More Weirdness! 🙂
On Demo Account this week I had 2 instances (2 Algos of similar code) of a £4K drop in Equity Curve and an Exit of the position on Thur 12 Mar 26 at 09:32 (UK Time).
The Chart shows no reason for the Exit. i.e. no massive drop in DJI Price which would trigger an Exit. See attached showing the massive drop in profit and an Exit of the Long position.
Anybody else getting same / similar weirdness??
I review my running Algos each weekend.
I am now noticing several instances similar (as I posted above) on different Algos (than I show above).
The position Exits at a loss. Prior to the Exit, the position was in profit.
The only scenario I can think of is that IG Price data has massive spikes (1k to 4k points) which trigger my Stop Losses. However, the spikes do not show on the Price data.
I always tick the box to auto-adjust Stops, but maybe it doesn’t work (has never worked??) on Demo Accounts??
(Mmm file didn’t attach during an Edit of above post)
Attached is an example referred to above – Price 48,500 ish but Exit was 47,566.
Attached is a Short that benefitted from a ‘ghost’ spike down.
You can clearly see the green price level of Exit at the white arrowhead … around the ghosted 250 points below where price shows on the candlestick.
You must be getting the same scenario as me?
All 3 of my screenshots are on 3 separate Algos with different coded strategies.
I won’t post any more on this until somebody either agrees with my findings or tells me why I need a big caffeine-fix!!! 🙂
Hey GraHal,
I thought to look into your data issue, but thinking that you would use “DJI” as ticker, I can not find that (IG).
Do you use DJI indeed ? is it something else ? does it require a special account perhaps ?
Just seen your above post Peter, Thank You.
Yeah I need to stop saying DJI (DJIA)? In fact I just reread my posts and ss … and I did need that caffeine … I didn’t mention any Instrument.
The spikes I got and which closed my position were on the US30 … the ss above show date, time and spike size.
Thank You for any observations re .. do you see the spike Peter (anyone?) on IBKR or IG?
ha I’ll save you the trouble Peter. as there was nothing to see (no big wicks etc) even on my data at the time I got took out with a ‘4k loss ghost spike’!
I can’t help thinking if it had something to do with the ‘adjusted stops’ tick box? Do we REALLY know how that works?
I am going to set duplicated System going – set1 with tick adj stops box and set2 without the adj stops box ticked – just to see if it makes any difference in performance over a longish period.