TS Myltiple entry Problem???

Discussion in 'Strategy Building' started by solar, Jan 2, 2006.

  1. solar

    solar

    Very confused... When I run a strategy with pyramiding options selected (regardless of signal), very frequently, the strategy will draw several duplicated buy/sell signal on the same bar. See the chart.

    When I write the code, TS requires that each trading signal must have different name, it means that non of the trading signals is executed twice inside one bar, but why did I get that visual result...

    And If I track the change of netposition, it is correct on the same bar, it seems although TS draw several signals on the chart, it actually did only one execution.

    But, some other times it just not working as intended. The netposition after buy/sell is wrong and the signal is not there on the chart

    This does not happen on everybar, thus it becomes very difficult to track...

    Anyone could give some light?
     
  2. Unless you're a pro, get rid of the pyramiding options.
    That will simplify your code and allow you to be more objective in implementing new ideas.
     
  3. solar

    solar

    I'm actually not doing pyramiding, just try to test multiple single system on one chart. Since they dynamically interactive with eachother, I can not test each of them and combine the result.