How would a profession programmer approach this issue of seeing trades in ProBacktest and and not having them executed in demo trading?
You need to isolate one missing trade and then examine – in closest detail – the candle before the (missed) entry candle.
Then compare with the same candle on backtest noting in particular the entry price etc.
Do you spot any difference?
Is the entry candle on backtest the same candle as the (missing) entry on ProOrder?
@GraHal: The candle before the missed entry candle generally always looks the same. Besides it sounds like you are talking about two separate things, backtest charts and trade charts. Up till now I’ve been doing my back testing in my live account and then put on the “test” trading in my demo account. So you could say these are two separate charts or two separate environments, but the charts are actually the same. They have to be the same. It’s the same ProRealTime software.
Also, when I set up the ProBacktest in my demo account instead of my live account, the results are exactly the same as in my live account (see srceenshot of an example of ProBacktest in demo account).
Last night I put again the code for long and short trades in one big code to see if again no trades are taken. So far today trades have been taken which is good, but there are also 6 trades across 4 currency pairs on 10m or 15m that have not been taken. Two examples you see in the attachment where two trades on USDCAD on 10m were not taken.
So it feels like a puzzle I can’t solve at the moment. There is no division by zero error anymore (great!), the system doesn’t get stopped (great!), but only partly trades are taken when I have long and short in one big code. My thinking is if ProBacktest shows a trade it should also appear in my demo trading. I don’t know where else to look. I have now around 200 “no-entry” conditions for long and short, so 400 together. It’s super complex. Where do you starting looking in such a situation. But again, if ProBacktest works properly and shows trades without any error, it tells me that ProRealTime is able to process the entire code without any problems. So the execution part is the issue.
