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yoyoyip
21
yoyoyip 2014.06.28 17:24 

I am using CTrailingPSAR trailing class, there were two stop losses triggered at 2014.06.19 00:35 and 2014.06.09 01:01, the stop losses not supposed to be triggered. Below is the journal captured:

2014.06.28 22:23:37.342 2014.06.19 01:01:00   order performed buy 0.10 at 1.35884 [#5 buy 0.10 EURUSD at 1.35884]

2014.06.28 22:23:37.342 2014.06.19 01:01:00   deal performed [#5 buy 0.10 EURUSD at 1.35884]

2014.06.28 22:23:37.342 2014.06.19 01:01:00   deal #5 buy 0.10 EURUSD at 1.35884 done (based on order #5)

2014.06.28 22:23:37.342 2014.06.19 01:01:00   stop loss triggered sell 0.10 EURUSD 1.35865 sl: 1.35884 tp: 1.35365 [#5 buy 0.10 EURUSD at 1.35884]

2014.06.28 22:22:51.300 2014.06.19 00:56:00   CTrade::OrderSend: modify EURUSD (sl: 1.35884, tp: 1.35365) [done]

2014.06.28 22:22:51.300 2014.06.19 00:56:00   position modified [sell 0.10 EURUSD 1.35865 sl: 1.35884 tp: 1.35365]

2014.06.28 22:22:38.246 2014.06.19 00:55:15   CTrade::OrderSend: modify EURUSD (sl: 1.35886, tp: 1.35365) [done]

2014.06.28 22:22:38.246 2014.06.19 00:55:15   position modified [sell 0.10 EURUSD 1.35865 sl: 1.35886 tp: 1.35365]

2014.06.28 22:22:14.183 2014.06.19 00:52:35   CTrade::OrderSend: modify EURUSD (sl: 1.35889, tp: 1.35365) [done]

2014.06.28 22:22:14.183 2014.06.19 00:52:35   position modified [sell 0.10 EURUSD 1.35865 sl: 1.35889 tp: 1.35365]

2014.06.28 22:20:53.720 2014.06.19 00:39:00   CTrade::OrderSend: instant sell 0.10 EURUSD at 1.35865 sl: 1.36365 tp: 1.35365 [done at 1.35865]

2014.06.28 22:20:53.720 2014.06.19 00:39:00   order performed sell 0.10 at 1.35865 [#4 sell 0.10 EURUSD at 1.35865]

2014.06.28 22:20:53.720 2014.06.19 00:39:00   deal performed [#4 sell 0.10 EURUSD at 1.35865]

2014.06.28 22:20:53.720 2014.06.19 00:39:00   deal #4 sell 0.10 EURUSD at 1.35865 done (based on order #4)

2014.06.28 22:20:53.720 2014.06.19 00:39:00   instant sell 0.10 EURUSD at 1.35865 sl: 1.36365 tp: 1.35365 (1.35865 / 1.35873 / 1.35865)

2014.06.28 22:20:35.836 2014.06.19 00:35:59   order performed buy 0.10 at 1.35886 [#3 buy 0.10 EURUSD at 1.35886]

2014.06.28 22:20:35.836 2014.06.19 00:35:59   deal performed [#3 buy 0.10 EURUSD at 1.35886]

2014.06.28 22:20:35.836 2014.06.19 00:35:59   deal #3 buy 0.10 EURUSD at 1.35886 done (based on order #3)

2014.06.28 22:20:35.836 2014.06.19 00:35:59   stop loss triggered sell 0.10 EURUSD 1.35859 sl: 1.35886 tp: 1.35359 [#3 buy 0.10 EURUSD at 1.35886]

2014.06.28 22:19:19.560 2014.06.19 00:26:00   CTrade::OrderSend: modify EURUSD (sl: 1.35886, tp: 1.35359) [done]

2014.06.28 22:19:19.560 2014.06.19 00:26:00   position modified [sell 0.10 EURUSD 1.35859 sl: 1.35886 tp: 1.35359]

2014.06.28 22:19:09.243 2014.06.19 00:24:00   CTrade::OrderSend: modify EURUSD (sl: 1.35889, tp: 1.35359) [done]

