IG account vs PRT Premium account for backtesting

• 02/06/2019 at 4:41 PM #90637
  tattby

  Hi,

  I problem that is probably familiar for many, any ideas are welcome to get around the backtesting/execution.

  I have some difficulties to get around the differences that will occur when backtesting in IG PRT account and the PRT Premium (for eg IG Index cash/ index futures).

  My problem is that I want to backtest on Premium (since 200k units available) but build Autosystems on my IG acc and execute there (100k units, different data (CASH index)).

  But since the backtesting is based on data from Premium acc its not possible to copy and paste the same system into IG account and trade with exactly the same parameters since the backtesting data is different from the IG acc.

  One solution is to backtest with 200k units and have the base strategy/idea there to see if there is any edge and then change parameters in IG acc and compare the 100k units test for both of them to get the same output.

   

   

   

   

   

  ies to get the same output results in a way that I can trade live with correct

  

  tattby

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  02/06/2019 at 5:02 PM #90639
  Nicolas

  Sorry but I feel that your message had been truncated? Bad copy/paste?

  

  Nicolas

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  02/06/2019 at 5:11 PM #90640
  tattby

  Hi

  Nicloas, how do you mean? Cant you see the msg?

   

  Hi,

  I problem that is probably familiar for many, any ideas are welcome to get around the backtesting/execution.

  I have some difficulties to get around the differences that will occur when backtesting in IG PRT account and the PRT Premium (for eg IG Index cash/ index futures).

  My problem is that I want to backtest on Premium (since 200k units available) but build Autosystems on my IG acc and execute there (100k units, different data (CASH index)).

  But since the backtesting is based on data from Premium acc its not possible to copy and paste the same system into IG account and trade with exactly the same parameters since the backtesting data is different from the IG acc.

  One solution is to backtest with 200k units and have the base strategy/idea there to see if there is any edge and then change parameters in IG acc and compare the 100k units test for both of them to get the same output.

   

  

  tattby

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  02/07/2019 at 10:09 AM #90691
  Nicolas

  About what instrument in particular are you talking about? Could you give us their exact names please?

  

  Nicolas

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  02/08/2019 at 10:32 AM #90829
  tattby

  I have a simple breakout system that I trade on for eg IG DAX future (IG cash and IG future). I get wrong buy/sell triggers for the IG Future compared to the underlying (which I backtested on)

  What I understand I can adjust the IG DAX future with the spread (e.g 1 bp) to get the same value of the underlying index.

  But where could I adjust this spread in my code – 1 bp ?

  

  tattby

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  04/28/2020 at 5:03 AM #128520
  s00071609

  Does anyone know if signing up with IG Sponsored by PRT account, the version will be 10 or 11?

  As of now IG has been offering only version 10.

  What would be the version if directly from PRT with IG as broker?

  

  s00071609

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  04/28/2020 at 5:18 AM #128521
  robertogozzi

  No, no matter if you open it directly with IG or sponsored by PRT, you’ll get v10.3 until IG choose to support v11.

  

  robertogozzi

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  04/28/2020 at 7:03 AM #128523
  s00071609

  Thats really bad. IG told me that V11 will be available after the pandemic is over. So we might be looking at couple of years.

  IB supports the V11 right?

  

  s00071609

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  04/28/2020 at 1:12 PM #128616
  Nicolas

  Yes IB supports the v11.

  

  Nicolas

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  04/28/2020 at 1:16 PM #128617
  s00071609

  IB does not support it directly like IG does. IB supports it through PRT, but PRT does not allow all countries only European countries – not totally sure if Australian residents will be allowed to sign up with IB via PRT?

  

  s00071609

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