Reiner Daily Pathfinder Strategies for "sectors"

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  • 11/29/2017 at 8:31 AM #54316 quote
    dajvop
    Participant
    Master

    Morning Patrick,

    All systems match apart from INSURANCE and RETAIL.

    INSURANCE backtest shows entries on 7th, 10th and 13th, but system only did it on 10th and 13th.

    RETAIL backtest shows entry on 6th and exit on 27th and then entry again on 28th. The system shows only entries on 8th and 28th, no exit. Yes, entry on 8th, not 6th.

    11/29/2017 at 8:48 AM #54317 quote
    wp01
    Participant
    Master
    Goodmorning as well David. Thank you for checking the positions. And the exit from RETAIL was that also at 09.15 or later? That happened with the V1.1 version. I have no clue why that was executed at 09.35 and not at opening market. Normal you see in the orders part the rejections that the market isn’t open yet, but not in this case. No messages at all.
    11/29/2017 at 9:10 AM #54321 quote
    dajvop
    Participant
    Master

    The backtest says exit at 9.15. Don’t know though why it didn’t happen live.

    wp01 thanked this post
    12/04/2017 at 9:39 AM #54643 quote
    dajvop
    Participant
    Master

    @Patrick RETAIL closed now with a loss of 636 £.

    12/04/2017 at 9:46 AM #54647 quote
    wp01
    Participant
    Master
    Yes thank you David. And TK opened a position. Both at 09.35. It looks like that is the normal time for closing. By the way quite some movements in the porto these days… Regards,
    12/04/2017 at 11:09 AM #54658 quote
    dajvop
    Participant
    Master

    Yup, very large movements. Hopefully there will be a rush towards Christmas.

    wp01 thanked this post
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Reiner Daily Pathfinder Strategies for "sectors"


ProOrder: Automated Strategies & Backtesting

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Matriciel @matriciel Participant
Summary

This topic contains 125 replies,
has 12 voices, and was last updated by dajvop
8 years, 2 months ago.

Topic Details
Forum: ProOrder: Automated Strategies & Backtesting
Language: English
Started: 04/04/2017
Status: Active
Attachments: 107 files
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