IG – DAX 5€ versus DAX 25€ – ProBacktest does not trigger orders

Viewing 4 posts - 1 through 4 (of 4 total)

Author

Posts
05/04/2021 at 5:36 PM #168782 quote

gfx
Participant

Average

hi everyone,

A weird situation I faced today on IG live account. Las week-end, I moved my ProOrder trading system from IG Allemagne 30-5€ to IG Allemagne 30-25€

The same trading system, is also running on one of my friend IG account IG Allemagne 30-5€.

Today, as the Dax falls, short orders are opened on the 5€ account but no order trigger on the 25€ account.

After investigating on IG side, I decide to run a ProBackTest.

And here we are… the exact same system does not open position on the 25€ account.

Picture 1 shows back testing on the 5€ account.

Picture 2 shows back testing on the 25€ account.

On both graph you can see the isSell variable graphed.

Picture 3 shows the code and the set value of 1 for isSell .

I don’t see any reason why both the ProOrder and BT skip the order trigger on the 25€ asset.

Though should not have any impact on the BT, for your info, there is more than 10K on the account, and order size on the 25€ asset is 0.31 for the short trigger.

Any idea is more than welcome.

Thks.

Picture1.jpg Picture2.jpg Picture3.jpg

05/04/2021 at 6:05 PM #168786 quote
Nicolas
Keymaster

Master
Try this to see what happens:
1. with a “standard” lot size (1 contract)
2. increase the account size to 100K€
05/04/2021 at 6:08 PM #168787 quote
robertogozzi
Moderator

Master
Try changing the ROUNDing line with:
```
clip = max(1,(round(clip*100)-1)/100)
```
in case clip drops below the minimum required contract size.

You can use GRAPH to see its value.
05/04/2021 at 6:40 PM #168788 quote

gfx
Participant

Average

hello,

thks for answering promptly.

Not a clip issue. See attached. Live account with 11K€ and order clip is 0.31.

Also, see second screen capture with order placed successfully last week, with clip 0.51.

The max in the rounding will surely fail because on 25€ CFD, required account capital for one contract is about 19k€.

thks

Picture5.jpg Picture4.jpg Picture5-1.jpg
Author

Posts