Trading Signal fires but Trading System doesn't

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Last post
davidskalak
Last seen: 2 years 4 months ago
Joined: 02/07/2012 - 00:00
Trading Signal fires but Trading System doesn't

Hi,
I think I must be missing something simple.

Below is a chart definition that includes a toy trading system that has 1 signal and 1 (end of day) exit.
The signal fires multiple times in a trading session, but there is only 1 trading system entry.
Why doesn't the trading system make multiple trades also, one for each firing of the signal?

thanks,
David.

------------------------------------------------------------------------------------------------------------------------

BEGIN Investor/RT TRADING SIGNAL DEFINITION for HighMinusLowSignal
COMMENT=NONE
SOURCE=David Skalak
PLATFORM=Windows 10 x64 (6.2, Build 9200)
DATE=2021-01-25 12:21
VERSION=14.2.5 (Build #33462 Dec 10 2020 10:56:54)
DATAFEED=IQFEED
NAME=HighMinusLowSignal
BARCOUNT=AUTOMATIC
ELEM=HIGH:High
ELEM=LOW:Low
ELEM=CLOSE:Close
ELEM=OPEN:Open
SIGNAL=HIGH - LOW >= 2 AND CLOSE > OPEN
END Investor/RT TRADING SIGNAL DEFINITION for HighMinusLowSignal
BEGIN Investor/RT TRADING SIGNAL DEFINITION for EODSignal
COMMENT=NONE
SOURCE=David Skalak
PLATFORM=Windows 10 x64 (6.2, Build 9200)
DATE=2021-01-25 12:21
VERSION=14.2.5 (Build #33462 Dec 10 2020 10:56:54)
DATAFEED=IQFEED
NAME=EODSignal
BARCOUNT=AUTOMATIC
ELEM=TIME: Bar Time - hhmm.ss
ELEM=POS:Position Indicator:POS[ ] Result 0 PREFS: 0,255,0,1,0,0,255,0,0,1,0,0,0,6,744744,10,
ELEM=TRUE:TRUE
SIGNAL=TIME >= 1555 and POS=TRUE
END Investor/RT TRADING SIGNAL DEFINITION for EODSignal
BEGIN Investor/RT TRADING SYSTEM DEFINITION for highMinusLow_test_system_2
SOURCE=David Skalak
PLATFORM=Windows 10 x64 (6.2, Build 9200)
DATE=2021-01-25
VERSION=14.2.5
DATAFEED=IQFEED
NAME=highMinusLow_test_system_2
PERIODICITY= 150 Secs (2:30)
SYSTEM=highMinusLow_test_system_2,.All Symbols,@MESH21,52,31,604623,10,10,0,0,3694421586,3603352985,3603352985,2,1,\0,\0,1,0,1,0,0,1,0,\0,0,0,\0,0,0,0,
RULE 1: Action: BUY, Signal: HighMinusLowSignal,1,1,1,37,4,16,32768,1,0,0,0,0,0,0,0,3,1590,1073741824,
RULE 2: Action: SELL, Signal: EODSignal,5,2,1,33,4,16,32768,1,0,0,0,0,0,0,0,3,1590,1073741824,
END Investor/RT TRADING SYSTEM DEFINITION for highMinusLow_test_system_2
BEGIN Investor/RT CHART DEFINITION for highMinusLow_test_system_2_char
--
--To Import This Definition:
--1. Select all the text in this file.
--2. COPY to clipboard (Ctrl+C)
--3. Go to Investor/RT and PASTE (Ctrl+V)
