NAS Tangier – Code to Improve

Arno G · 2021-03-19T11:49:59+00:00

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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03/19/2021 at 12:49 PM #164647 quote

Arno G
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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

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

Nicolas
Keymaster

Legend

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

03/19/2021 at 1:31 PM #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 ?!

03/19/2021 at 3:46 PM #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

03/19/2021 at 6:18 PM #164706 quote

Arno G
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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 !

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

GraHal
Participant

Legend

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. ??

03/20/2021 at 11:03 AM #164748 quote

Arno G
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You’re right GraHal !

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