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Problem with time conditions and orders
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Created: by kristian Attachments:2

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Problem with time conditions and orders

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Trading Apprentice
Futures Experience: Intermediate
Platform: Multicharts
Favorite Futures: $CL
Posts: 8 since Aug 2015
Thanks: 4 given, 2 received

Problem with time conditions and orders

I experienced a weird behavior in MC lately, my live strategy opened a position while my backtest did NOT (see picture for more info). The strategy is a channel breakout strategy with a time filter.

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The time condition is as following:

Condition11 = ((Time > 100) and (Time < 2200));
What I don't understand is why the live strategy opened a position, as MC support told me the strategy is calculated at the end of the bar. That should be 22:59 in this case, so the time condition should NOT be met and no order should be created.

If I remove the time condition from the strategy, the backtest also takes the trade (as shown in the 2nd picture). So the problem must be the time condition.

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But what am I doing wrong?

Thanks for your help!

P.S. Intrabar order generation is turned off!

Last edited by kristian; March 16th, 2016 at 06:48 AM.
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