1 (edited by shay_13 2010-11-12 10:00:09)

Topic: Sent order was different from open position

May I know why the sent order in the FST journal is not exactly the same as its open position? for example

EURUSD M15 An entry order sent: Buy 1 lot at 1.3613, Stop Loss 1.3583, Take Profit 1.3623

and this is what happened...

EURUSD M15 Long 1 lot at 1.3618, Stop Loss 1.3583, Take Profit 1.3623, Profit -3.00USD

another thing is that it doesn't follow my strategy...
from the example we know that..

1) The entry order is not match the open position by 5 pips diff.

2) Even when the FST open its position the s/l and t/p changed
     *the t/p was 5 pips
     *the s/l was 35 pips

I was testing this strategy and it went haywire. I'm not sure whether it was a bug or the FST purposely doing this. I check the journal on the FST and found out that it didn't follow the stop loss either the take profit setting. Sometimes it just took 8 pips profit instead of 13 pips. The trailing stop also the same, it supposed to stop at 27pips but it shoot up to 31pips and sometime more. please advice Mr. Popov....


Thanks & regards,
shay_13


Generated Description
Opening (Entry Signal)
Open a new long position or add to an existing position at the beginning of the bar when the following logic condition is satisfied:

Stochastics* (Simple, 5, 3, 3) - the %K crosses the Slow %D upward.
Open a new short position or add to an existing position at the beginning of the bar when the following logic condition is satisfied:

Stochastics* (Simple, 5, 3, 3) - the %K crosses the Slow %D downward.
Closing (Exit Signal)
Close an existing long position at the Trailing Stop level or at the constant Take Profit level. Initial Stop Loss: 27 pips; Take Profit: 13 pips.

Close an existing short position at the Trailing Stop level or at the constant Take Profit level. Initial Stop Loss: 27 pips; Take Profit: 13 pips.

Handling of Additional Entry Signals
Entry signal in the direction of the present position:

Add to the position regardless whether it is at a profit or loss. Do not exceed the maximum allowed number of lots to open.
Entry signal in the opposite direction:

No modification of the present position is allowed. Cancel any additional orders, which are in the opposite direction.
Trading Size
Always trade a constant number of lots.

Opening of a new position - 1 lot.
Adding to a position - 1 lot. Do not open more than 5 lots.
Permanent Protection
The strategy doesn't use a Permanent Stop Loss.

The strategy doesn't use a Permanent Take Profit.

--------------
* Use the indicator value from the previous bar for all asterisk-marked indicators!

Re: Sent order was different from open position

It seams the spread is 3 pips in your case.

The order for long entry was sent from FST at Ask 1.3613.
The current Bid at that time was 1.3610.
TP = 1.3610 + 13 = 1.3623
SL = 1.3610 - 27 = 1.3583

The reason the position was open at 1.3618 was probably requoting or slippage. You have to ask your broker for that.

Anyway, I checked your strategy in Alpari. (I set SL 270 and TP 130 pips because Alpari is 5 digit) And the entry order as well as SL and TP were perfectly set with slippage of 0.


http://s3.postimage.org/1gxjd5itg/test_slippage1.jpg


http://s3.postimage.org/1gxl0ovb8/test_slippage2.jpg

Re: Sent order was different from open position

thanks for being so helpful Mr. Popov