--To learn more about importing definitions see www.linnsoft.com/importing.
--
COMMENT=NONE
SOURCE=David Skalak
PLATFORM=Windows 10 x64 (6.2, Build 9200)
DATE=2021-01-25 12:21
TIMEZONE=Eastern Standard Time (UTC - 5:00)
VERSION=14.2.5 (Build #33462 Dec 10 2020 10:56:54)
DATAFEED=IQFEED ORS=0 Trading Simulator
NAME=highMinusLow_test_system_2_char SIZE=691,1012
PERIODICITY=3,1590,0 (150 Secs (2:30))
PIXELS=12:0
LOOKAHEAD=4
RMARGIN=13
CFLAGS=786432 CFLAGS2=16959521
VIEWPERIOD=1,1,300,3657864600,3694422300 (Last 300 hours)
SUBSESSION=0,30,6
COLORS=0,16777215,0,15724527,11867,9539985,16776960,6044228,0
DESC=highMinusLow_test_system_2_char: @MESH21 (150s) MES Mar.`21 Micro E-Mini S&P 500 GLOBEX 150 Secs (2:30), Session #1 09:30-16:02
SESSION OVERRIDE=1 Equity Options: Hours: 09:30 to 16:02
C#nVALUES=C#2=0,C#3=0,C#4=0,C#5=2381279021906145400000000000000000.,C#6=0,C#8=0,C#9=0,C#10=0,C#11=0,C#12=2376926579470523000000000000000000.,C#13=2444117013042776300000000000000000.,C#14=0,C#15=0,C#16=2381304554419455700000000000000000.,C#17=2381296353066695400000000000000000.,C#18=0,C#19=0,C#20=0,C#21=0,C#22=0,C#23=0,C#24=2378842601166326900000000000000000.,C#25=0,C#26=0,C#27=0,C#28=198856454516911180000000000.,C#31=0,C#32=0,C#34=0,C#35=0,C#36=0,C#37=0,C#38=0,C#39=155176306180376490000000000000000.,C#40=0,C#41=0,C#42=0,C#43=0,C#45=0,C#46=0,C#47=0,C#48=0,C#49=0,C#50=155176605993979760000000000000000.,C#52=0,C#53=0,C#54=0,C#56=0,C#58=0,C#59=0,
TICKER=@MESH21:GLOBEX:31 SECTYPE=3 DISPLAY=12 ALIAS=
-Tick Data: 90 Days, Intraday: All Data, Daily: 756 Days
PANE #1 PCT=0.090909 PFLAGS=408 SCALE=1,0.000000,0.000000,0.250000,1.000000,0.000000,0,0
INDICATOR: BUTN #94 ASSOC: @MESH21:GLOBEX:1 ID#1 PERIODICITY: 3,1590,1 DESC: BUTN: Session Menu LABEL: F TXTLBL: F,"",F RECALC: 3,5 PREFS: 2,1,4,217597960,14011401,2:RTH Day Session (2)31:GLOBEX 24 Hour Session (31),1,\0,0,15390207,Session,2,0,1,30,0,16746632,117440512,0,0,50331903,117440512,Pivot,10,2,
INDICATOR: BUTN #94 ASSOC: @MESH21:GLOBEX:1 ID#1 PERIODICITY: 3,1590,1 DESC: BUTN: Periodicity Menu LABEL: F TXTLBL: F,"",F RECALC: 3,5 PREFS: 1,1,0,217598408,14011401,1 min2 min5 min20 min30 min233 tickDaily,1,\0,0,0,\0,2,0,1,30,0,16746632,117440512,0,0,50331903,117440512,Pivot,10,2,
INDICATOR: BUTN #94 ASSOC: @MESH21:GLOBEX:1 ID#1 PERIODICITY: 3,1590,1 DESC: BUTN: Maximize Chart LABEL: F TXTLBL: F,"",F RECALC: 0,0 PREFS: 26,0,0,217599304,14011401,Maximize,0,\0,6,0,Maximize,0,0,0,0,0,16746632,117440512,0,0,50331903,117440512,Pivot,10,2,
