.848-123.194  2: -271985p 1613/2459
92760:[2385: Thu 16.02. 11:50]  122.859-123.630  2: -271368p 1623/2452
92789:[2386: Thu 16.02. 17:36]  123.356-124.553  2: -271117p 1674/2405
92819:[2387: Thu 16.02. 23:22]  124.491-124.836  2: -270752p 1674/2408
92959:{USD/JPY::s1696} -8$ s78.13 c78.86 e78.06
93973:[2388: Fri 17.02. 05:08]  124.551-125.259  2: -270003p 1687/2398
94001:[2389: Fri 17.02. 10:54]  124.774-125.381  2: -270003p 1691/2398
94050:[2390: Fri 17.02. 16:40]  125.214-125.734  2: -257395p 1650/2442
94187:{USD/JPY::s1696} -13$ s78.13 c79.33 e78.06
95190:[2391: Fri 17.02. 22:26]  125.443-126.090  2: -256823p 1665/2431
95326:{USD/JPY::s1696} -15$ s78.13 c79.59 e78.06
96310:[2392: Sun 19.02. 20:34]  125.443-126.090  2: -256287p 1666/2431
96445:{USD/JPY::s1696} -15$ s78.13 c79.59 e78.06
97425:[2393: Mon 20.02. 02:20]  125.966-126.865  2: -255645p 1708/2390
97456:[2394: Mon 20.02. 08:06]  125.924-126.419  2: -255642p 1692/2412
97489:[2395: Mon 20.02. 13:52]  125.799-126.347  2: -255642p 1706/2405
97542:[2396: Mon 20.02. 19:38]  125.924-126.205  2: -254203p 1692/2426
97673:{USD/JPY::s1696} -15$ s78.13 c79.58 e78.06
98693:[2397: Tue 21.02. 01:24]  125.935-126.366  2: -253539p 1687/2438
98723:[2398: Tue 21.02. 07:10]  126.052-126.560  2: -253539p 1696/2436
98756:[2399: Tue 21.02. 12:56]  125.827-126.680  2: -251282p 1649/2490
98785:[2400: Tue 21.02. 18:42]  125.677-126.244  2: -250561p 1666/2479
98912:{USD/JPY::s1696} -17$ s78.13 c79.77 e78.06
99957:[2401: Wed 22.02. 00:28]  125.733-126.136  2: -250516p 1648/2503
99990:[2402: Wed 22.02. 06:14]  125.890-126.437  2: -249845p 1660/2497
100028:[2403: Wed 22.02. 12:00]  125.868-126.639  2: -247903p 1655/2508
100059:[2404: Wed 22.02. 17:46]  125.619-126.144  2: -247845p 1667/2502
100090:[2405: Wed 22.02. 23:32]  125.718-125.987  2: -247752p 1664/2511
100210:{USD/JPY::s1696} -23$ s78.13 c80.36 e78.06
101294:[2406: Thu 23.02. 05:18]  125.496-125.872  2: -247720p 1674/2507
101325:[2407: Thu 23.02. 11:04]  125.629-125.988  2: -246016p 1710/2477
101358:[2408: Thu 23.02. 16:50]  125.803-126.229  2: -244048p 1708/2486
101397:[2409: Thu 23.02. 22:36]  125.663-126.015  2: -247530p 1733/2468
101509:{USD/JPY::s1696} -19$ s78.13 c79.95 e78.06
102625:[2410: Fri 24.02. 04:22]  125.851-126.464  2: -247493p 1746/2461
102654:[2411: Fri 24.02. 10:08]  126.307-127.436  2: -245187p 1756/2457
102683:[2412: Fri 24.02. 15:54]  127.188-128.251  2: -244961p 1754/2465
102790:{USD/JPY::s1696} -27$ s78.13 c80.79 e78.06
103937:[2413: Fri 24.02. 21:40]  127.945-128.994  2: -244814p 1753/2472
104043:{USD/JPY::s1696} -31$ s78.13 c81.17 e78.06
105182:[2414: Sun 26.02. 19:48]  128.904-129.007  2: -243685p 1753/2473
105285:{USD/JPY::s1696} -31$ s78.13 c81.22 e78.06
106423:[2415: Mon 27.02. 01:34]  128.662-129.861  2: -244946p 1744/2483
106460:[2416: Mon 27.02. 07:20]  128.424-128.983  2: -251951p 1735/2498
106485:[2417: Mon 27.02. 13:06]  127.383-128.750  2: -251981p 1745/2494
106514:[2418: Mon 27.02. 18:52]  126.982-127.767  2: -251202p 1784/2461
106613:{USD/JPY::s1696} -23$ s78.13 c80.39 e78.06
107785:[2419: Tue 28.02. 00:38]  127.125-127.639  2: -251136p 1775/2476
107830:[2420: Tue 28.02. 06:24]  126.718-127.776  2: -249350p 1797/2460
107852:[2421: Tue 28.02. 12:10]  127.377-128.264  2: -248532p 1786/2476
107870:[2422: Tue 28.02. 17:56]  127.185-128.041  2: -248532p 1799/2468
107900:[2423: Tue 28.02. 23:42]  127.720-128.082  2: -246311p 1819/2454
