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EntryDelay Clarification #467663
08/20/17 01:26
08/20/17 01:26
Joined: Mar 2017
Posts: 65
G
Ger1 Offline OP
Junior Member
Ger1  Offline OP
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Joined: Mar 2017
Posts: 65
According to the manual when setting up EntryDelay and an entry limit the trade opens either after the given delay time (default: 0 - no entry delay), or when the entry limit is met.

Doing following:

set(TICKS);
BarPeriod = 1440;

LifeTime = 10;
Entry = -1*PIP;
EntryDelay = 20000;

enterLong();

This should open a long trade a soon as the price decreases by 1 pip or if that does not happen open the trade after 20000 seconds.

I could not figure out how this works.

When I set up both the Entry is just ignored and I get the same result as if I only used EntryDelay on its own.

As an example some trades open just 1 minute after the bar opens when setting up Entry only. If I set up EntryDelay too this very same trade opens after 20000 seconds.
Shouldn't the trade open after 1 minute already as the entry limit was fulfilled first?

Attached the script I used.

Cheers

Attached Files
entrydelay.c (3 downloads)
Re: EntryDelay Clarification [Re: Ger1] #467672
08/20/17 17:07
08/20/17 17:07
Joined: Feb 2017
Posts: 369
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Dalla Offline
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Dalla  Offline
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Joined: Feb 2017
Posts: 369
Could it be because EntryDelay is larger than EntryTime, causing the pending order to be canceled?
http://zorro-project.com/manual/en/timewait.htm

Re: EntryDelay Clarification [Re: Dalla] #467673
08/20/17 20:11
08/20/17 20:11
Joined: Mar 2017
Posts: 65
G
Ger1 Offline OP
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Ger1  Offline OP
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Joined: Mar 2017
Posts: 65
Thanks for your reply Dalla.

EntryDelay is in seconds whereas EntryTime is in bars (by default 1, in my case that's one day). 20000 sec is about 5.5 hrs so that's smaller than EntryTime. I also tried different numbers but the effect of EntryDelay overriding Entry is always the same.

Have you got any other guess what could cause this?

Re: EntryDelay Clarification [Re: Ger1] #467680
08/21/17 12:16
08/21/17 12:16
Joined: Jul 2000
Posts: 27,977
Frankfurt
jcl Offline

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jcl  Offline

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Posts: 27,977
Frankfurt
I would also expect that the Entry limit is hit before the Entry delay. At least, so I understand the manual. Otherwise it would be a bug. I'll forward this to the developers for looking into it.

Re: EntryDelay Clarification [Re: jcl] #467681
08/21/17 13:14
08/21/17 13:14
Joined: Jul 2000
Posts: 27,977
Frankfurt
jcl Offline

Chief Engineer
jcl  Offline

Chief Engineer

Joined: Jul 2000
Posts: 27,977
Frankfurt
I got confirmation that it was indeed a bug. Entry and EntryDelay are currently mutually exclusive, but it was not intended this way. This will be fixed in the next update.

Re: EntryDelay Clarification [Re: jcl] #467689
08/21/17 22:18
08/21/17 22:18
Joined: Mar 2017
Posts: 65
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Ger1 Offline OP
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Ger1  Offline OP
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Posts: 65
Okay thx a lot for your confirmation jcl!


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