I cant get any ProBackTest strategy to work!

• 03/16/2018 at 12:16 PM #65417
  jayhawkins1985

  Hi all,

   

  I know I must be doing something stupid but I just cant get any of the strategies to show me any backtest results. First of all I go to an open chart, say DAX, and click the drop down menu next to the button with a chart and a plus next to it. On the Backtesting & automatic trading tab, I then click new, then select the “Creation by programming” tab and paste in the copied code. Finally I click “ProBacktest my strategy.

  The backtest seems to run but the open trades are usally alway 0 and if they are not then any trade that has been opened always ends up as even. There is never any winning or losing trades to view.

  I’d be very grateful for your help! Thanks!

  

  jayhawkins1985

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  03/16/2018 at 1:36 PM #65433
  GraHal

  Easiest is to post your code on here and I’ll run it for you on my Platform.

  I’ve had this in the past and it’s a very simple reason, but I’m blowed if I can recall what it was!? 🙂

  The 0 bars may be because you have not got tick by tick mode selected?

  I guess you have tried a few different Timeframes and markets / instruments?

  

  GraHal

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  03/16/2018 at 2:24 PM #65434
  jayhawkins1985

  Thanks for the reply, I’m very grateful. The code I’m using is below. No I havent tried any different time frames but as it’s a DAX breakout, I’ve only tried it with the DAX. Thanks again.

  DEFPARAM FLATBEFORE=090100 // Festlegen der Code-Parameter DEFPARAM CumulateOrders = false // Kumulieren von Positionen deaktiviert // einmalige werte once size = 1 once profi = 20 once in = 1 once korrek = 1 sl = 35 // Verhindert das Trading an bestimmten Wochentagen daysForbiddenEntry = OpenDayOfWeek = 6 OR OpenDayOfWeek = 0 noEntryAfterTime = 100000 timeEnterAfter = time < noEntryAfterTime // einen trade nur IF (CurrentTime = 010000) then onetrade= 0 ENDIF // Bedingungen zum Einstieg in Long-Positionen IF (CurrentTime = 085900) then high7= HIGHEST[120](high) low7= LOWEST[120](low) ENDIF IF (close > high7) AND (CurrentTime >= 090100) then onetrade= 1 ENDIF IF (CurrentTime >= 090100) AND not daysForbiddenEntry AND (onetrade = 0) AND timeEnterAfter THEN BUY size CONTRACT AT high7 STOP ENDIF IF (LONGONMARKET = 1) then onetrade= 1 in= 1 korrek= 0 //l1 = POSITIONPRICE + 0.0008 l2= POSITIONPRICE - sl //sell at l1 LIMIT sell at l2 stop ENDIF // Bedingungen zum Einstieg in Short-Positionen IF close < low7 AND (CurrentTime >= 090100) then onetrade= 1 ENDIF IF (CurrentTime >= 090100) AND not daysForbiddenEntry AND (onetrade = 0) AND timeEnterAfter THEN SELLSHORT size CONTRACT AT low7 STOP ENDIF IF (SHORTONMARKET = 1) then onetrade= 1 in= 1 korrek= 0 //s1 = POSITIONPRICE - 0.0008 s2= POSITIONPRICE + sl //EXITSHORT at s1 LIMIT EXITSHORT at s2 STOP ENDIF // korrektur IF (LONGONMARKET < 1) AND (SHORTONMARKET < 1) then in= 0 ENDIF IF in = 0 and korrek = 0 then d1= POSITIONPERF(1) > 0 d2= POSITIONPERF(1) < 0 IF d1 and size > 1 then size = size - 1 korrek = 1 ELSIF d2 then size = size + 1 korrek = 1 ENDIF ENDIF // Stops und Targets SET STOP pLOSS 60 SET TARGET pPROFIT sl // Performance IF STRATEGYPROFIT > profi then size= 1 profi= profi + 20 ENDIF

  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 54 55 56 57 58 59 60 61 62 63 64 65 66 67 68 69 70 71 72 73 74 75 76 77 78 79 80 81 82 83 84 85 86

  DEFPARAM FLATBEFORE=090100 // Festlegen der Code-Parameter DEFPARAM CumulateOrders = false // Kumulieren von Positionen deaktiviert // einmalige werte once size = 1 once profi = 20 once in = 1 once korrek = 1 sl = 35 // Verhindert das Trading an bestimmten Wochentagen daysForbiddenEntry = OpenDayOfWeek = 6 OR OpenDayOfWeek = 0 noEntryAfterTime = 100000 timeEnterAfter = time < noEntryAfterTime // einen trade nur IF (CurrentTime = 010000) then onetrade= 0 ENDIF // Bedingungen zum Einstieg in Long-Positionen IF (CurrentTime = 085900) then high7= HIGHEST[120](high) low7= LOWEST[120](low) ENDIF IF (close > high7) AND (CurrentTime >= 090100) then onetrade= 1 ENDIF IF  (CurrentTime >= 090100) AND not daysForbiddenEntry AND (onetrade = 0) AND timeEnterAfter THEN BUY size CONTRACT AT high7 STOP ENDIF IF (LONGONMARKET = 1) then onetrade= 1 in= 1 korrek= 0 //l1 = POSITIONPRICE + 0.0008 l2= POSITIONPRICE - sl //sell at l1 LIMIT sell at l2 stop ENDIF // Bedingungen zum Einstieg in Short-Positionen IF close < low7 AND (CurrentTime >= 090100) then onetrade= 1 ENDIF IF (CurrentTime >= 090100) AND not daysForbiddenEntry AND (onetrade = 0) AND timeEnterAfter THEN SELLSHORT size CONTRACT AT low7 STOP ENDIF IF (SHORTONMARKET = 1) then onetrade= 1 in= 1 korrek= 0 //s1 = POSITIONPRICE - 0.0008 s2= POSITIONPRICE + sl //EXITSHORT at s1 LIMIT EXITSHORT at s2 STOP ENDIF // korrektur IF (LONGONMARKET < 1) AND (SHORTONMARKET < 1) then in= 0 ENDIF IF in = 0 and korrek = 0 then d1= POSITIONPERF(1) > 0 d2= POSITIONPERF(1) < 0 IF d1 and size > 1 then   size = size - 1   korrek = 1 ELSIF d2 then   size = size + 1   korrek = 1 ENDIF ENDIF // Stops und Targets SET STOP pLOSS 60 SET TARGET pPROFIT sl // Performance IF STRATEGYPROFIT > profi then size= 1 profi= profi + 20 ENDIF

   

   

  

  jayhawkins1985

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  03/16/2018 at 2:56 PM #65435
  GraHal

  I got it going on 1 min TF and it looks very promising!

  I see you’ve been trying to get it going on Daily, but you are Flat Before 090100 and no trades after 100000 so you miss the Daily Open at 000000 every day.

  Try rejigging your time constraints or better still work it as a lower TF Strategy??

  PS Always use that blue PRC icon Insert PRT Code to add code to a post then you get it formatted all nice and friendly like! 🙂

   

  

  GraHal

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  03/16/2018 at 3:40 PM #65442
  jayhawkins1985

  Thanks, but I still can’t get it to work. How are you altering the TF? On the actual chart before clicking the button?

  

  jayhawkins1985

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  03/16/2018 at 3:43 PM #65443
  GraHal

  Yes on the Chart as shown by red arrow on attached.

  

  GraHal

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  03/16/2018 at 6:45 PM #65466
  Vonasi

  If you are running it on daily time frame then any time criteria will not be met so you will get no trades.

  

  Vonasi

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