Strategy doesnt take any trade, AGAIN!

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07/10/2017 at 2:12 PM #40255 quote

Despair
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Master

A few weeks ago I wrote a post that I had a strategy that doesnt take any trade live though it does so in backtest.

The only thing that I (with help of Grahal) could come up with was to ramp up the preloadbars to 1000. That did the trick and the strategy was running afterwards and took several trades, all fine.

Now I noticed that the strategy (same strategy) AGAIN just sits there and doesnt take any trade at. And this is now with still preloadbars=1000 and no other changes. It simply stopped taking trades after it worked fine for some time.

Any ideas?

07/10/2017 at 3:34 PM #40266 quote

Despair
Blocked

Master

Well OK, preloadbars=2000 it is tomorrow. 😛

07/11/2017 at 10:15 AM #40330 quote

Despair
Blocked

Master

I found the error. As usual it was my stupidity. I had stopped the strategy and and when i restarted it I set the maximum number of contracts the stategy shall carry till 5 contracts but the strategy is programmed to trade with 10 contracts. That’s why it didn’t take any trades.

A little bit embarrassing mistake but I thought I share it anayway…

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Strategy doesnt take any trade, AGAIN!

ProOrder: Automated Strategies & Backtesting

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Despair @despair Blocked

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This topic contains 2 replies,
has 1 voice, and was last updated by Despair
8 years, 8 months ago.

Topic Details

Forum:	ProOrder: Automated Strategies & Backtesting
Language:	English
Started:	07/10/2017
Status:	Active
Attachments:	No files

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