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Strange Exits
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Strange Exits
I have a strategy that is basically trading a CCI crossover. There are no Exit commands in the strategy, just EnterLong() and EnterShort(). Everytime I load the strategy on the chart, it immedately closes any open positions. How can this happen if I have no exit commands? The strategy should be always in.Tags: None
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It immediately closes any open strategy positions. I have attached 2 screenshots. In screenshot #1 you will see my long position is immediately exited when the strategy initializes. Screenshot #2 shows a few minutes later when I refresh the chart. The exit from screenshot #1 is removed, we reverse our position accordingly, however the new position is also exited immediately upon starting the strategy. Again I have no Exit() commands in my strategy, it is reversals only.
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My OnBarUpdate() method contiains 20 lines of code including comments. I have stripped the code down to the point where I have 1 EnterLongStop() and 1 EnterShortStop() command. I do not have the option to wait until flat to send orders enabled. I am also running using the simulator, so I clear all trades prior to enabling the strategy.
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Originally posted by SystemTrading View PostMy OnBarUpdate() method contiains 20 lines of code including comments. I have stripped the code down to the point where I have 1 EnterLongStop() and 1 EnterShortStop() command. I do not have the option to wait until flat to send orders enabled. I am also running using the simulator, so I clear all trades prior to enabling the strategy.
May be it's a case when you restart the strategy, one instance terminates and that instance close open positions?
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