intraday DAX strategy 5min mini1€ spread 1

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  • #23034 quote
    CN
    Participant
    Senior

    That is correct @alco, confirmed 4 trades, 3 wins, live.

    Alco thanked this post
    #23040 quote
    4everTrading
    Participant
    Senior

    Hello all

     

    Yep,  same results for me in live account. I am on V3 version adapt for 1k as initial capital.

    The result below

    data.png data.png
    #23043 quote
    Raul Vg
    Participant
    Senior

    Good morning, could anyone check if the result of today’s backtest is similar to what happened in real? I’m not on the pc right now, thanks.

    #23045 quote
    mamio
    Participant
    Veteran

    @Raul. Backtest was not similar to real trade, today. 9:00 bar had no trades in real (price was not touched), but in demo there was one little loss. Also real prices are different from demo ones.

    #23046 quote
    mamio
    Participant
    Veteran

    Also in real account there are trades shown in the chart that didn’t took place in the account itself.

    chart-from-real-account.jpg chart-from-real-account.jpg real2.jpg real2.jpg demo.jpg demo.jpg
    #23051 quote
    mamio
    Participant
    Veteran

    PS I’m using v2 with nn=1

    #23053 quote
    4everTrading
    Participant
    Senior

    Good mornin Raul,

    I just try the same code i used for my live account in the demo account, the backtest result was different, using exactly the same code

    Attach bellow

    Demo-1.png Demo-1.png live.png live.png DAX-5-MIN-v3-small.itf
    #23060 quote
    Aloysius
    Participant
    Veteran

    @Paris75, an indicator as trailing stop is not as safe, because the system watch this indicator at the begining of the following bar, so in a 5 min UT,  the position risks to close 5 minutes after the line is crossed, and that could generate big losses.

    #23068 quote
    GraHal
    Participant
    Master

    For information / reference …

    1.  Raul v3 on DEMO TRADE with TS at 6 points … spreadbet 30 Jan, 4 wins see attached.
    2. Raul v3 on BACKTEST with TS at 6 points … spreadbet 30 Jan, different results, see attached.

    GraHal

    Raul-v3-30-jan-.jpg Raul-v3-30-jan-.jpg Raul-V3-backtest-.jpg Raul-V3-backtest-.jpg
    #23073 quote
    Paris
    Participant
    Veteran

    ok good result to day .

     

    Don t really understand why real and demo are not the  same , same code and tick by tick ?

    #23076 quote
    GraHal
    Participant
    Master

    Attached are the Backtest Trades re GraHal last message above for 30 Jan.

    Crazy difference …

    Demo Forward Test Trades £504 profit Today 30 Jan

    Backtest                       Trades £15 profit Today 30 Jan.

    GraHal

    Raul-V3-backtest-Orders-.jpg Raul-V3-backtest-Orders-.jpg Raul-v3-backtest-results.jpg Raul-v3-backtest-results.jpg
    #23096 quote
    Lyny
    Participant
    Junior

    what happen? It is a lot differences for me!!! Real live today, trade 1, cancelled, trade 2 at 8:15 win £15, end of the story. on demo account, it seems happen a lot of of rejected order: Trailing stop distance was lower than the minimum required (i set trailing stop 5), and only 1 trade, win of £6.

    Crazy??? ( I start trade with 2 points)

    result-dax-v3-real-ac-30jan.png result-dax-v3-real-ac-30jan.png order-dax-v3-real-ac-30Jan.png order-dax-v3-real-ac-30Jan.png dax-v3-real-ac-30Jan.png dax-v3-real-ac-30Jan.png dax-v3-demo-ac-30Jan.png dax-v3-demo-ac-30Jan.png
    #23102 quote
    Lyny
    Participant
    Junior

    with £10000 capital, for DAX v3 run ok, what number should i fill in the Max Position Size on the attached picture below? Any advice?

    max-position-size-DAX.png max-position-size-DAX.png
    #23135 quote
    Raul Vg
    Participant
    Senior

    Hello! I’ve been looking at the differences between the real and the backtest, to the left what happened in demo, right on the backtest. Is of the version v2, in demo wins and in the backtest loses. In real it has not worked because yesterday I was wrong to put it.

    We see that in the demo, in the first operation, the stop is skipped, closing at -13 points, probably due to a fast movement.

    In the second image we see what happened tick by tick, you see, as the second operation does not put it at 9.05h but it puts it at 9.07

    The others put them when they should.

    today-1.png today-1.png today-2.png today-2.png
    #23139 quote
    GraHal
    Participant
    Master

    @Lyny What number did you enter for Lot size re your Live Trades today?

    On Demo Forward Test (spreadbet) a TS of 5 gets rejected by IG on most occasions? I had several ‘Raul versions’ running in Demo… all those with TS of 5 were rejected and the ATS QUIT, those with TS of 6 were not rejected.  I didn’t  set running as Live.

    Is Demo different than Live re TS min levels anybody know?

    Thanks
    GraHal

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intraday DAX strategy 5min mini1€ spread 1


ProOrder: Automated Strategies & Backtesting

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Raul Vg @raul_v Participant
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This topic contains 502 replies,
has 34 voices, and was last updated by Asteriks
5 years, 8 months ago.

Topic Details
Forum: ProOrder: Automated Strategies & Backtesting
Language: English
Started: 01/19/2017
Status: Active
Attachments: 189 files
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