107994:{USD/JPY::s1696} -24$ s78.13 c80.49 e78.06
109177:[2424: Wed 29.02. 05:28]  128.013-128.489  2: -246311p 1834/2445
109203:[2425: Wed 29.02. 11:14]  127.847-128.502  2: -245341p 1853/2431
109229:[2426: Wed 29.02. 17:00]  127.885-129.643  2: -245227p 1851/2439
109273:[2427: Wed 29.02. 22:46]  129.052-129.471  2: -233462p 1832/2464
109363:{USD/JPY::s1696} -32$ s78.13 c81.29 e78.06
110596:[2428: Thu 01.03. 04:32]  128.835-129.622  2: -227619p 1832/2470
110620:[2429: Thu 01.03. 10:18]  128.779-129.431  2: -227619p 1854/2454
110648:[2430: Thu 01.03. 16:04]  129.096-129.613  2: -226669p 1873/2441
110674:[2431: Thu 01.03. 21:50]  129.194-129.564  2: -226669p 1889/2432
110760:{USD/JPY::s1696} -30$ s78.13 c81.13 e78.06
112050:[2432: Fri 02.03. 03:36]  129.394-129.848  2: -212775p 1891/2437
112079:[2433: Fri 02.03. 09:22]  129.712-130.129  2: -212740p 1872/2463
112125:[2434: Fri 02.03. 15:08]  129.222-130.023  2: -200128p 1837/2505
112208:{USD/JPY::s1696} -35$ s78.13 c81.64 e78.06
113385:[2435: Fri 02.03. 20:54]  129.166-129.692  2: -200061p 1847/2502
113467:{USD/JPY::s1696} -37$ s78.13 c81.82 e78.06
114640:[2436: Mon 05.03. 00:48]  129.126-129.693  2: -199751p 1834/2516
114666:[2437: Mon 05.03. 06:34]  128.493-129.440  2: -199751p 1817/2540
114694:[2438: Mon 05.03. 12:20]  128.246-128.748  2: -199711p 1800/2564
114734:[2439: Mon 05.03. 18:06]  128.628-129.438  2: -196613p 1826/2545
114758:[2440: Mon 05.03. 23:52]  128.991-129.527  2: -196613p 1839/2538
114835:{USD/JPY::s1696} -34$ s78.13 c81.54 e78.06
116055:[2441: Tue 06.03. 05:38]  128.985-129.516  2: -195652p 1802/2581
116082:[2442: Tue 06.03. 11:24]  127.335-129.247  2: -195432p 1779/2610
116111:[2443: Tue 06.03. 17:10]  126.812-128.132  2: -195277p 1744/2651
116139:[2444: Tue 06.03. 22:56]  126.572-127.239  2: -195579p 1752/2649
116212:{USD/JPY::s1696} -27$ s78.13 c80.83 e78.06
117474:[2445: Wed 07.03. 04:42]  126.670-127.361  2: -197905p 1750/2657
117505:[2446: Wed 07.03. 10:28]  126.816-127.318  2: -197106p 1774/2639
117542:[2447: Wed 07.03. 16:14]  126.741-127.442  2: -196968p 1770/2649
117578:[2448: Wed 07.03. 22:00]  127.331-127.870  2: -196716p 1795/2630
117647:{USD/JPY::s1696} -30$ s78.13 c81.12 e78.06
118929:[2449: Thu 08.03. 03:46]  127.609-128.004  2: -202028p 1803/2628
118975:[2450: Thu 08.03. 09:32]  127.895-128.981  2: -200494p 1841/2593
119015:[2451: Thu 08.03. 15:18]  128.445-129.215  2: -199346p 1820/2617
119049:[2452: Thu 08.03. 21:04]  128.396-129.276  2: -198957p 1866/2574
119114:{USD/JPY::s1696} -35$ s78.13 c81.61 e78.06
120438:[2453: Fri 09.03. 02:50]  129.028-129.526  2: -188568p 1874/2569
120480:[2454: Fri 09.03. 08:36]  128.673-129.606  2: -185635p 1857/2590
120512:[2455: Fri 09.03. 14:22]  128.758-129.775  2: -185653p 1854/2597
120574:{USD/JPY::s1696} -42$ s78.13 c82.28 e78.06
121827:[2456: Fri 09.03. 20:08]  128.990-129.583  2: -209506p 1847/2607
121888:{USD/JPY::s1696} -44$ s78.13 c82.49 e78.06
123054:[2457: Sun 11.03. 18:16]  129.128-129.397  2: -208390p 1845/2610
123114:{USD/JPY::s1696} -44$ s78.13 c82.50 e78.06
124303:[2458: Mon 12.03. 00:02]  129.030-129.383  2: -201259p 1836/2620
124350:[2459: Mon 12.03. 05:48]  128.697-129.181  2: -199253p 1833/2626
124393:[2460: Mon 12.03. 11:34]  128.395-129.248  2: -200836p 1811/2651
124436:[2461: Mon 12.03. 17:20]  128.205-128.702  2: -197978p 1816/2650
124479:[2462: Mon 12.03. 23:06]  128.548-128.805  2: -197469p 1835/2636
