Hi,
I’ve modded an algo I’ve found on Prorealcode some month ago (don’t remember where ).
Backtest are ok but It don’t take any position. Any suggestion ?
Max position size allowed when you launch the strategy should be at least the same size coded (contracts?)
Tanks for your reply Nicolas, Yes it is the case .
I notice orders enter /exit often seems to placed on same time ?!
Hi Arno, I would suggest you do your optimization with no Money Management, see attached. This gives a clearer picture of the basic performance.
I have also altered the time setting to Wall St opening hours (spread = 1) although you may want to change that.
I’m not sure it’ll change anything. I’ve got the same algo for DAX. It perform on backtest but won’t take any position.
A mystery !
won’t take any position.
On backtest you have zero bars … positions that open and close within the same bar and so no position is shown,
Is above what you mean by … won’t take any position. ??