INDICATOR: BUTN #94 ASSOC: @MESH21:GLOBEX:1 ID#1 PERIODICITY: 3,1590,1 DESC: BUTN: Minimize Chart LABEL: F TXTLBL: F,"",F RECALC: 0,0 PREFS: 26,0,0,217599080,14011401,Minimize,0,\0,6,0,Minimize,0,0,0,0,0,16746632,117440512,0,0,50331903,117440512,Pivot,10,2,
INDICATOR: BUTN #94 ASSOC: @MESH21:GLOBEX:1 ID#1 PERIODICITY: 3,1590,1 DESC: BUTN: Restore Chart LABEL: F TXTLBL: F,"",F RECALC: 0,0 PREFS: 26,0,0,217597736,14011401,Restore,0,\0,6,0,Restore,0,0,0,0,0,16746632,117440512,0,0,50331903,117440512,Pivot,10,2,
INDICATOR: BUTN #94 ASSOC: @MESH21:GLOBEX:1 ID#1 PERIODICITY: 3,1590,1 DESC: BUTN: Account Menu LABEL: F TXTLBL: F,"",F RECALC: 0,0 PREFS: 38,1,5,0,14011401,?,0,\0,0,15790320,SetTradeAccount,2,0,1,30,0,16746632,0,0,0,50331903,117440512,Pivot,10,2,
PANE #2 PCT=0.910327 PFLAGS=34463 SCALE=5,3786.000000,3854.000000,0.250000,1.000000,15.236002,2,0
INDICATOR: ANOTE #24 ASSOC: @MESH21:GLOBEX:1 ID#1 PERIODICITY: 3,1590,1 DESC: NOTE[@MESH21 (150s) 0] %BARLEFT LABEL: F TXTLBL: F,"",F RECALC: 0,0 PREFS: 17252,Arial,14,3351553800,T,F,1,8,16711680,0,0,159416448,0,0,\0,16777215,T,F,F,F,F,F,1,8,16711680,0,3.125,13.59517,F,F,%BARLEFT,0,13011301,16777215,6684927,F,F,T,F,0,0,F,F,F,F,1,0,
INDICATOR: INFO #116 ASSOC: @MESH21:GLOBEX:1 ID#1 PERIODICITY: 3,1590,1 DESC: INFO[@MESH21 (150s) 0] LABEL: F TXTLBL: F,"",F RECALC: 3,5 PREFS: 255,255,255,0,0,0,0,32,64,0,0,0,fixed,9,615,611,52.42424,19.63049,258628584,80,0,85,125,-2968,15,5243030,0,0,2,14001400,1,
INSTRUMENT: @MESH21:GLOBEX:1 ID#1 PERIODICITY: 3,1590,1,0,1,1 TYPE: 3,2,12 COLORS: 37632,12255232,1,0
VAP_FOOTPRINT: 0,0,8,7,9,0,0,1,150,300,600,4544,0,0,0.25,0,0,0,0,0,Tahoma,0,
SESSION #1. Equity Options: Open,UnPosted, Hours: 09:30 to 16:02
INDICATOR: ANOTE #24 ASSOC: @MESH21:GLOBEX:1 ID#1 PERIODICITY: 3,1590,1 DESC: NOTE[@MESH21 (150s) 0] %ACCOUNT LABEL: F TXTLBL: F,"",F RECALC: 0,0 PREFS: 6684927,Arial,14,3694412250,T,F,1,8,16711680,0,0,159416448,0,0,\0,16777215,T,F,F,F,F,F,1,8,16711680,0,36.02581,4.22993,F,F,%ACCOUNT,0,13011301,16777215,6684927,F,F,T,F,3830.04565,0,F,F,F,F,1,0,
INDICATOR: SIG #10 ASSOC: @MESH21:GLOBEX:1 ID#1 PERIODICITY: 3,1590,1 DESC: SIGNAL[@MESH21 (150s) 0] HighMinusLowSignal,0 LABEL: F TXTLBL: F,"",F RECALC: 0,0 PREFS: 0,128,0,1,0,0,HighMinusLowSignal,0,4,1,F,159416448,524288,16,\0,F,0,0,0,0,0,F,0,F,F,F,F,0,0,0,0,0,0,0,0,0,0,0,0,F,F,0,0,0,0,0,0,0,0,0,0,0,F,\0,F,F,F,2,12781278,3,T,0,T,---Chart's Cust Inds---,1,0,1,0,0,786434,
INDICATOR: TNOTE #23 ASSOC: @MESH21:GLOBEX:1 ID#1 PERIODICITY: 3,1590,1 DESC: Trading Notes[@MESH21 (150s) 0] LABEL: F TXTLBL: F,"",F RECALC: 0,0 PREFS: 0,148,0,0,0,0,10,1,F,0,16,\0,15,4048,3,1590,14021402,99,0,15,0,148,0,0,0,0,10,1,16,0,0,0,0,0,159416448,159416448,10,10,1,1,37888,37888,
