CAC40 breakout tick by tick backtest

danielson · 2016-11-10T16:57:36+00:00

Hi Nicolas, i’m wondering if you can help me with something? Ive been playing around with the strategy that you have previously talked us through regarding the CAC 40 15m breakout, which was then later tweaked for the DAX and DOW by Cosmic. Ive played with the variables on each of these to get what i consider the most favourable outcome using the demo version of PRT via IG. I now have a 2 week demo of the 10.3 with live data and access to the tick backtesting and i wanted to see how these translate, however even without backtesting with tick data, i cannot seem to get the strategies to give me any results. Ive basically just copied and pasted the exact code from my working strategy via IG into the standalone 10.3 version and its coming back as if no trades were made at all. I have set the timezones the same which is the only variable that i can imagine would possibly have this affect. Am i missing something simple? And as an aside, any idea why i didn’t get stopped out on this short trade here? I noticed one the other day as well where i shouldn’t have got stopped but did. Thanks for your time, and hopefully its something straightforward. Dan

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11/10/2016 at 5:57 PM #16332 quote

danielson
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Hi Nicolas, i’m wondering if you can help me with something? Ive been playing around with the strategy that you have previously talked us through regarding the CAC 40 15m breakout, which was then later tweaked for the DAX and DOW by Cosmic. Ive played with the variables on each of these to get what i consider the most favourable outcome using the demo version of PRT via IG. I now have a 2 week demo of the 10.3 with live data and access to the tick backtesting and i wanted to see how these translate, however even without backtesting with tick data, i cannot seem to get the strategies to give me any results. Ive basically just copied and pasted the exact code from my working strategy via IG into the standalone 10.3 version and its coming back as if no trades were made at all. I have set the timezones the same which is the only variable that i can imagine would possibly have this affect. Am i missing something simple? And as an aside, any idea why i didn’t get stopped out on this short trade here? I noticed one the other day as well where i shouldn’t have got stopped but did.

Thanks for your time, and hopefully its something straightforward.

Dan

Screen-Shot-2016-11-10-at-16.54.02.png Screen-Shot-2016-11-10-at-16.54.46.png Screen-Shot-2016-11-10-at-16.53.36.png

11/10/2016 at 6:11 PM #16338 quote

Nicolas
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@danielson

I’m not sure about the DAX30 Perf index, I don’t think this instrument is tradable, but that’s not the problem. You should try DAX mini futures (5€/points), but code need to be modified about minimum lot requirement (from 1 lot to 5). Also please consider that DAX Futures is not the same instrument as CFDs contracts and history may differ a lot.

I don’t what version of the code you are using, since there are a lot of versions on the website now 🙂 So please share it as I can amend the code for DAX Futures.
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