124534:{USD/JPY::s1696} -42$ s78.13 c82.33 e78.06
125595:[2463: Tue 13.03. 04:52]  128.640-129.153  2: -197069p 1845/2633
125638:[2464: Tue 13.03. 10:38]  128.288-129.682  2: -189032p 1848/2637
125677:[2465: Tue 13.03. 16:24]  129.213-130.246  2: -189279p 1878/2613
125728:[2466: Tue 13.03. 22:10]  129.973-130.439  2: -193817p 1899/2597
125777:{USD/JPY::s1696} -48$ s78.13 c82.90 e78.06
126863:[2467: Wed 14.03. 03:56]  130.156-130.633  2: -183187p 1900/2601
126900:[2468: Wed 14.03. 09:42]  130.138-131.366  2: -179599p 1886/2620
126935:[2469: Wed 14.03. 15:28]  130.814-131.492  2: -179457p 1892/2619
126971:[2470: Wed 14.03. 21:14]  130.994-131.463  2: -179064p 1898/2619
127014:{USD/JPY::s1696} -56$ s78.13 c83.71 e78.06
128110:[2471: Thu 15.03. 03:00]  131.078-131.699  2: -168973p 1900/2623
128157:[2472: Thu 15.03. 08:46]  130.922-131.742  2: -163925p 1906/2623
128194:[2473: Thu 15.03. 14:32]  130.241-131.340  2: -163656p 1899/2636
128243:[2474: Thu 15.03. 20:18]  130.387-131.272  2: -152269p 1919/2622
128278:{USD/JPY::s1696} -53$ s78.13 c83.49 e78.06
129391:[2475: Fri 16.03. 02:04]  130.937-131.406  2: -141606p 1921/2626
129426:[2476: Fri 16.03. 07:50]  130.946-131.379  2: -141563p 1923/2630
129471:[2477: Fri 16.03. 13:36]  131.283-132.455  2: -137184p 1962/2597
129506:[2478: Fri 16.03. 19:22]  131.847-132.464  2: -137134p 1957/2608
129537:{USD/JPY::s1696} -52$ s78.13 c83.38 e78.06
130668:[2479: Sun 18.03. 23:16]  131.932-132.412  2: -137054p 1976/2594
130698:{USD/JPY::s1696} -54$ s78.13 c83.54 e78.06
131838:[2480: Mon 19.03. 05:02]  132.012-132.416  2: -137005p 1976/2601
131879:[2481: Mon 19.03. 10:48]  131.479-132.212  2: -132851p 1964/2619
131912:[2482: Mon 19.03. 16:34]  131.639-132.572  2: -132766p 1987/2601
132017:[2483: Mon 19.03. 22:20]  132.402-132.697  2: -136962p 1989/2604
132043:{USD/JPY::s1696} -53$ s78.13 c83.41 e78.06
133142:[2484: Tue 20.03. 04:06]  132.323-132.641  2: -136850p 1981/2617
133189:[2485: Tue 20.03. 09:52]  132.327-132.973  2: -128910p 1976/2627
133218:[2486: Tue 20.03. 15:38]  132.282-133.016  2: -128837p 1969/2639
133275:[2487: Tue 20.03. 21:24]  132.367-132.895  2: -152774p 1980/2633
133295:{USD/JPY::s1696} -56$ s78.13 c83.72 e78.06
134390:[2488: Wed 21.03. 03:10]  132.549-132.983  2: -152688p 2011/2607
134436:[2489: Wed 21.03. 08:56]  132.767-133.398  2: -152113p 2023/2601
134470:[2490: Wed 21.03. 14:42]  132.629-133.515  2: -152113p 1985/2646
134517:[2491: Wed 21.03. 20:28]  132.225-132.931  2: -149107p 1966/2672
134531:{USD/JPY::s1696} -52$ s78.13 c83.33 e78.06
135645:[2492: Thu 22.03. 02:14]  131.958-132.533  2: -149183p 1979/2665
135671:[2493: Thu 22.03. 08:00]  131.982-132.457  2: -149183p 1960/2690
135698:[2494: Thu 22.03. 13:46]  130.612-132.283  2: -145836p 1925/2731
135737:[2495: Thu 22.03. 19:32]  130.114-131.268  2: -168584p 1935/2727
135747:{USD/JPY::s1696} -44$ s78.13 c82.53 e78.06
136898:[2496: Fri 23.03. 01:18]  130.517-130.916  2: -188666p 1946/2722
136922:[2497: Fri 23.03. 07:04]  130.833-131.216  2: -188666p 1946/2726
136948:[2498: Fri 23.03. 12:50]  130.479-131.592  2: -185833p 1957/2719
136982:[2499: Fri 23.03. 18:36]  130.030-131.044  2: -191318p 1979/2701
136986:{USD/JPY::s1696} -44$ s78.13 c82.51 e78.06
138149:[2500: Sun 25.03. 22:30]  130.710-131.071  2: -190988p 1995/2690
138152:{USD/JPY::s1696} -44$ s78.13 c82.54 e78.06
139281:{USD/JPY::s1696} Stop 1@82.54: -44.07 at 22:30

