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Date/Time: Mon, 16 Sep 2024 19:11:18 +0000

Post From: Trades Randomly Executing in Simulated Trading

[2024-07-26 17:55:07] Link To Thread - Link To Post [Go To First Post]
Rich_B - Posts: 31
Hi John The exact statement for one of the unexplained orders is ... Auto-trade: ESU24_FUT_CME [CBV][M] 2.00 Range #1 \| PREV HIGH ENTRY LONG \| BuyEntry \| Bar start date-time: 2024-07-26 17:37:38.261 \| Last: 5510.75 \| AO=1 The Trading System Based on Alert Condition study formulas are as follows ... =CROSSFROMBELOW(C, ID5.SG2) =CROSSFROMABOVE(C, ID5.SG3) On the chart below, ID5.SG2 is the line where the background colour changes from black to green and ID5.SG3 is where the background colour changes from black to red. You can see on the chart that a cluster of 10 entries have been executed between the 5510 and 5520 price levels which are nowhere near crossing over the SG2 and SG3 levels. This chart is #1 as referenced in the OrderActionSource statement above. https://www.sierrachart.com/image.php?Image=1722015256585.png I have run the replay in the two modes you suggested. It does not reproduce the unexplained trades using these either.


ES_Random Entries.png / V - Attached On 2024-07-26 17:32:48 UTC - Size: 72.54 KB - 22 views