NAS Tangier – Code to Improve

• 03/19/2021 at 12:49 PM #164647
  Arno G

  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  ?

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  Midlanddave

  

  Arno G

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  03/19/2021 at 1:02 PM #164653
  Nicolas

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

  

  Nicolas

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  03/19/2021 at 1:31 PM #164666
  Arno G

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

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

  

  Arno G

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  03/19/2021 at 3:46 PM #164687
  nonetheless

  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.

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  Midlanddave

  

  nonetheless

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  03/19/2021 at 6:18 PM #164706
  Arno G

  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 !

   

  

  Arno G

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  03/19/2021 at 8:33 PM #164724
  GraHal

  Arno G wrote:

  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. ??

  

  GraHal

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  03/20/2021 at 11:03 AM #164748
  Arno G

  You’re right GraHal !

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  GraHal

  

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