Re: ExitTIme=3 but Max open trades is thousands [Re: GPEngine] #441252 05/16/14 14:43 05/16/14 14:43
Joined: Jul 2000 Posts: 27,986 Frankfurt jcl Chief Engineer
jcl Chief Engineer Joined: Jul 2000 Posts: 27,986 Frankfurt	Trade identifiers are unique, but only the last 4 digits are displayed in the window. From what I see, the trade has no exit time, so that explains the many parallel trades. Can it be that setting the exit time went wrong for some reason?

Re: ExitTIme=3 but Max open trades is thousands [Re: jcl] #441256 05/16/14 14:50 05/16/14 14:50
Joined: Sep 2013 Posts: 504 California G GPEngine OP User
GPEngine OP User G Joined: Sep 2013 Posts: 504 California	Re: truncated trade identifiers -- this makes it hard to trace what is happening, at least for a newcomer like me. No. It is 3 at every bar. ( I printed it )

Re: ExitTIme=3 but Max open trades is thousands [Re: GPEngine] #441257 05/16/14 14:53 05/16/14 14:53
Joined: Sep 2013 Posts: 504 California G GPEngine OP User
GPEngine OP User G Joined: Sep 2013 Posts: 504 California	I am setting TakeProfit, Stop, Trail, TrailSlope, TrailStep, and TrailLock could any of those collide with ExitTime?

Re: ExitTIme=3 but Max open trades is thousands [Re: GPEngine] #441259 05/16/14 14:53 05/16/14 14:53
Joined: Jul 2000 Posts: 27,986 Frankfurt jcl Chief Engineer
jcl Chief Engineer Joined: Jul 2000 Posts: 27,986 Frankfurt	Normally not. I'll have to look into it. Can you upload that script? If it's non-public you can also send it to Support.

Re: ExitTIme=3 but Max open trades is thousands [Re: GPEngine] #441260 05/16/14 14:55 05/16/14 14:55
Joined: Sep 2013 Posts: 504 California G GPEngine OP User
GPEngine OP User G Joined: Sep 2013 Posts: 504 California	And by the way, if I remove my ExitTime setting (leaving it at default) the Test outcome of the strategy is different. So it is not just a matter of ExitTime being ignored.

Re: ExitTIme=3 but Max open trades is thousands [Re: GPEngine] #441262 05/16/14 14:57 05/16/14 14:57
Joined: Sep 2013 Posts: 504 California G GPEngine OP User
GPEngine OP User G Joined: Sep 2013 Posts: 504 California	Let me reduce my script to something I'm willing to share. I'll be back ~12hours

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