Great work Reiner!
I just want to add that my changes for Hang Seng were based on the changes that Alco already had made.
Best regards, David
AlcoParticipant
Senior
Hi Guys,
I don’t know if someone saw this before but it’s really strange on hang seng and you will see the same problem probably on all indices.
I started the hang seng demo at 15 dec 2016, It executed 7 trades and are now all closed. My live backtest result of 7 trades (see on the right) closed all in profit.. but it didn’t.
Below you see all executed orders with live demo account. 6 wins and 1 loss.
You will see it opened 2 positions at 28 dec, 2 positions 30 december and 1 position at 3 januari. But the ”closed positions list” is totally different. It doesn’t show the positions from 30 dec, 6,9,10 janauri. See entry and exit dates. Im so confused right now and hopefully someone could explain this.
Then the backtest shows a different entry and exit dates aswell… This is imo a big issue and the backtests are far from reliable.
@Alco
I restarted my live version on the 2nd.
The first opened on the 3rd for me followed on the 5th, 6th and 9th. 1 position closed on the 10th and another one on the 11th.
I still have 4 positions open. I seem to be out of sync.
Best regards, David
AlcoParticipant
Senior
Which version of hang seng are you using dajvop? Do they match with the backtest from jan 2th? And does your closed position list match with your executed list from live demo?
@ Alco
I think you used different versions.
Michael
I am running the one that you posted in December.
No, it does not match with backtest. No matter where I set the starting date, the position that opened on the 3rd at 5am does not show.
No, the closed positions does not match with the live run. The closed positions adds up to 10000 HKD (2 times target profit reached), but the live performance shows only 6500 HKD.
I have to run now, but will check more thoroughly tomorrow morning.
Best regards, David
AlcoParticipant
Senior
@Michi
That’s not the problem. I copied the code from hong kong v5b3 to make sure I had the same code.
Now im watching ftse and it shows the same problem.
It opened 5 trades from dec 16th. 3 closed and 2 are still open.
They opened on dec 16th (x2), 27th, jan 3th, 9th.
Live demo closed positions shows only entry date from dec 16th, jan 5th and 6th. But there is no trade entered on the 5th and 6th..
On the left you see the backtest. No trades opened at dec 16th nor 27th. But it has trades opened at dec 30th, jan 2th, 3th, 5th and 6th. How is that possible??
AlcoParticipant
Senior
Looking at the backtest ”order list” not the closed order list. Then it looks almost the same. So I think it’s not a big problem after all.
Please see post here
and make sure you have turned on weekend data when backtesting. Not that it’s a difinite solution, because I know I have, and still have problems with backtesting pathfinder, but perhaps it will solve any issue might have in this case.
ALEModerator
Master
Hi Alco
could you post here your Hang Seng Version?
Thanks
Ale
MarkParticipant
Senior
yes I’ve found that the ‘order list’ and the ‘closed order list’ sometimes don’t add up, i think its something to do with cumulating orders
AlcoParticipant
Senior
It’s an older version of HS.
@Alco
I don’t know where the error is.
Have you started all programs in the new year (after 31.12.2016) ?
I had the problem that the Cac went in the backtest into the market but live…..nothing.
We have to wait until 10.3 ist available.
Michi
MarkParticipant
Senior
Hey guys,
Slightly off the subject but i have just had a bit of advice from a trader i know. He recommends changing your own strategy name to something different, all PRT algos are based on the IG platform, so if too many people are entering and exiting the market at the same time all with the same strategy name (pathfinder) it could potentially raise unwanted awareness from IG.
Mark
AlcoParticipant
Senior
@michi
I started Hang Seng since dec 15th.
Should it make a difference if you start the programs after NY?
