Combined Supertrend Further Discusion
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- This topic has 42 replies, 9 voices, and was last updated 6 years ago by verdi55.
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01/29/2018 at 9:09 AM #60796
@verdi55
No, it should works as intended, similar problem in this thread: https://www.prorealcode.com/topic/set-value-at-zero-weird-results/I don’t have news about this..
01/29/2018 at 9:11 AM #6079801/29/2018 at 10:11 AM #60812I suggest this Thread – from the 2nd post #60677 – is moved to PRT Platform Support and then the PRT Mod can read the whole thread. This the best way to alert them to the issue.
In any case this issue with juanan71 code has hijacked Juanj original Thread for discussing his fully workable good code and so will confuse readers.
So Mods please move as per first paragraph above, but leave this Thread at the 1st Post.
Hope that makes sense? If anybody disagrees with my suggestion then please speak up?
GraHal
01/29/2018 at 11:11 AM #6082201/29/2018 at 11:28 AM #6082301/29/2018 at 11:43 AM #60826No probs @Juanan71 I didn’t mean you hijacked the thread, we all have and I’ve been the worst offender!! 🙂
Your intention to make the Strategy better has shown up a bug which deffo needs fixing and so it has been very useful! So please keep on doing what you do.
There was also the excitement that you / we had found the Holy Grail and we were all going to be millionaires!! 🙂 🙂
Best Regards
GraHal01/29/2018 at 12:06 PM #6082901/29/2018 at 2:01 PM #60846Thank You Juanan71 … Yes it looks a genuine well good Strat!
No odd results / Tick Mode value at 0 for the top 12 profit results!
I also tried with an optimised stop loss of 325 (see attached) … it was still good but not as good as with no stop loss at all!
I cant keep up, there are too many things to follow up on this website … I’ve got no time to enjoy my millions! 🙂
GraHal
01/29/2018 at 2:42 PM #60854Ok, checked trade in real time and really the problem is when all happens in the same candle,,,if not, system works well nd can close in be(0 loss).
So which part of backtest is ok? i think winner trades are ok, losses trades are ok but shoud add all the neutrals like loss or win..i dont know…system dont know..i think need time to check real time…
01/29/2018 at 3:41 PM #60862If you get a loss that meets Stop Loss value and a Profit that meets Target Profit value in the same Candle / Bar then the System chalks up the profit value ONLY as if the Trade had not exited at the Stop Loss.
Above does not happen if the backtest is run with Tick by Tick mode selected! Platform then follows the trade tick by tick … just as in real live trade!
So with Tick by Tick box selected
- If the Stop Loss is hit first then a Loss is chalked up in the Results Table.
- If the Target Profit is hit first then a Profit is chalked up in the Results Table.
Hope above makes sense
GraHal02/01/2018 at 9:53 PM #61241Tick by tick mode is apparently incompatible with
1set target pprofit 0When you do not run the system in tick by tick mode, the results are very similar to the case when you delete “set target pprofit 0” entirely.
Positions with the false result 0 are only reported in a backtest run in tick by tick mode, and “set target pprofit 0” set.
In demo trading, this does not happen, but positions show their real result then.
This is a minor PTR bug, probably not too important, because who would use the command “set target pprofit 0” all the time in a system, and why ?
1 user thanked author for this post.
02/02/2018 at 4:00 PM #61287the system is setting the trailing stop after a candle is closed, so this is why backtest is difficult from demo…. so it takes 4 hours after the system remarks the new trailing stop…
02/02/2018 at 4:43 PM #61290the system is setting the trailing stop after a candle is closed, so this is why backtest is difficult from demo…. so it takes 4 hours after the system remarks the new trailing stop…
This is exactly the same for backtest and demo. It is not the stop that is causing problems, but positions falsely closed with result zero in the backtest. The problem fully disappears when the backtest is not run in tick-by-tick mode, or when the line with “set target pprofit” is deleted.
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