Topic: Sent Orders vs Excuted vs actual orders

Hello pop
its a beginner questions but really i get confused 
1- why the executed orders not match the sum of buy&sell orders ?
2- is the total number of any sent orders setup = ''sent orders + unambitious bars''
3- is the difference between sent and executed orders = number of sent that didnot trigger the entry point condition only !!!!

4- could you add a new report to EXPORT bottom shows the three conditions sent , executed and actual

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Re: Sent Orders vs Excuted vs actual orders

Sent orders are all orders sent by the strategy including entry and exit orders. Many of them are out of the bar range so they are not executed.
Executed orders are exactly what the name said: ExecutedOrders = SentOrders - CanceledOrders
Traded lots is sum of the amount of all executed orders.
Wining trades is the amount of executed exit orders at a profit. It counts close, reverse or reduce signals.
Losing trades is the same as above but counting orders at a loss.

Re: Sent Orders vs Excuted vs actual orders

So Excuted orders here Should(64) = Win orders (26) + loss orders(17) whch is not the case!!!!

Re: Sent Orders vs Excuted vs actual orders

So Executed orders here Should(64) = OpenOrders  + Win orders (26) + loss orders(17) + EvenOrders.

Re: Sent Orders vs Excuted vs actual orders

Popov wrote:

So Executed orders here Should(64) = OpenOrders  + Win orders (26) + loss orders(17) + EvenOrders.

Speaking of orders, is it possible to make generator limitation "min number of trades" to work with actual trades not orders?

Re: Sent Orders vs Excuted vs actual orders

footon wrote:
Popov wrote:

So Executed orders here Should(64) = OpenOrders  + Win orders (26) + loss orders(17) + EvenOrders.

Speaking of orders, is it possible to make generator limitation "min number of trades" to work with actual trades not orders?

I hate even orders when it become so huge in number which it happens all the time

we need a criteria for the ( Actual Trades Only )

Re: Sent Orders vs Excuted vs actual orders

Please define "Actual Trades".

Re: Sent Orders vs Excuted vs actual orders

long and short combined


1 - Sent =1000

2 - executed = 500 "the minimum number of trades in the criteria right now" which is not the perfect measure in my opinion because it dose not reflect the fact

3 - actual ( long + short ) = 200  if the criteria use this number it will be better

Re: Sent Orders vs Excuted vs actual orders

Do you count only the exit orders?

Open + Add + Add +Add + Close = 1 trade!?!?

10 (edited by ahmedalhoseny 2015-04-26 14:46:57)

Re: Sent Orders vs Excuted vs actual orders

Popov wrote:

Do you count only the exit orders?

Open + Add + Add +Add + Close = 1 trade!?!?

add is a trade in live trading  so it needs to be counted

Re: Sent Orders vs Excuted vs actual orders

And what about opening, reducing?

Re: Sent Orders vs Excuted vs actual orders

What i mean by actual = (winners + Losers ) only , after all what is important is the count of winners and losers no matter how much sent or how much executed  the only important How much Traded i.e winners and losers

Re: Sent Orders vs Excuted vs actual orders

Popov wrote:

And what about opening, reducing?

Open is a trade but reducing is a exiting a trade already counted before

14 (edited by ahmedalhoseny 2015-04-26 14:58:01)

Re: Sent Orders vs Excuted vs actual orders

Each time we pay a spread = Actual Trade  smile

Re: Sent Orders vs Excuted vs actual orders

The number of "Executed" orders you see in the stats is absolutely accurate. The program marks an order as executed when it actually changes your position by any of these operations: Open, Add, Reduce, or Close.

Re: Sent Orders vs Excuted vs actual orders

I see
Ok smile  Forget the actual word  May i didnot use the proper word

Let me ask in a different way

If I need a strategy gives a minimum (wins + loses ) = 100  could it be done through criteria window !!!!

Re: Sent Orders vs Excuted vs actual orders

I just had one. criteria  140 trades

winning trades 149
losing trades    20

Re: Sent Orders vs Excuted vs actual orders

this is the criteria i wish to be added  in RED

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