Trade not closing when it should in demo back test

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  • #80974 quote
    Vonasi
    Moderator
    Master

    Another day – another demo weird thing.

    I have a long only weekly strategy with one of the conditions for closing a trade being to sell if in profit at the close of the candle.

    if onmarket and close > positionprice or onmarket and (other condition) then
    sell at market
    endif

    I ran a back test and it can be seen that first of all (and I have reported this before with no answer yet) the trades are shown opening at the decision candle close rather than at the next candle open – and then it does not close when it should close as the trade is in good profit at the close of the weeks candle.

    [attachment file=80975]

    I wonder if I keep looking will I find other trades that do the same? How are we supposed to use this demo platform for accurate testing of ideas!….. and yes before anyone asks it is on IG demo.

    Screenshot_4-2.png Screenshot_4-2.png
    #80981 quote
    verygrubby
    Participant
    Master

    I’m sure you will find others – that’s if you can get the backtests to actually run – mine have started to hang when loading.

    It’s like wading through treacle at the moment

    #80985 quote
    Vonasi
    Moderator
    Master

    that’s if you can get the backtests to actually run – mine have started to hang when loading.

    Been there, bought the t-shirt – sent the report in.

    Back test not starting

    #81190 quote
    Vonasi
    Moderator
    Master

    Either shutting down the platform and starting it again has fixed the back test wrong results issue or someone at PRT or IG has fixed something as when I run the same test today the results are as I would expect them to be.

    [attachment file=81191]

    Screenshot_2-4.png Screenshot_2-4.png
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Trade not closing when it should in demo back test


ProOrder: Automated Strategies & Backtesting

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Vonasi @vonasi Moderator
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This topic contains 3 replies,
has 2 voices, and was last updated by Vonasi
7 years, 5 months ago.

Topic Details
Forum: ProOrder: Automated Strategies & Backtesting
Language: English
Started: 09/20/2018
Status: Active
Attachments: 2 files
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