Support Board
Date/Time: Sun, 16 Mar 2025 02:07:30 +0000
Post From: Auto-trading disabled and positions not flattening - Spreadsheet System for Trading
| [2022-08-03 01:50:52] |
| Alex Q - Posts: 112 |
|
So I've been running a lot of backtests lately. I've got a decent handle on how to program the spreadsheet. However, tonight I"m having an interesting problem that I cannot seem to troubleshoot. I've reset spreadsheet and have started from scratch, however I am having the same problem. I am simply buying the overnight low, and selling at the overnight high. Trading is only allowed 6:35 PST thru 12:49 PST. I have cancel and flatten all orders set to 12:48:49. This has been working no problem for all of my tests for the past several weeks. I have isolated myself to one day (3/25/22) until I get the settings correct. Running the backtest it will buy the overnight low, but fail to flatten at the time specified (12:48:49). The result is that trading gets locked, and it fails to simulate any subsequent trades. However, if I change the test from LONG the overnight low to going SHORT the overnight high, it works perfectly fine, and flattens at the time specified. I am not changing any other settings when doing this. Just simple deleting everything in the buy to open column, and using the sell to open column. |