Some months yes others no

Forums ProRealTime English forum General trading discussions Some months yes others no

  • This topic has 15 replies, 2 voices, and was last updated 7 years ago by avatarair.
Viewing 15 posts - 1 through 15 (of 16 total)
  • #6643
    air

    Good day,

    Congratulation for the helpful website. I have been using a monthly system to calculate in which month a certain market performs better than others. However, for currencies, tests are performed on the whole historical data for some months. For other months, nevertheless, just a few months are taken into consideration, without me changing anything. Why?

    Thank you for your help.

    air

    #6647

    Hello air,

    Thanks for your congrats.

    Well, how do you make your calculation? Is is a screener or an indicator? Sorry, but without reading the code, it is very difficult to help you, because I have no idea what’s wrong with your system.. 🙁

    #6652
    air

    Sorry, here is it. For USD/JPY get Dec to March, Dec to Feb and occasionally Dec to Jan

     

     

    #6706

    The “sell” instruction mean you want to close your buy trades. Is that what you want to do here? Buy 1 contract if you are in January and then sell the same contract at the beginning of February? If yes, it would work.

    #6721
    air

    Yes, buy one month and sell the other. It works. However, I get different results with USD/JPY. Maybe, I just have a bug :)?

    #6725

    Just tested it, it works well.

    Do you have sufficient amount of cash in your test? You’ll get margin call very quickly if you don’t have a big amount of cash. What timeframe are you testing?

    #6727
    air

    Monthly. 10 m yen. For example, I get 30 apr  2008 to 31 may 2010. It jumps 2 years.

    #6818
    air

    Apparently, on my hand,  it work fine with etfs, while it shows some discrepancies with futures.

    #6903
    air

    I am attaching one page results for soybeans futures. Looking forward to your kind answer.

    Thanks.

    #7022

    Please test on an inferior timeframe (weekly or daily one). Are you sure Soybeans Future history has this months?

    #7024
    air

    Good day Nicholas,

    Thank you for your reply.  d/w: it works.

    It also work fine with monthly CAC and DAX.

    Apparently, it has some problems with North American monthly futures.

    I am using the full MONTH, YEAR futures.

    #7284
    air

    Hi,

    Same problems with gold daily. Some months are ok (the whole database is used to calculate performance). For others, only a portion of the database is used without me changing anything. Sorry for it. I know you are very busy/doing a great job coding. Is there somebody I can talk to regarding the platform?

    #7298

    Hi air,

    Sorry but i’m not so aware of Futures market history.

    If you make a simple indicator with :

    Does it show each month from 1 to 12 on screen?

     

    #7299
    air

    Hi Nicholas,

    Yes, the indicator shows each month 1/12 starting from 1975 for gold (nymex).

    #7301

    and with the code changed to :

    Does it change something?

     

Viewing 15 posts - 1 through 15 (of 16 total)

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