Automated trading with Pivot Points and Dojis

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05/17/2018 at 5:18 PM #70722 quote

robertogozzi
Moderator

Master

I know you backtested it on DAX 15-min, but I also need to know Time & Date o that candlestick + Oscillators used with theur settings, to be able to replicate your backtest.

Tahnk you.

05/17/2018 at 5:29 PM #70723 quote

cgraubner
Participant

Junior

I set the time zone to utc +2 europe berlin and I was backtesting for 100000 units. One of the errors occured on monday 30.04.18 at 14:30 o’clock.

Thanks again!:)

timezone.png

05/18/2018 at 12:22 PM #70756 quote

robertogozzi
Moderator

Master

The problem is in lines 102-107, because once they have been reset to ZERO pending orders cannot be entered correctly. Remove them.

Sorry for the wrong suggestion.

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05/18/2018 at 1:37 PM #70771 quote

cgraubner
Participant

Junior

Thank you, but now the the stop is also not at the supposed place:(

stop-1.png

05/18/2018 at 3:45 PM #70789 quote

robertogozzi
Moderator

Master

The stop was triggered by HDBP (high[1]+2) at the price of 12586.

05/18/2018 at 3:57 PM #70792 quote

cgraubner
Participant

Junior

My stop is triggered at 12571, like in the picture above. Did you change something else in the code since it is apparently working with your code? 12586 is my intedted stop.

05/18/2018 at 4:38 PM #70795 quote

robertogozzi
Moderator

Master

I did not change anything, just added a few GRAPH linea at the bottom.

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SLerror.jpg

05/18/2018 at 10:05 PM #70813 quote

cgraubner
Participant

Junior

That is pretty weird, I don’t get it why I get different results with the exact same code.

05/18/2018 at 10:29 PM #70815 quote

cgraubner
Participant

Junior

When I change the start time from may 2016 to 2nd of april 2018 I get the same results. So what does that mean for the code? Is it only working for a short amount of time, or is the backtesting not working properly?

05/18/2018 at 10:45 PM #70816 quote

cgraubner
Participant

Junior

Unfortunately it is still not working, as you can so on friday 11.05.2018 at 13:30 o’clock.

example.png

05/19/2018 at 7:40 AM #70823 quote

GraHal
Participant

Master

cgraubner wrote:

When I change the start time from may 2016 to 2nd of april 2018 I get the same results

Picture tells a thousand words … be good to post screen shots of your two same results … as I immediately found myself asking same as what?

05/19/2018 at 7:58 AM #70825 quote

robertogozzi
Moderator

Master

I guess he was referring to my topic where I attached a screenshot of a backtest in that time interval, so he meant that using that time interval he could get the same results as I did.

I will do some tests to make sure narrowing or widening the time interval when backtesting will not (it shouldn’t) affect results.

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05/19/2018 at 2:23 PM #70885 quote

robertogozzi
Moderator

Master

I won’t be able to debug the code till monday. Have a nice weekend!

05/19/2018 at 3:02 PM #70887 quote

cgraubner
Participant

Junior

That is no problem, thank you for your help! Have a good one, too:)

05/21/2018 at 4:00 PM #71017 quote

robertogozzi
Moderator

Master

cgraubner wrote:

Unfortunately it is still not working, as you can so on friday 11.05.2018 at 13:30 o’clock.

It works perfectly, it opens a trade and closes it as soon as any closing price is > than the previous high, no need to reach the Stop Loss previously set.

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Pivot-strategy.jpg
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