2014.06.28 22:19:09.243 2014.06.19 00:24:00   position modified [sell 0.10 EURUSD 1.35859 sl: 1.35889 tp: 1.35359]

2014.06.28 22:19:03.053 2014.06.19 00:23:00   CTrade::OrderSend: modify EURUSD (sl: 1.35891, tp: 1.35359) [done]

2014.06.28 22:19:03.053 2014.06.19 00:23:00   position modified [sell 0.10 EURUSD 1.35859 sl: 1.35891 tp: 1.35359]

2014.06.28 22:18:52.062 2014.06.19 00:21:00   CTrade::OrderSend: modify EURUSD (sl: 1.35895, tp: 1.35359) [done]

2014.06.28 22:18:52.062 2014.06.19 00:21:00   position modified [sell 0.10 EURUSD 1.35859 sl: 1.35895 tp: 1.35359]

2014.06.28 22:18:49.311 2014.06.19 00:20:00   CTrade::OrderSend: modify EURUSD (sl: 1.35896, tp: 1.35359) [done]

2014.06.28 22:18:49.311 2014.06.19 00:20:00   position modified [sell 0.10 EURUSD 1.35859 sl: 1.35896 tp: 1.35359]

2014.06.28 22:18:45.888 2014.06.19 00:19:00   CTrade::OrderSend: modify EURUSD (sl: 1.35899, tp: 1.35359) [done]

2014.06.28 22:18:45.888 2014.06.19 00:19:00   position modified [sell 0.10 EURUSD 1.35859 sl: 1.35899 tp: 1.35359]

2014.06.28 22:18:37.633 2014.06.19 00:18:04   CTrade::OrderSend: modify EURUSD (sl: 1.35901, tp: 1.35359) [done]

2014.06.28 22:18:37.633 2014.06.19 00:18:04   position modified [sell 0.10 EURUSD 1.35859 sl: 1.35901 tp: 1.35359]

2014.06.28 22:18:36.946 2014.06.19 00:18:00   CTrade::OrderSend: instant sell 0.10 EURUSD at 1.35859 sl: 1.36359 tp: 1.35359 [done at 1.35859]

2014.06.28 22:18:36.946 2014.06.19 00:18:00   order performed sell 0.10 at 1.35859 [#2 sell 0.10 EURUSD at 1.35859]

2014.06.28 22:18:36.946 2014.06.19 00:18:00   deal performed [#2 sell 0.10 EURUSD at 1.35859]

2014.06.28 22:18:36.946 2014.06.19 00:18:00   deal #2 sell 0.10 EURUSD at 1.35859 done (based on order #2)

2014.06.28 22:18:36.946 2014.06.19 00:18:00   instant sell 0.10 EURUSD at 1.35859 sl: 1.36359 tp: 1.35359 (1.35859 / 1.35867 / 1.35859)

The bar at 00:35 high was 1.35878, but triggered boy at price 1.35886.

The bar at 01:01 high was 1.35873, but triggered buy at price 1.35884.

Is this bug in strategy tester bug?
Files:
Alain Verleyen
Moderator
30183
Alain Verleyen 2014.06.29 11:49  
yoyoyip:

I am using CTrailingPSAR trailing class, there were two stop losses triggered at 2014.06.19 00:35 and 2014.06.09 01:01, the stop losses not supposed to be triggered. Below is the journal captured:

The bar at 00:35 high was 1.35878, but triggered boy at price 1.35886.

The bar at 01:01 high was 1.35873, but triggered buy at price 1.35884.

Is this bug in strategy tester bug?
Do you know what the spread is ? A buy is triggered at Ask price, your chart shows Bid prices.
yoyoyip
21
yoyoyip 2014.06.30 11:25  
Thanks angevoyageur for your help, I found you have answered the similar question at https://www.mql5.com/en/forum/15373.
Strategy Tester and spread evolution
Strategy Tester and spread evolution
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Bonus question : Did the spread value used for the simulation is the lowest ( I am probably joking ;) ), the average, or the highest real spread of the minute ? - - Category: general
Alain Verleyen
Moderator
30183
Alain Verleyen 2014.06.30 12:29  
yoyoyip:
Thanks angevoyageur for your help, I found you have answered the similar question at https://www.mql5.com/en/forum/15373.
You are welcome.
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