Very much appreciate any help on this.
A friend of mine and I are working on a code that uses short term highs and lows.
we define a short term high using memorizeH[1] and a low using memorizeL[1] (1 denotes it being the last short term high or low)
we've also inserted a condition that says
((memorizeH[1]-memorizeL[1])*10000)<=Max_pips
If this is true, then send an order to market
Max pips is a number defined at the start as 'extern double Max_Pips 50;'
Now most of the time this function works, but occasionally it won't and it'll take 70-80 pips risk.
I can't work out why it does this, if risk is 80 why would it confirm the expression as true and send an order to market? I've checked the execution and it doesn't have bad slippage or anything.
My data is 1 year of dukascopy tick data which gives me 99% modelling quality.
Any advice on why the above is occuring would be great.
A friend of mine and I are working on a code that uses short term highs and lows.
we define a short term high using memorizeH[1] and a low using memorizeL[1] (1 denotes it being the last short term high or low)
we've also inserted a condition that says
((memorizeH[1]-memorizeL[1])*10000)<=Max_pips
If this is true, then send an order to market
Max pips is a number defined at the start as 'extern double Max_Pips 50;'
Now most of the time this function works, but occasionally it won't and it'll take 70-80 pips risk.
I can't work out why it does this, if risk is 80 why would it confirm the expression as true and send an order to market? I've checked the execution and it doesn't have bad slippage or anything.
My data is 1 year of dukascopy tick data which gives me 99% modelling quality.
Any advice on why the above is occuring would be great.