Tweet
I am writing a trading system using version 7.9.1 of the eSignal software and I believe I may be encountering an error with the Strategy Analyzer report.
I have my system set up for testing at this point and I am forcing the system to BUY and SHORT on specific bars for testing purposes.
When I do 1 BUY trade followed by 1 SELL trade to exit, everything works fine. However, when I do 2 BUYs in a row (i.e., with no SELL in between) for pyramiding, the strategy analyzer reports that no trades were taken.
However, the traces I wrote in my code actually show that the trades WERE taken. Strategy.getPositionSize() shows that the position size is changing as expected. Also I looked at the XML file that is generated by the strategy, and I can see the trades were generated as expected. And the summary XML record at the bottom of the XML file shows the correct total number of trades and the correct profit. BUT...the Strategy Analyzer report that is generated when I back test indicates that no trades were taken.
Any ideas about what's wrong here?
I have my system set up for testing at this point and I am forcing the system to BUY and SHORT on specific bars for testing purposes.
When I do 1 BUY trade followed by 1 SELL trade to exit, everything works fine. However, when I do 2 BUYs in a row (i.e., with no SELL in between) for pyramiding, the strategy analyzer reports that no trades were taken.
However, the traces I wrote in my code actually show that the trades WERE taken. Strategy.getPositionSize() shows that the position size is changing as expected. Also I looked at the XML file that is generated by the strategy, and I can see the trades were generated as expected. And the summary XML record at the bottom of the XML file shows the correct total number of trades and the correct profit. BUT...the Strategy Analyzer report that is generated when I back test indicates that no trades were taken.
Any ideas about what's wrong here?
Comment