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aztrix
 Veteran
 Posts: 116
Joined: 6/16/2004
Location: Sydney, NSW, Australia
User Profile |
Correct me if I'm wrong but I was under the impression that you couldn't enter and exit a trade for a symbol on the same day for EOD profiles? In LabMode you can, which I believe is a bug … see attached
Please let me know if you require any additional diagnostics from me?
Cheers
Aztrix
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Attached file : OT22 - LabMode Same Day Entry & Exit for EOD Profile.png (100KB - 212 downloads)
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Barry Cohen
 Sage
      Posts: 6338
Joined: 1/19/2004
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You can exit in EOD same day if you use a market on close exit like you show in the screenshot.
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aztrix
 Veteran
 Posts: 116
Joined: 6/16/2004
Location: Sydney, NSW, Australia
User Profile |
So my entry is a MOC and the exit is fired immediately? How do I prevent this happening? Is there a practical application?
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Barry Cohen
 Sage
      Posts: 6338
Joined: 1/19/2004
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First, when are you wanting entries & exits? Are you just backtesting or trading? Are you using Paper or a broker? Using AutoTrade or manual?
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aztrix
 Veteran
 Posts: 116
Joined: 6/16/2004
Location: Sydney, NSW, Australia
User Profile |
ATM I'm using LabMode to do a walkthrough validation of my strategy and trade plan
The reason for using LabMode is that PortSim is unrealistic and as per my previous report trades have no bearing on reality in terms of volume/liquidity. I'd like the reports in LabMode to be realistic as if I was trading live, I thought that was the whole point of LabMode?
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Barry Cohen
 Sage
      Posts: 6338
Joined: 1/19/2004
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Using SPY, your trade plan & trade dates, I wasn't able to reproduce this even when the exit is immediately breached. My Lab Mode gets in at MOC on one bar, then exits at MOC on the next. So I'm not sure how you got that. Does it occur every time you trade in Lab? Maybe just that day since the exit was breached right away? How does that signal/exit look on the Real Mode voteline? If it looks correct, then Port Sim would also be correct.
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aztrix
 Veteran
 Posts: 116
Joined: 6/16/2004
Location: Sydney, NSW, Australia
User Profile |
Yes it occurs every time in Lab Mode 😢
Real Mode appears to be working fine so the bug is in Lab Mode, see attached:
1. Entry 6/1/22
2. Exit 7/1/22
Attached file : OT22 - RealMode Same Day Entry & Exit for EOD Profile.PNG (28KB - 204 downloads)
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Barry Cohen
 Sage
      Posts: 6338
Joined: 1/19/2004
User Profile |
I'm not sure what stop you're using, but can you try it using a Nirvana stop & see if you see the behavior? It worked for me using the Guppy Trailing CBL Stop.
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