INDICATOR: ANOTE #24 ASSOC: @MESH21:GLOBEX:1 ID#1 PERIODICITY: 3,1590,1 DESC: NOTE[@MESH21 (150s) 0] LABEL: F TXTLBL: F,"",F RECALC: 0,0 PREFS: 117440512,helvetica,12,0,T,F,0,0,0,0,0,159416448,0,0,\0,201326591,F,F,F,F,F,F,0,0,0,0,0,0,F,F,\0,0,13011301,0,0,F,F,T,T,0,0,F,F,F,F,0,0,
INDICATOR: RLINE #6 ASSOC: @MESH21:GLOBEX:1 ID#1 PERIODICITY: 3,1590,1 DESC: REF[@MESH21 (150s) 0] Working Order LABEL: T TXTLBL: F,"",F RECALC: 0,0 PREFS: 204,0,0,1,2,0,0,0,0,F,F,T,F,F,0,15,10,\0,0,F,F,\0,250943632,3854,8.47059,T,F,\0,0,0,3694422150,F,T,F,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,F,F,0,14011401,12,T,T,0,0,0,0,0,0,0,0,262144,0.000000,0.000000,0.000000,F,F,0,0,F,F,F,F,50,0,1,0,F,60,0,0,T,F,0,0,30,
INDICATOR: RLINE #6 ASSOC: @MESH21:GLOBEX:1 ID#1 PERIODICITY: 3,1590,1 DESC: REF[@MESH21 (150s) 0] Fill LABEL: T TXTLBL: F,"",F RECALC: 0,0 PREFS: 204,0,0,2,2,0,0,0,0,F,F,T,F,F,0,15,9,\0,0,F,F,\0,250943632,3854,8.47059,T,F,\0,0,0,3694422150,F,T,F,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,F,F,0,14011401,12,T,F,0,0,0,0,0,0,0,0,262144,0.000000,0.000000,0.000000,T,F,0,0,F,F,F,F,50,0,1,0,F,60,0,0,T,F,0,0,30,
INDICATOR: WM #168 ASSOC: @MESH21:GLOBEX:1 ID#1 PERIODICITY: 3,1590,1 DESC: Watermark[@MESH21 (150s) 0] LABEL: F TXTLBL: F,"AUTO",F RECALC: 0,0 PREFS: 255,Tahoma,32,0,0,0,0,0,IRT,10401040,
INDICATOR: TSYS #135 ASSOC: @MESH21:GLOBEX:1 ID#1 PERIODICITY: 3,1590,1 DESC: TSYS[@MESH21 (150s) 1] highMinusLow_test_system_2 LABEL: F TXTLBL: F,"AUTO",F RECALC: 0,0 PREFS: 0,149,0,1,0,0,0,149,0,1,2,0,255,0,0,1,0,0,255,0,0,1,2,0,0,0,255,1,2,0,255,0,0,1,2,0,0,149,0,1,2,0,255,0,255,1,2,0,0,149,0,1,0,0,255,0,0,1,0,0,0,0,0,0,0,0,0,0,0,0,0,0,highMinusLow_test_system_2,0,6,25,0,25,1,0,0,0,10,10,3,2,1,0,4,0,1,2,3,4,5,0,0,0,0,0,0,0,0,0,T,T,T,F,T,F,F,F,T,F,0,14001400,F,0,
- This chart definition references 2 RTL objects (scan/signal/custom indicator)
END Investor/RT CHART DEFINITION for highMinusLow_test_system_2_char

0
cpayne
Last seen: 1 year 7 months ago
Joined: 03/30/2009 - 00:00
BUYMORE rule

The BUY rule is only valid when flat.  If you want to add to your position after already long, you'll need to have another rule for BUYMORE.  So maybe you want to BUYMORE when already in a position but when long maybe less than 10...

You'd start that BUYMORE rule with....

POSITION > 0 AND POSITION < 10 AND .....whatever

Also, BUYMORE is actually ignored if you're not already long, so the POSITION > 0 is safe but probably unnecessary.