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Hello guys,
I'm building an EA based on ATR range breakout and real volume with a MA filter. In the previous version the backtest was executed normally, but then i decided to determine the position size through the
ATR to normalize risk. This is what i did:
When i take this part of the code out and set any valid value to tradeVolume, the backtest runs normally. When i put it on the code, it's like the backtest starts but it doesn't run. I tried to assign "NormalizeDouble(cClosestHundredth(preVolume),0)" to tradeVolume, but it didn't work. I don't know what is wrong with that, if someone can help me on this, i will be really grateful!