Combined Supertrend Further Discusion

Viewing 13 posts - 31 through 43 (of 43 total)
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  • #60796 quote
    Nicolas
    Keymaster
    Master

    @verdi55
    No, it should works as intended, similar problem in this thread: https://www.prorealcode.com/topic/set-value-at-zero-weird-results/

    I don’t have news about this..

    #60798 quote
    verdi55
    Participant
    Veteran

    Should but apparently does not…

    #60812 quote
    GraHal
    Participant
    Master

    I suggest this Thread – from the 2nd post #60677 – is moved to  PRT Platform Support and then the PRT Mod can read the whole thread. This the best way to alert them to the issue.

    In any case this issue with  juanan71  code has hijacked Juanj original Thread for discussing his fully workable good code and so will confuse readers.

    So Mods please move as per first paragraph above, but leave this Thread at the 1st Post.

    Hope that makes sense? If anybody disagrees with my suggestion then please speak up?

    GraHal

    #60822 quote
    juanj
    Participant
    Master

    I live in South Africa so no stranger to hijackings.

    GraHal thanked this post
    #60823 quote
    Juanan71
    Participant
    Average

    Sorry but my first intention was help and try to make better the strategy…after that i found was a PRT bug but my first post was just for try to make it better no hijack nothing.

    So sorry for that

    2018-01-29_1120.png 2018-01-29_1120.png
    #60826 quote
    GraHal
    Participant
    Master

    No probs @Juanan71 I didn’t mean you hijacked the thread, we all have and I’ve been the worst offender!! 🙂

    Your intention to make the Strategy better has shown up a bug which deffo needs fixing and so it has been very useful!  So please keep on doing what you do.

    There was also the excitement that you / we had found the Holy Grail and we were all going to be millionaires!! 🙂 🙂

    Best Regards
    GraHal

    #60829 quote
    Juanan71
    Participant
    Average

    Please check this one

    combinedeurusd.itf
    #60846 quote
    GraHal
    Participant
    Master

    Thank You Juanan71 … Yes it looks a genuine well good Strat!

    No odd results /  Tick Mode value at 0 for the top 12 profit results!

    I also tried with an optimised stop loss of 325 (see attached) … it was still good but not as good as with no stop loss at all!

    I cant keep up, there are too many things to follow up on this website … I’ve got no time to enjoy my millions! 🙂

    GraHal

    juanan71-8.jpg juanan71-8.jpg juanan71-9.jpg juanan71-9.jpg
    #60854 quote
    Juanan71
    Participant
    Average

    Ok, checked trade in real time and really the problem is when all happens in the same candle,,,if not, system works well nd can close in be(0 loss).

    So which part of backtest is ok? i think winner trades are ok, losses trades are ok but shoud add all the neutrals like loss or win..i dont know…system dont know..i think need time to check real time…

    B84BEB25-A9A3-4321-AD81-2A886EDCAFC5.jpg B84BEB25-A9A3-4321-AD81-2A886EDCAFC5.jpg
    #60862 quote
    GraHal
    Participant
    Master

    If you get a loss that meets Stop Loss value and a Profit that meets Target Profit value in the same Candle / Bar then the System chalks up the profit value ONLY as if the Trade had not exited at the Stop Loss.

    Above does not happen if the backtest is run with Tick by Tick mode selected! Platform then follows the trade tick by tick … just as in real live trade!

    So with Tick by Tick box selected

    • If the Stop Loss is hit first then a Loss is chalked up in the Results Table.
    • If the Target Profit is hit first then a Profit is chalked up in the Results Table.

    Hope above makes sense
    GraHal

    #61241 quote
    verdi55
    Participant
    Veteran

    Tick by tick mode is apparently incompatible with

    set target pprofit 0

    When you do not run the system in tick by tick mode, the results are very similar to the case when you delete “set target pprofit 0” entirely.

    Positions with the false result 0 are only reported in a backtest run in tick by tick mode, and “set target pprofit 0” set.

    In demo trading, this does not happen, but positions show their real result then.

    This is a minor PTR bug, probably not too important, because who would use the command “set target pprofit 0” all the time in a system, and why ?

    GraHal thanked this post
    #61287 quote
    raphaelopilski
    Participant
    Senior

    the system is setting the trailing stop after a candle is closed, so this is why backtest is difficult from demo…. so it takes 4 hours after the system remarks the new trailing stop…

    #61290 quote
    verdi55
    Participant
    Veteran

    the system is setting the trailing stop after a candle is closed, so this is why backtest is difficult from demo…. so it takes 4 hours after the system remarks the new trailing stop…

    This is exactly the same for backtest and demo. It is not the stop that is causing problems, but positions falsely closed with result zero in the backtest. The problem fully disappears when the backtest is not run in tick-by-tick mode, or when the line with “set target pprofit” is deleted.

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Combined Supertrend Further Discusion


ProOrder: Automated Strategies & Backtesting

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juanj @juanj Participant
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This topic contains 42 replies,
has 9 voices, and was last updated by verdi55
8 years, 1 month ago.

Topic Details
Forum: ProOrder: Automated Strategies & Backtesting
Language: English
Started: 01/27/2018
Status: Active
Attachments: 17 files
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