Request for a simple double time frame strategy to be coded for spread betting

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  • 08/09/2020 at 11:11 PM #141261 quote
    GraHal
    Participant
    Master

    You can do it blindfolded with one hand tied behind your back Roberto!

    Thank You

    08/09/2020 at 11:16 PM #141262 quote
    AugustusKing
    Participant
    Junior

    Well I’m not going to give up, I enjoy the journey of learning. I’ve really appreciated your help and support on this today!

    GraHal thanked this post
    08/09/2020 at 11:30 PM #141271 quote
    AugustusKing
    Participant
    Junior

    Thanks so much Roberto, that’s spot on what I wanted it to do. I really can’t thank you enough for taking the time to put that together for me!

    I’ll have a play, initial backtesting of it looks to be behaving as I expected, but the results are so different to when I manually backtested, so I’m scratching my head over that. I’ve accounted for an average spread on it, can’t think what else might be skewing the results, because your code seems to cover everything perfectly.

    It’s really interesting for me to learn from seeing what you’ve done there using:

    Timeframe(Daily,UpdateOnClose)

EmaD         = average[200,1](close)

//

TimeFrame(30 minute,UpdateOnClose)

Ema30        = average[200,1](close)

MyMACD       = ExponentialAverage[12](close) - ExponentialAverage[26](close)

MySignalLine = ExponentialAverage[9](MyMACD)

//MyHisto    = MyMACD - MySignalLine

    Thanks again, will keep you posted!

    Have a great upcoming week – you guys rock!

    Regards

    Matt

    robertogozzi thanked this post
    08/09/2020 at 11:34 PM #141272 quote
    robertogozzi
    Moderator
    Master

    Take spread (and trading hours, as well) into account. That will not affect much your performance of you open 50-70 trades yearly, but if you open 1K+ trades…. well it can impair your strategy.

    AugustusKing thanked this post
    08/10/2020 at 8:25 AM #141277 quote
    GraHal
    Participant
    Master
    AugustusKing wrote:

    the results are so different to when I manually backtested

    Were you manually trading 24 hours per day? 🙂

    The Auto-System is trading 24/5 and so will give different results?

    AugustusKing thanked this post
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Request for a simple double time frame strategy to be coded for spread betting


ProOrder: Automated Strategies & Backtesting

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AugustusKing @augustusking Participant
Summary

This topic contains 19 replies,
has 3 voices, and was last updated by GraHal
5 years, 6 months ago.

Topic Details
Forum: ProOrder: Automated Strategies & Backtesting
Language: English
Started: 08/09/2020
Status: Active
Attachments: 2 files
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