Backtesting period

Viewing 15 posts - 16 through 30 (of 37 total)
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  • #72300 quote
    ChrisNYE
    Participant
    Senior

    Manual trading I can type over the quantity and looks to accept it BUT does not accept in auto trader as per attached doc2.docx file

    #72318 quote
    Vonasi
    Moderator
    Master

    Can I suggest using something like ‘Lightshot’ to capture screen images to post on the forums rather than attaching word documents.

    In your Doc2 the box you are filling in is just the absolute maximum position size that the strategy can open. It is just a safety limit to stop your strategy for example calculating a position size of 10000 and then opening a position of that size. If you set this limit to 20 then 20 is the biggest size position the strategy will open.

    Put this in your code and it should round your positions for IG to accept on live trading. Code without this works on backtesting but if put live without it then it will only open whole position sizes.

    Calculate your positionsize and then apply this to it and then BUY or SELL PositionSize

    PositionSize = Round(Positionsize * 100)
    PositionSize = PositionSize / 100
    #72320 quote
    ChrisNYE
    Participant
    Senior

    Ok will try this.

    Does anyone have any ideas why my PRT charts on 4hrs will not give me more than 4 yrs of data??

    #72321 quote
    Vonasi
    Moderator
    Master

    Ok will try this.

    Does anyone have any ideas why my PRT charts on 4hrs will not give me more than 4 yrs of data??

    You have already started a thread here also asking the same question:

    PRT backtest with 4 hours data

    Please try not to ask the same question in two places – I am sure that someone will hopefully provide the answer soon. 🙂

    #72330 quote
    Nicolas
    Keymaster
    Master

    only has data going to 2014.

    Why are you not expanding units displayed with 100.000? I feel that you get more data by doing this! 😉

    #72337 quote
    jebus89
    Participant
    Master

    about data:

    If you have PRT normal account u only get 100.000 Bars and the data from that.

    If you have PRT premium account u can get 200.000 bars and the data from that.

    Put in other words, with normal account u get like 4 years, with Premium u get 8-10 years, on some things like eurusd 1h u can get like 18 years of data.

    #72397 quote
    ChrisNYE
    Participant
    Senior
    I cannot get more than 4 yrs of data. I could type in 100000000 in the (x) units box and still only get 4 yrs of data. Maybe ‘profit’ has a valid point and I only have a normal issue of PRT which seems pointless – looks like IG has only given me a normal account??
    #72399 quote
    Vonasi
    Moderator
    Master

    Maybe ‘profit’ has a valid point and I only have a normal issue of PRT which seems pointless – looks like IG has only given me a normal account??

    You can get premium and 200K bars by either paying for it or opening a PRT sponsored IG account. If you just opened an IG account directly with IG and then turned on the PRT option then you will not have a Premium account so will only have 100K bars.

    On a separate note I went through all the hassle of opening a PRT sponsored IG account (IG were the problem!) but IG now have a policy of making all new accounts limited risk accounts so for me it was an untradable account.

    #72401 quote
    ChrisNYE
    Participant
    Senior

    Ok so I spoke to IG Australia just then and they only offer 4 yrs of historical data on 4hr charts and 30yrs data on daily charts for people in Australia.

    Seems like this forum as good as it is really needs someone from IG monitoring posts that can add this insight instead of people like me looking like a goose and feeling they are stupid because other users can get more historical data on the same market. Just my 2 cents worth.

    Thank you to all that contributed.

    A friend of my is with Interactive Brokers and questioned as to why I would even consider IG to begin with….

    #72402 quote
    Vonasi
    Moderator
    Master

    As far as I am aware this ProRealCode forum site has no direct links with IG. They are just a broker that happens to offer users the use or ProRealTime. IG are not in the business of selling and fully supporting external trading platforms they are in the business of selling spreads so it is unlikely that they would be interested at all in providing customer support here.

    IG and PRT are completely separate businesses and this is a PRT focused forum not an IG forum. IG have their own forum where I guess you may also be able to find answers to questions like this.

    #72407 quote
    jebus89
    Participant
    Master

    IG told me (norway) that they dont offer premium, but i just opened another IG account thru PRT and got the premium account, wasnt too much hassle but i did open the new IG account in my SO’s name. Just to avoid any legal funky issues in the future.. I would say that its not just usefull, its 100% needed that u check ur strategies on 200K bars..

    #72408 quote
    ChrisNYE
    Participant
    Senior

    I had no idea I could create an account with prt. I will look into this and cancel my ig account and use prt ig I see an advantage which there seems to be.

    #72413 quote
    Vonasi
    Moderator
    Master

    Jebus89. Out of interest did they open a limited risk account or a standard account at IG. Mine was limited risk so to me hopeless for trading due to not being able to move stops away, forced guaranteed stops, unable to have two strategies trading in different directions etc etc. I did the minimum amount of trades IG say they need keep it free and small fast trades to minimize my risk but still after a short time IG pulled the plug on it.

    For me 200K was nice but if you trade mainly daily and weekly end of day strategies then there was no real benefit – especially if you consider that the markets were a different animal before around 2000 anyway. I guess it depends on your trading style.

    #72417 quote
    ChrisNYE
    Participant
    Senior

    I have had my ig account for 10 years or more.  I believe it’s a standard account. I have been with ig for a while and maybe I need to look elsewhere

    My strategy is based on 4 hr charts so probably best to back test over 200 and not 100 k history.

    #72426 quote
    jebus89
    Participant
    Master

    If u trade on daily charts u dont rly need 200K no.
    if u trade on less then daily u defnitly should get urself 200K, at least know someone who has it so that they can test for u..

    I got a “normal” ig account as far as i know..

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Backtesting period


ProOrder: Automated Strategies & Backtesting

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ChrisNYE @chrisnye Participant
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This topic contains 36 replies,
has 5 voices, and was last updated by ChrisNYE
7 years, 9 months ago.

Topic Details
Forum: ProOrder: Automated Strategies & Backtesting
Language: English
Started: 05/31/2018
Status: Active
Attachments: 3 files
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