Strategy doesnt open position live but does so in backtest

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Viewing 14 posts - 1 through 14 (of 14 total)
  • 06/02/2017 at 2:06 PM #37289
    Despair

    I just experienced something i don’t understand.

    I have a strategy running live and it should have opened a position a few candles ago because all conditions were met (i double checked this with graph). In backtest the strategy opens a position like it should but on my live-account didn’t happen anything.

    Any ideas what could be the problem?

    06/02/2017 at 3:54 PM #37302
    AutoStrategist

    I had a situation a couple of months ago where I put a new version of a system live and it appeared to be running but after 2 days I realised it had not taken 3 positions that it should have done as indicated by the backtest.  When I checked it was an issue with an insufficient number of bars being pre-loaded i.e. via DEFPARAM PRELOADBARS.  Normally when this happens and it has happened to me a few times the system will stop almost immediately and appear in the not running section with a yellow warning triangle but in this case it appeared to be still running but was doing nothing.  So worth checking that out.

    1 user thanked author for this post.
    avatar Despair
    06/02/2017 at 7:16 PM #37316
    Nicolas

    Check the orders lists (CTRL+O), your orders may have been refused by the server because of too tight stop, wrong prices, etc..

    06/03/2017 at 10:37 AM #37339
    Despair

    I think AutoStrategist nailed it. I forgot to preload any bars. That might cause problems loading one indicator. I will try that. Thanks!

    06/03/2017 at 12:39 PM #37343
    GraHal

    Default Preload Bars are 200 and usually a Bot is stopped (as AS said  … appear in the not running section with a yellow warning triangle).

    As Nicolas says … check the orders lists (CTRL+O) under Cancelled / Rejected Tab … I’ve had this happen loads of times (but the Bot doesn’t appear in not running section until after maybe 12 + Rejections?).

    GraHal

    06/03/2017 at 7:26 PM #37359
    Despair

    I had this before with the yellow warning sign but this time was different. The strategy was running but generated no orders at all. Also none that was canceled or rejected.

    I now added defparam preloadbars=500 and will see next week if the bot is taking a trade.

    1 user thanked author for this post.
    avatar GraHal
    06/07/2017 at 2:52 PM #37758
    Despair

    I have now another strategy running that does the same – that means that doesnt open a position on my live-account but does so when backtesting. I have added preloadbars=500 to this one (which should be plenty) but anyway.

    There are no rejected orders or anything similar. The strategy simply doesnt open a position live although all conditions are met.

    Any ideas anyone?

    06/07/2017 at 3:47 PM #37765
    GraHal

    I guess you don’t want to add the code on here as this is the easiest to make a diagnosis?

    What market is it and what spread have you got in your backtest engine?

    Try preload bars 2000, maybe seems no logic in it, but you need to make a change today else tomorrow will be the same as yesterday! 🙂

    06/07/2017 at 4:07 PM #37766
    Nicolas

    Unless you share the code, it will be difficult to know what may cause the problem. Are the codes version the same between the backtest and the previous code sent to ProOrder?

    06/07/2017 at 6:10 PM #37778
    Despair

    The strange thing is that I run this strategy on other securities and it works fine (little bit different variables though) with all other currency pairs. Just GBP/USD is behaving weird.

    I even ran it on my demo account and also there it opens trades but on my live-account it just sits there and does nothing. 🙂

    I will figure out what caused this and share it with you all. Sometimes this bugs are really funny.

    I also understand that if i don’t share my code it is hard to help. Anyway i don’t want to share strategies i run live and put many hours work into. Sharing a strategy that is still in development stage is something different. But this strategy is already making good profits on 6 other securities, just GBP/USD doesn’t work. Worst case i won’t run it on GBP/USD and i can live with that but i have a hard time to accept that it is not working and i don’t know why. 🙂

    06/08/2017 at 12:11 PM #37825
    GraHal

    Sharing a profit making strategy won’t reduce profit / turn it into a loss making strategy.

    Share on here and your Strategy may end up even more profitable for you as there are some very clever / innovative coders on here who also know more about Trading than you or I will ever know? 🙂

    Just a few Thoughts
    GraHal

    06/08/2017 at 6:25 PM #37845
    Despair

    I will think about it. 🙂 First I’ll try your idea and set preloadbars=2000. This worked once before when a strategy of mine produced this yellow triangle. Also when this helped I used no indicator that would require so many bars. Sometimes PRT really is little funny…

    06/08/2017 at 9:04 PM #37855
    AutoStrategist

    @Despair, can be easy to miss, for example using Dclose(5) in a 5M chart requires 5 x 24 x 12 bars to be pre-loaded

    2 users thanked author for this post.
    avatar Nicolas, avatar Despair
    06/12/2017 at 3:33 PM #38150
    Despair

    Preloadbars=1000 solved the problem. Now the strategy opens trades like it is suppossed to.

    1 user thanked author for this post.
    avatar GraHal
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