AlgoWizard - Closing orders does not always Close the Full Position Size in Large Strategies

In AlgoWizard (Build 130.467), when running backtests in MT4, some orders do not get closed properly. They are only partially closed and then later the remaining lot size is mysteriously opened as another order. 


The attached strategy illustrates the issue. In the screenshot 'RandomPriceTrader v1 Backtest - Results.PNG', note Line 4 - Buy #3 for 1.10 lot, then on Line 6 - Close #3 for 1.00 lot (which should be 1.10 lot), and then Line 7 - Buy #5 for 0.10 lot. This Buy #5 is not initiated by the strategy and does not even show up in the Journal. It sounds like something going on within MT4 but I can't explain it. Since their are several weird behaviors with this strategy in AlgoWizard, I suspect it may be the cause of this issue.

Attachments
RandomPriceTrader v1 Backtest - Results.png
(199.14 KiB)
RandomGridTrader v1.sqx
(11.73 KiB)
RandomPriceTrader v1 Backtest - Main.png
(110.12 KiB)
RandomPriceTrader v1 Backtest - Journal.png
(253.96 KiB)
RandomGridTrader v1 Journal.xlsx
(13.86 KiB)
RandomPriceTrader v1 Backtest - Graph.png
(98.48 KiB)
RandomPriceTrader v1 Backtest - Report.png
(113.48 KiB)
  • Votes +4
  • Project StrategyQuant X
  • Type Bug
  • Status Fixed
  • Priority Normal

History

h
#1

HEJ

02.03.2021 06:01

Task created

h
#2

HEJ

08.05.2021 02:51
UPDATE - I went back to EA Wizard 2.0.1 and implemented the exact same rules (except for the Init rule, since that was not available in EAW 2.0.1), and back tested it under the same conditions and it  worked fine, no issues - orders closed properly. So, there definitely appears to be an issue with the new AlgoWizard behavior in this scenario.
Dw
#3

Diwi

21.02.2022 18:53
Voted for this task.
TB
#4

Tomas Brynda

04.04.2022 16:03

Status changed from New to Fixed

There was a problem in ClosePosition block.

It is now fixed, it will be included in Build 136.


Best regards,

Tomas

E
#5

Emmanuel

07.04.2022 13:42
Voted for this task.
f
#6

FirestarZA

11.04.2022 16:59
Voted for this task.
CG
#7

Chris G

18.04.2022 18:34
Voted for this task.

Votes: +4

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