Portfolio Filter inflection point and trades
Posted: Fri Jun 17, 2011 3:23 pm
I noticed the last few days that my MACD filter on the Donchian system is at an inflection point on one commodity I trade. So it will show long trade entries for a few days, then the next day the long disappears (it is rejected) and the order list shows a short trade entry point as the MACD flips about.
Yesterday, using data from 6/15, I had a buy stop order to go long this market on 6/16. This did not get triggered. However, once I downloaded the data after the close on 6/16, it no longer showed any active long order (it shows up on the rejected list spreadsheet instead) but it does show that a short order was supposed to be filled.
Going back to my generated orders on 6/15, there was no indication to have a short stop in the market at all, since it was being rejected by the portfolio filter and I was supposed to have a long order active. Anyone else had issues similar to this? Is there a reason why TB is assuming it went short? Any workarounds?
Yesterday, using data from 6/15, I had a buy stop order to go long this market on 6/16. This did not get triggered. However, once I downloaded the data after the close on 6/16, it no longer showed any active long order (it shows up on the rejected list spreadsheet instead) but it does show that a short order was supposed to be filled.
Going back to my generated orders on 6/15, there was no indication to have a short stop in the market at all, since it was being rejected by the portfolio filter and I was supposed to have a long order active. Anyone else had issues similar to this? Is there a reason why TB is assuming it went short? Any workarounds?