Help: Autotrade making incorrect trades?

• 04/21/2022 at 3:57 PM #192026
  jp2002

  I made a pretty basic auto trading algo that trades off both 200DEMA and supertrend. It looks something like this

  // Definition of code parameters DEFPARAM CumulateOrders = False // Cumulating positions deactivated // Prevents the system from creating new orders to enter the market or increase position size before the specified time noEntryBeforeTime = 100000 timeEnterBefore = time >= noEntryBeforeTime // Prevents the system from placing new orders to enter the market or increase position size after the specified time noEntryAfterTime = 163000 timeEnterAfter = time < noEntryAfterTime // Prevents the system from placing new orders on specified days of the week daysForbiddenEntry = OpenDayOfWeek = 6 OR OpenDayOfWeek = 0 // Conditions to enter long positions indicator1 = DEMA[200](close) c1 = (close > indicator1) indicator2 = SuperTrend[3,12] c2 = (close > indicator2) IF (c1 AND c2) AND timeEnterBefore AND timeEnterAfter AND not daysForbiddenEntry THEN BUY 250 CONTRACT AT MARKET ENDIF // Conditions to exit long positions indicator3 = SuperTrend[3,12] c3 = (indicator3 >= close) IF c3 THEN SELL AT MARKET ENDIF // Conditions to enter short positions indicator4 = DEMA[200](close) c4 = (close <= indicator4) indicator5 = SuperTrend[3,12] c5 = (close <= indicator5) IF (c4 AND c5) AND timeEnterBefore AND timeEnterAfter AND not daysForbiddenEntry THEN SELLSHORT 250 CONTRACT AT MARKET ENDIF // Conditions to exit short positions indicator6 = SuperTrend[3,12] c6 = (close >= indicator6) IF c6 THEN EXITSHORT AT MARKET ENDIF // Stops and targets SET STOP %LOSS 2 SET TARGET %PROFIT 6

  1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49 50 51 52 53

  // Definition of code parameters DEFPARAM CumulateOrders = False // Cumulating positions deactivated   // Prevents the system from creating new orders to enter the market or increase position size before the specified time noEntryBeforeTime = 100000 timeEnterBefore = time >= noEntryBeforeTime   // Prevents the system from placing new orders to enter the market or increase position size after the specified time noEntryAfterTime = 163000 timeEnterAfter = time < noEntryAfterTime   // Prevents the system from placing new orders on specified days of the week daysForbiddenEntry = OpenDayOfWeek = 6 OR OpenDayOfWeek = 0   // Conditions to enter long positions indicator1 = DEMA[200](close) c1 = (close > indicator1) indicator2 = SuperTrend[3,12] c2 = (close > indicator2)   IF (c1 AND c2) AND timeEnterBefore AND timeEnterAfter AND not daysForbiddenEntry THEN BUY 250 CONTRACT AT MARKET ENDIF   // Conditions to exit long positions indicator3 = SuperTrend[3,12] c3 = (indicator3 >= close)   IF c3 THEN SELL AT MARKET ENDIF   // Conditions to enter short positions indicator4 = DEMA[200](close) c4 = (close <= indicator4) indicator5 = SuperTrend[3,12] c5 = (close <= indicator5)   IF (c4 AND c5) AND timeEnterBefore AND timeEnterAfter AND not daysForbiddenEntry THEN SELLSHORT 250 CONTRACT AT MARKET ENDIF   // Conditions to exit short positions indicator6 = SuperTrend[3,12] c6 = (close >= indicator6)   IF c6 THEN EXITSHORT AT MARKET ENDIF   // Stops and targets SET STOP %LOSS 2 SET TARGET %PROFIT 6

   

  It ran well in backtesting so I thought i’d enter a position with it today and test it out. Unfortunately it doesn’t follow my code???

  https://ibb.co/mX5wrhv

  As you can see from the picture I uploaded, it entered a short position at 215, which doesn’t make sense as the price wasn’t under the 200DEMA line which I specified it should. Why is this? I am really confused

  

  jp2002

  Participant

  Topics: 1

  Replies: 2

  Been thanked: 0 times
  04/21/2022 at 5:45 PM #192030
  GraHal

  I set up chart for NVIDIA on 15M TF (spreadbet) and price has been below DEMA since about 15:15 today … see attached at red arrowhead?

  What time did your Algo take the trade?

  

  GraHal

  Participant

  Topics: 222

  Replies: 9222

  Been thanked: 2425 times
  04/21/2022 at 5:55 PM #192032
  robertogozzi

  From the attached pic I can’t see the time and date of entry, and the values of the price and indicators, so I can’t replicate exactly.

  Moreover “It looks something like this“, isn’t accurate. To compare results the code must be absolutely IDENTICAL to the one you used.

  My backtests are all good, though.

  I suggest that you add these lines to your code, maybe this will help detect something wrong (though they only work in backtests):

  graph (c1 AND c2) AND timeEnterBefore AND timeEnterAfter AND not daysForbiddenEntry AS "Long" graph (c4 AND c5) AND timeEnterBefore AND timeEnterAfter AND not daysForbiddenEntry AS "Short"

  1 2	graph (c1 AND c2) AND timeEnterBefore AND timeEnterAfter AND not daysForbiddenEntry AS "Long" graph (c4 AND c5) AND timeEnterBefore AND timeEnterAfter AND not daysForbiddenEntry AS "Short"

  

  robertogozzi

  Moderator

  Topics: 69

  Replies: 17891

  Been thanked: 4506 times
  04/21/2022 at 6:35 PM #192035
  jp2002

  Hey, thanks for the reply.

   

  The trade happened at 10:45am US time, which would be 3:45pm UK Time. For some reason my DEMA line is glitched? Its completely different to yours.

  https://ibb.co/cJ3PtNs

  From this image here, it shows my DEMA line only crossed above price at 11:45am US time, which is 4:45pm UK time. This is consistent with my graph on tradingview. How come yours is different?

  

  jp2002

  Participant

  Topics: 1

  Replies: 2

  Been thanked: 0 times
  04/21/2022 at 6:39 PM #192036
  jp2002

  My code is exact, the same one I ran the backtest with I ran the automated trading program with. I’m just confused as to why it’s not following my instructions

  

  jp2002

  Participant

  Topics: 1

  Replies: 2

  Been thanked: 0 times
  04/21/2022 at 7:16 PM #192040
  GraHal

  jp2002 wrote:

  For some reason my DEMA line is glitched? Its completely different to yours.

  Try it on Spreadbet as you are showing NVIDIA on CFD?

  It shouldn’t make any difference, except the figures shown for Price (multiplied by 100 on SB)

  

  GraHal

  Participant

  Topics: 222

  Replies: 9222

  Been thanked: 2425 times
• Author
  Posts