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Date/Time: Wed, 27 Nov 2024 02:40:33 +0000



Post From: Trade Management By Study failing to move target, but reports success

[2023-10-01 21:10:51]
j4ytr4der_ - Posts: 938
This has been really messing up the results of some replays I've been running. My TWConfig is set to move stop to BE+1 at 4 ticks gain (I think this stop-out is related).

I'm adjusting the target by a subgraph. After the target is in place, it should not adjust at all so I have it set to adjust every N seconds, and set N to 100000 seconds.

Most of the time it works correctly. The target is initially placed at 4 ticks based on the settings for the attached bracket, and then is instantly moved to the desired subgraph, and stays there until the trade is flat.

But sometimes, the target goes in at the initial 4 ticks, and stays there. It is never adjusted to where the target subgraph is. I finally enabled logging for the TMBS study, and found that it reports that the order was moved, but in actuality it isn't!

Here is a screen capture illustrating the chart and the log:

https://snipboard.io/G0oCqX.jpg

I've been chasing this down all day and have found a specific trade where it always occurs. On looking at the exact timestamps of the trade, I noticed that this is a case where a trade entered, moved the stop to BE+1, and was stopped out. Instantly (in the same microsecond), a new entry order was issued. This new entry is the one that fails to move the target. Here is the TAL showing the timestamps in question:

https://snipboard.io/vSMqgi.jpg

So something about the entry being at the precise moment of the prior exit, seems to prevent the TMBS study from moving the target, despite its logging believing that it did so.

Any suggestions on if this can be addressed on my side, are appreciated. Or if there's something in the study that needs fixing, to know that would also be helpful. Thanks.