break out dax 1minute chart from 8 o clock until9.05

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  • #69105 quote
    dreif123dreif123
    Participant
    Average

    hi , attached a break out strategie on dax mini, in 1minute chart,  time period which has to be watched is from 8 o clock until 9.05

    on the highest value in this time there should be placed a stop buy  with 1oo contracts dax mini, stopp los 23 points, profit limit 4 points.

    on the lowest valute in this time there should be placed a stopp sell orders with 100 contracts dax mini, stopp los 23 points, profit limit 4 points.

    now the question…i have done that in liveaccount today , and the system bought today at 8:13:09 100 minis at 12578,60 and system sold them at 9:05:14 at 12584,60, furthermore the system bought at 9:05:37 100 minis at 12580.60 and the system sold at 09:06:00

    i dont understand this executions ?…..if i do the same strategy on backtest, it works like i want….backtest executed in my guess correct but different to the livetrade…

    how can this happen ???

    attached the code:

    //————————————————————————-
    defparam cumulateorders=false
    defparam flatafter=173000

    once achat=1
    once vente=1

    n=100
    if time=090500 then
    haut=highest[65] (high)
    bas=lowest[65](low)
    achat=0
    vente=0
    endif

    IF achat = 0 THEN
    buy n share at haut stop
    ENDIF

    IF vente = 0 then
    sellshort n share at bas stop
    ENDIF

    If longonmarket THEN
    achat = 1
    ENDIF

    IF shortonmarket THEN
    vente = 1
    ENDIF

    set stop ploss 23
    set target pprofit 4

    #69125 quote
    DespairDespair
    Blocked
    Master

    Ohne jetzt auf dein Problem einzugehen. Du hast da ein CRV von ca 1:6. Das wird nichts, glaube ich…

    Zu deinem Problem, vor 9:05 sind ja noch die stop limits des Vortages aktiv. Hast du das bedacht?

    #69159 quote
    dreif123dreif123
    Participant
    Average

    danke für deine rückmeldung….mit dem crv von 1 zu 6 hast du natürlich recht…aber es geht erstmal für mich um das generelle….

    warum führt der backtest korrekt aus…live trading aber völlig anders…bei gleicher codierung…

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break out dax 1minute chart from 8 o clock until9.05


ProOrder: Automatischer Handel & Backtesting

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dreif123 @dreif123 Participant
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This topic contains 2 replies,
has 2 voices, and was last updated by dreif123dreif123
8 years, 4 months ago.

Topic Details
Forum: ProOrder: Automatischer Handel & Backtesting
Language: German
Started: 04/24/2018
Status: Active
Attachments: No files
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