help need for automated trade : leveraged products

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07/02/2020 at 9:11 PM #138168 quote

amalds
Participant

New

helo ,

my backtest is excellent on the future cac40

but when i run on the other screen , leveraged product     no sell or buy signals .

note :     the sell and buy signals comes from the cac40

its made for   turbo’s   speeder …    on   index

many thanks

backtest-cac40-future.jpg backtest-leveraged.jpg

07/02/2020 at 9:24 PM #138172 quote

GraHal
Participant

Master

What can you see in your Order List?

If you post your code I will test it on my Platform, otherwise we are guessing?

07/02/2020 at 9:34 PM #138174 quote

amalds
Participant

New

well this is   order list

on the index   ( future )   -> it works

and orderlist   on   the leveraged product   –> nothing .

—> the leveraged product goes up and down   with the   index    <–

order-list-on-index.jpg order-list-leveraged.jpg

07/02/2020 at 9:40 PM #138177 quote

GraHal
Participant

Master

amalds wrote:

the leveraged product goes up and down   with the   index

Sounds like you have opened 1 trade and that single trade has never closed.

Without your code we are guessing?

07/02/2020 at 9:51 PM #138179 quote

amalds
Participant

New

here is the file –> its a test file

backtest-cac40.jpg back-test-lever.jpg test-for-leveraged-and-turbo.itf

07/02/2020 at 9:58 PM #138183 quote

amalds
Participant

New

the problem –> is   that   i create   buy and sell signals on the index future window

( leveraged products   have not enough    data for   sell and buy strategy )

but   i can not    combine   the signals    in the other    window .

–> buy sell signals from chart index –>          i   buy   sell     the leveraged   product

07/02/2020 at 10:08 PM #138185 quote

GraHal
Participant

Master

I got it going for you.

I’m not saying it is the best … I just got it trading so you can move forward.

Use the tool below to check the difference in code.

https://www.diffchecker.com/diff

Am.png MijnSysteem-werkt-op-future-v2.itf

07/02/2020 at 10:52 PM #138189 quote

amalds
Participant

New

tnx  ,    but it is not working   on the leveraged product

here is the   data for the leveraged product .

–>   the program works on the index –> that is okay i can not combine my signals to another chart   <– –

data-of-lev-product.jpg

07/03/2020 at 7:53 AM #138206 quote
Nicolas
Keymaster

Master
It works for me with some adaption in the code since it uses variables that don’t exist.
```
// Definition of code parameters
DEFPARAM CumulateOrders = False // Cumulating positions deactivated

// Conditions to enter long positions
ignored, ignored, ignored, ignored, ignored, indicator1, ignored, ignored, ignored = CALL "CCI and RSI same chart"
c1 = (indicator1 CROSSES UNDER 15)
indicator2, ignored, ignored = CALL "PRC_Pivot Point Supertrend"[2, 3, 10, 0, 0, 0](close)
c2 = (indicator2 >= close)

IF c1 AND c2 THEN
BUY 10 SHARES AT MARKET
ENDIF

// Conditions to exit long positions
ignored, ignored, ignored, ignored, ignored, indicator4, ignored, ignored, ignored = CALL "CCI and RSI same chart"
c3 = (indicator4 CROSSES UNDER 90)

IF c3 THEN
SELL AT MARKET
ENDIF
```
PH79V-5-minutes.png
07/03/2020 at 8:33 AM #138216 quote

amalds
Participant

New

good morning ,

i did another back test   and tis is the result   = > it is not   the same as the index

the time from the leveraged   =    the last buy   time

the market price is update every tick

the chart update after there was activity -> buy en sell

result-test.jpg

07/03/2020 at 9:28 AM #138225 quote

GraHal
Participant

Master

What do you mean when you use the term … backtest leveraged product?

A backtest is not leveraged as it is just a check of data against the strategy code.

07/03/2020 at 9:33 AM #138226 quote

GraHal
Participant

Master

Are you sure you posted the same code that you are testing?

Reason I ask above, is because I had to make the same changes that Nicolas made because the code would not even run in backtest due to an Indicator that does not exist, also a typo error.

So how are you running the code you posted when it would not run on my Platform or Nicolas without 2 x changes.

07/03/2020 at 10:00 AM #138230 quote

amalds
Participant

New

these are the indicators that i use

cci and rsi on same chart + prc pivot    =   is running on the chart

settings buy en sell :

buy signal   ==>     mcc cross under   20       ( from cci chart )       +    prc pivot point

sell => mcc cross over 90

thats all

on chart index = works

on chart leveregad product     = dont work

( the charts  are    seperated windows     not linked to each other   )

CCI-and-RSI-same-chart.itf PRC_Pivot-Point-Supertrend.itf

07/03/2020 at 10:48 AM #138246 quote

GraHal
Participant

Master

If you don’t answer my specific questions then I can’t see how I can help you?

It is frustrating for me to have to work out … why is he saying that?? 🙂

I don’t know what you mean by chart leveregad product ? Maybe somebody else does??

If you don’t understand my questions, then use the google translator to convert my questions to your native language.

Then do the reverse to answer back on here.

07/03/2020 at 11:53 AM #138261 quote

GraHal
Participant

Master

amalds wrote:

on chart leveregad product     = dont work

If it doesn’t work … how come it is showing an equity curve … see red arrowhead on attached?

Am-2.png
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