Newbie questions about automatic trading with ProOrder code

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  • #41815 quote
    Pjotterd
    Participant
    Average

    I have used the 250 pips profit stop in PRT as well, but I do not get any results at all…. I have used the same parameters and the spread as well.
    If the code is correct the PRT backtest results should be equal to the manual test results. But in PRT I do not have any results at all.

    ps. I’m using the Gold spot (E1 contract), 1 hour timeframe

    #41820 quote
    GraHal
    Participant
    Master

    First time you have mentioned Gold?

    Attached results on Gold 1 H TF … Time = 040000 lower curve, Time = 010000 upper curve.

    There are results on Gold so is attached of interest / help?

    PJ-2.jpg PJ-2.jpg
    #41832 quote
    Pjotterd
    Participant
    Average

    Thanks for helping me out, but it doesn’t work the way it should. So, I will get into this to fix it.
    Thanks again!!!

    #41834 quote
    GraHal
    Participant
    Master

    Okay, I was confused as you said … in PRT I do not have any results at all … so I thought your code didn’t open any positions for you in PRT?

    Anyway, let us know when you sort it please as I like to know there is closure on a problem.

    Cheers
    GraHal

    #41836 quote
    Pjotterd
    Participant
    Average

    will do, thanks GraHal

    #41847 quote
    Pjotterd
    Participant
    Average

    Ok, I think I have found the solution. Look at the code. That gives me the results I want. Thank you guys!

    // Gold breakout
    // 1 hour
    // One order per day, from 06:30h. The system shuts-down at 21:00h
    // Everyday highest and lowest position from 2100 to 0400
     
    DEFPARAM CUMULATEORDERS = false
     
    // OPERATIONAL TIME
    DEFPARAM FLATBEFORE = 063000
    DEFPARAM FLATAFTER = 210000
    Operationaltime = TIME > 063000 AND TIME < 210000
     
    // ONE TRADE PER DAY. It resets the variable each new day
    IF INTRADAYBARINDEX = 0 THEN
    alreadytraded = 0
    ENDIF
    
    // Prevents the system from placing new orders on specified days of the week
    daysForbiddenEntry = OpenDayOfWeek = 1 OR OpenDayOfWeek = 6 OR OpenDayOfWeek = 0
    
    // RANGE between 2100h to 0400h
    IF TIME=040000 THEN
    channelhigh = Highest[7](high)
    channellow = Lowest[7](low)
    ENDIF
    
    // BREAKOUT Conditions
    c1= close > channelhigh
    c2= close < channellow
    
    // LONG Positions-Opening
    IF Operationaltime AND not daysForbiddenEntry and c1 AND alreadytraded = 0 THEN
    BUY 10 CONTRACT AT MARKET
    alreadytraded = 1
    ENDIF
     
    // SHORT Positions-Opening
    IF Operationaltime AND not daysForbiddenEntry and c2 AND alreadytraded = 0 THEN
    SELLSHORT 10 CONTRACT AT MARKET
    alreadytraded = 1
    ENDIF
    
    // Stops and targets
    SET STOP LOSS 2.3*pipsize
    SET TARGET PROFIT 8.0*pipsize
    
    #41851 quote
    GraHal
    Participant
    Master

    Yeah now you have the 17 Trades in June you wanted / needed, but most of them are closed within the same 1 H bar (as opened) and so don’t show as positions on the chart results (but they do show in the Orders List / Tabular results).

    Do you get the same equity curve as attached?

    PJ-3.jpg PJ-3.jpg
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Newbie questions about automatic trading with ProOrder code


ProOrder: Automated Strategies & Backtesting

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Pjotterd @pjotterd Participant
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This topic contains 21 replies,
has 5 voices, and was last updated by GraHal
8 years, 7 months ago.

Topic Details
Forum: ProOrder: Automated Strategies & Backtesting
Language: English
Started: 07/25/2017
Status: Active
Attachments: 4 files
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