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Different behaviour of execution trades

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    Different behaviour of execution trades

    Hi, all

    I'm trying to figure out what is happening when my stop loss or take profit orders don't trigger. What I've discovered:
    1. When I launch a backtest for strategy for 1-2 days it shows me one outcome (Version 1) for the 6th of October
    2. When I launch the backtest for the same strategy but for, let's say, 3 days, it shows me another results for the exact same days as in p.1 (Version 2) for the 6th of October

    I'm still don't have a clue why it happens in this way, even I don't know what does it mean 'Close posiiton' in Exit name column.

    Find in attached screenshots for that.

    TF is 2 seconds for ES futures. Code is the same, for sure. Click image for larger version

Name:	Version 1.png
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ID:	1228510Click image for larger version

Name:	Version 2.png
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ID:	1228511

    #2
    I also tried to make only market orders for stops like checking price level and execute ExitLong or ExitShort, and still see such beahaviour. Don't understand how to fix it?

    Comment


      #3
      After more testing I only ended up with some strange behaviour as I mentioned in above posts: when sometimes there is Close position and some trades are triggered when they shouldn't. See examples below:
      1. First screen for 13.10.2022 there are only 3 trades (also don't know why such split happened for 3 contracts) and take profit. After take profit there should not be any reverse trade
      2. Second screen for the same date 13.10.2022 but different range for testing there are also 3 trades and then reverse trade happens.

      So, don't understand why and how to catch such behaviour?

      Thank you. Click image for larger version

Name:	Version 1_1.png
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ID:	1228672Click image for larger version

Name:	Version 2_2.png
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Size:	271.2 KB
ID:	1228673

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