NAS Tangier – Code to Improve

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  • #164647 quote
    Arno G
    Participant
    Average

    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  ?

    Midlanddave thanked this post
    NAS-M30-tangier_r1.itf NAS-Tangier-M30_r1.png NAS-Tangier-M30_r1.png
    #164653 quote
    Nicolas
    Keymaster
    Master

    Max position size allowed when you launch the strategy should be at least the same size coded (contracts?)

    #164666 quote
    Arno G
    Participant
    Average

    Tanks for your reply Nicolas, Yes it is the case .

    I notice  orders enter /exit often seems to placed on same time ?!

    #164687 quote
    nonetheless
    Participant
    Master

    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.

    Midlanddave thanked this post
    NAS-30m-Tangier_r2.itf
    #164706 quote
    Arno G
    Participant
    Average

    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 !

    #164724 quote
    GraHal
    Participant
    Master

    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. ??

    #164748 quote
    Arno G
    Participant
    Average

    You’re right GraHal !

    GraHal thanked this post
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NAS Tangier – Code to Improve


ProOrder: Automated Strategies & Backtesting

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Arno G @arno-g Participant
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This topic contains 6 replies,
has 4 voices, and was last updated by Arno G
4 years, 11 months ago.

Topic Details
Forum: ProOrder: Automated Strategies & Backtesting
Language: English
Started: 03/19/2021
Status: Active
Attachments: 3 files
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