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It's not letting me download 3/11. I go to tools>historical data>load>download, select ES 06-17.. I check to see if it downloaded the 11th.. It didn't. I've done this 15 times. My playback is running at 30x speed (start 3/11/17 end 3/12/17), but when I look at the 15 minute es 6-17 chart, nothing is there. If I set it to 1 day, I see bars, from april to december, but the price isn't moving. what the hell am I doing wrong?
Can you help answer these questions from other members on NexusFi?
Weird, I added the strategy to the chart, but it doesn't seem like it's plotting the SMA's at all. What does that mean?
Edit: Okay wait, when I click "enabled" and then "apply" it says "although you have order confirmation enabled, orders generated by a strategy will be submitted without confirmation."
And then "enabled" unchecks itself as if I had never touched it. What the shit?
Edit: I switched resolution to standard and now when I click enabled it stays enabled, but the SMAs still aren't there. What is going on?
Oh wow, okay. I found the problem. God, it's so obvious I feel like an idiot for not realizing this was what's happening!
It's caught in an infinite loop buying and selling repeatedly at the same spot, haha. It started out as this horrible noise like my computer was dying.. I have this voice on my computer saying
It's almost like a DJ scratching a record, it's ridiculous. If I ran this live, It would burn through my account in commissions alone at a rate dependent on my processor speed.
There doesn't seem to be an action for "don't trade for X amount of time"... How am I supposed to fix this? It's clearly happening because short SMA > long SMA is an entry condition, and long SMA > short SMA is an exit condition, so it's getting stuck as the short SMA crosses below the long one because it thinks the short SMA is both above and below the long SMA. So all I have to do is delay re entry until it passes, right? I'm going to see if adding "BarsSinceEntryExecution()> 2 will fix it. Nope. BarsSinceExitExecution? Nope. What the fuck? Is there a way to fix this where I get to use the same indicator for my entries and exits?
This is normal, a strategy does not draw on the chart the averages.
I you want to see the averages, you will have to add them as an indicator to the chart as well
Okay, but averages aside... now that we've uncovered the problem, is there anything I can do about it?
I mean, It's cool that we found out that it's trying to buy and sell a thousand shares in a second, but is there a way I can make it do what it's supposed to (exit ONCE, *without* buying again immediately when it's in a long position and the fast SMA goes below the slow one within 15 bars after entry)?
Edit: Also, what's that rotating thing under your favorite futures there? I'm just curious.
Yes
1. you can add a flag, to avoid multiple entries
2. you could run the strategy only on bar close (still multiple orders possible, but only one per bar
the gif is a rotating view with GNU plot of a surface chart for an optimization of a CL trading bot
You mean only buy if current market position = flat? Because if I said only buy if no positions = flat, nothing would happen.
Anyway, that's the first thing I tried. Nothing. the problem must be that as soon as the fast SMA goes below the long one, it exits the position, and then it's flat again for a moment and buys again.
I'm not going to make it calculate on bar close.. No, that would make whatever I'm trying to do way less accurate. The strategy I'm building is actually a lot larger and more complex than this, I just didn't feel like the rest was relevant, so I didn't post it.
So how do I add a flag? Is that something I can do on the strategy builder, or would I have to open the chart and put a flag at each problem area..?