Pro order different from probacktest

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  • #189407 quote
    PeterSt
    Participant
    Master

    Haha !

    I will concentrate on a working SL and will keep it a secret. You should do too. But we can exchange results. And later …

     

     

     

     

     

     

     

    ?

    #189412 quote
    JS
    Participant
    Senior

    I haven’t read everything, but a few things strike me:

    1. The file name: Nasdaq-live.2.itf is not reproduced as such when it is imported, after importing the file name becomes: Nasdaq live
    2. Why is there a 2 in the file name, are there multiple versions? (which are now mixed up)?
    3. When GraHal put the code in the forum (post #189265) there was a “//” for all time frames (I assume GraHal did not do that himself)???
    4. When I backtest the code and I turn off “tick at tick” mode, I get the same (positive) results when I run it in the different ways.
    #189413 quote
    josward1
    Participant
    New

    Thank you for your efforts, as I’m viewing this on my phone I will have to properly read through this to digest everything to try and get my head around it as I’m a trader rather than coder, and new to this software.

    I checked the spreads on IG index for the nasdaq and for the majority of the day the spread is 1-2 pips except between 22:00-23:00 GMT.

    and yes I am happy to put this on the market place as a 3 way effort if we can get it going. I will be doing more of these and as I said I’m 98% trader I will likely need your expertise on going. As I can mostly just do the trading strategy side of things, and need help with the rest I think it’s right that anybody who has worked on it should benefit from it and I trust that we’d be all sensible about what we do with it. Although if we get this working it should make more money running on a live account than selling it!

    I will keep reading through all of this and I may have a few questions. Thanks again

    GraHal thanked this post
    #189414 quote
    josward1
    Participant
    New

    xxxxxx is my email address, as further developments are made, could we please discuss privately over email.

    #189418 quote
    PeterSt
    Participant
    Master

    It’s not allowed, but as long as it remains (copy quickly) :

    xxxxxx

    #189420 quote
    PeterSt
    Participant
    Master

    FYI: I got it running and/but without revealing too much, it’s optimised for after November 2021. Prior to that it doesn’t do much. But it has also much more potential than how it is in its current state. So what I would be working on is having it to trade in more calm waters (as well !).

     

    as further developments are made, could we please discuss privately over email.

    Sure looking forward, Jos !
    Waiting for GraHal to jump in. 🙂 All he has to to is send either of us an email. No need to mention his email in here.

    The name of the club is also known (GraHal would agree) : The GOMc. Maybe Jos will not agree. Haha.

    #189421 quote
    josward1
    Participant
    New

    Ok, I would know how to make this work in calmer waters, I thought I could only back test 15000 units back but just realised I can set the to and from dates so I will get to work on this.

    the club name works for me, despite not knowing what it means!

    Im looking forward to seeing what we can make of this

    PeterSt thanked this post
    #189423 quote
    GraHal
    Participant
    Master

    there was a “//” for all time frames (I assume GraHal did not do that himself)???

    Yes I recall doing above as a trial and so I must have copied that ‘trial code’ instead of the orignal code.

    #189425 quote
    josward1
    Participant
    New

    I’m trying now to backtest this for each month working back in time for last year. I’m trying to set the start and end date, I select the start date as the 1st of one month, and the end date as the 1st of the next in the bit below where you set the spread and order fee. when i click backtest it comes up with a box saying “please select start date and end date”. How do i back test further back in time?

    #189426 quote
    PeterSt
    Participant
    Master

    Jos, that shouldn’t be a problem. If you only load a sufficient amount of candles (like 200K of 3-minute).
    OK, to be honest, entering those dates is a sheer pain (best is to type the numbers and months).

    Don’t compare results (because of my adjustments).

    image_2022-03-06_001053.png image_2022-03-06_001053.png image_2022-03-06_001600.png image_2022-03-06_001600.png
    #189429 quote
    josward1
    Participant
    New

    I have set my chart to 200 units, this is the box I’m trying to use to select earlier months and it doesn’t highlight the dates as an option as it does on your and not allowing the backtest

    date-time.png date-time.png
    #189431 quote
    PeterSt
    Participant
    Master

    Good morning Jos,

     

    I have set my chart to 200 units

    200K (200,000) units. And if the 200K is not an option in your drop-down, you can add it by means of the field at the bottom of the drop-down (first add it, then select it from the list).

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Pro order different from probacktest


ProOrder: Automated Strategies & Backtesting

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josward1 @josward1 Participant
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This topic contains 41 replies,
has 5 voices, and was last updated by PeterSt
3 years, 11 months ago.

Topic Details
Forum: ProOrder: Automated Strategies & Backtesting
Language: English
Started: 03/02/2022
Status: Active
Attachments: 23 files
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