optimization works in backtest but when live it does not open any trades

• 05/21/2020 at 3:15 AM #132496
  trevor

  Hi Everyone.

  I have 2 strategies downloaded through prorealcode.com. They both run optimization before a trade, but when I click ‘prepare for automatic trading’,

  I get prompted to modify code by replacing variables with specific numeric values in the ProBackTest section of the programming window.

  The only way to do this is by removing the optimization variable and fixing the values.

  The first program  “No Trend Strategy” was coded in 2012.  website url  –    https://www.prorealcode.com/prorealtime-trading-strategies/no-trend-strategy/

  The second program “2000308 Averages crossing” wa coded in         website url –     https://www.prorealcode.com/prorealtime-trading-strategies/optimization-ma-cross-machine-learning/

  The third attachment is with suggested alterations (per comments on No Trend Stategy). I can load it for autotrading but it does not make any trades.

  Is there a way to make optimization work with these programs?

  I trade with IG and use proRealTime version 10.3

  Thanks in advance

   

  They both need fixed values instead of being optimized to run. Which of course makes it less profitable. Is there any way around this?

  

  trevor

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  05/21/2020 at 8:16 AM #132524
  GraHal

  trevor wrote:

  The only way to do this is by removing the optimization variable and fixing the values.

  That is correct and the same for all of us.

  We can only run a strategy on Live data with fixed values for variables.

  I suggest you spend some time watching the videos on the link below and / or reading the manual on the link below.

  https://www.prorealcode.com/programming-with-prorealtime/

   

  https://www.prorealtime.com/en/help-manual/create-trading-systems

   

  

  GraHal

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  05/21/2020 at 8:37 AM #132533
  nonetheless

  Hi Trevor, the whole point of optimisation is to find what values work best. After you get those, they have to be inserted into the code. So in NoTrendStrategy-VARIABLES line 19 is changed from AA = period, to AA = 180

  This is the value you use and you have to delete it from the optimisation box before you can run it. You didn’t say what instrument you’re working on, but for me it takes trades on US Tech 5m, for example.

  For 200308-Averages-crossing-2-1, you need to add a couple of lines

  ONCE MAType = MAType
  ONCE MATypeV2 = MATypeV2

  where you can insert the optimisation values, for example

  ONCE MAType = 62
  ONCE MATypeV2 = 14

  or whatever it gives you.

  Hope this helps.

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  GraHal

  

  nonetheless

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  05/21/2020 at 12:43 PM #132579
  zilliq

  Hi Trevor,

  be careful (I don’t verify), but it seems there is some problems with the indicator when you read the comments (Notably Juanj)

  have a nice day

  

  zilliq

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  05/22/2020 at 1:13 AM #132735
  trevor

  Thanks to everyone for the input and advice. Had thought it updated the variables before the trade, but I was wrong. A bit the wiser, with a long way to go to learn proRealCode still.

  Better do more homework then. Will also revisit the comments thanks to Zilliq.

  Nonetheless – had already updated the variables to fixed values as per optimization. I should have noted that.

  Cheers everyone.

  Trev andTess

  TnT Traders

  

  trevor

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