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

• 05/04/2021 at 5:36 PM #168782
  gfx

  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.

  

  gfx

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

  Try this to see what happens:

  1. with a “standard” lot size (1 contract)
  2. increase the account size to 100K€

  

  Nicolas

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  05/04/2021 at 6:08 PM #168787
  robertogozzi

  Try changing the ROUNDing line with:

  clip = max(1,(round(clip*100)-1)/100)

  1	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.

   

   

  

  robertogozzi

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  05/04/2021 at 6:40 PM #168788
  gfx

  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

  

  gfx

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