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PROBLEMA BACKTEST CON GRAFICI AD N-TICK

Luppolo · 2016-08-02T08:00:53+00:00

Ciao a tutti , non riesco a capire il motivo ma non riesco a backtestare nessun trading system regolarmente funzionante su grafici intraday ad n-tick ( sto usando la PRT di IG Markets ) . Ho provato a realizzare un semplicissimo TS di prova ( che allego in basso ) e con questo il BT almeno mi parte ma esegue solamente 4 operazioni ( le più recenti ) ma non riesce ad andare più indietro nel tempo della giornata di ieri …. Qualcuno sa dirmi dove potrebbe essere il problema ? Grazie DEFPARAM CUMULATEORDERS = false ema5 = ExponentialAverage[5](close) IF close > ema5 THEN BUY 1 CONTRACTS AT MARKET endif IF close < ema5 THEN SELL 1 CONTRACTS AT MARKET endif

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ProOrder: Trading Automatico & Backtesting
PROBLEMA BACKTEST CON GRAFICI AD N-TICK

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08/02/2016 at 9:00 AM #11118 quote
Luppolo
Participant

New
Ciao a tutti ,

non riesco a capire il motivo ma non riesco a backtestare nessun trading system regolarmente funzionante su grafici intraday ad n-tick ( sto usando la PRT di IG Markets ) .

Ho provato a realizzare un semplicissimo TS di prova ( che allego in basso ) e con questo il BT almeno mi parte ma esegue solamente 4 operazioni ( le più recenti ) ma non riesce ad andare più indietro nel tempo della giornata di ieri ….

Qualcuno sa dirmi dove potrebbe essere il problema ? Grazie
```
DEFPARAM CUMULATEORDERS = false

ema5 = ExponentialAverage[5](close)



IF close > ema5 THEN
BUY 1 CONTRACTS AT MARKET
endif

IF close < ema5 THEN
SELL 1 CONTRACTS AT MARKET
endif
```
08/12/2016 at 6:51 PM #11630 quote

Nicolas
Keymaster

Legend

Ciao, è necessario configurare più barre sul grafico per avere la vostra strategia di trading testato su più dati storici.
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PROBLEMA BACKTEST CON GRAFICI AD N-TICK

ProOrder: Trading Automatico & Backtesting

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Luppolo @lvca Participant

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This topic contains 1 reply,
has 2 voices, and was last updated by Nicolas
10 years, 1 month ago.

Topic Details

Forum:	ProOrder: Trading Automatico & Backtesting
Language:	Italian
Started:	08/02/2016
Status:	Active
Attachments:	No files

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PROBLEMA BACKTEST CON GRAFICI AD N-TICK

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PROBLEMA BACKTEST CON GRAFICI AD N-TICK ProOrder: Trading Automatico & Backtesting

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PROBLEMA BACKTEST CON GRAFICI AD N-TICK

ProOrder: Trading Automatico & Backtesting