Test of Backtest

MDS · 2016-12-10T15:08:48+00:00

Hi All, I put on work a TS 40 days ago on a IG demo account . It get +30% in these days. I tried to backtest this TS on the same period of Time and I got different results… Only +10% Is It normal? The PRT versione is the 10.2 . Regards Ciao a tutti. 40 giorni fa ho messo in demo un TS che ha guadagnato +30% in questo periodo. Poi ho provato a fare il backtest sul periodo appena passato, ottenendo risultati molto doversi. È normale? Sto usando la versione 10.2 di PRT

Viewing 4 posts - 16 through 19 (of 19 total)

← 1 2

Author

Posts
12/22/2016 at 11:46 AM #18978 quote

MDS
Participant

Junior

Hi All,
I’ve tried as GraHal said, but the list is not complete. Maybe I have too much orders for all TS (max 500 has written)
Anyway… there are no refused orders.

The very bad news is that I tried on a demo account, of a friend of mine, that the backtest fails with this particular ts.
I’ll try with others.
I’m in touch with prorealtime support and I’ll signal this.

This is the partial list of the orders.

lista-ordini.png

12/29/2016 at 11:34 AM #19341 quote

anton_1
Participant

New

hello Mauro,

I have had the exact same problem and after speaking to IG i was pointed out that if you are using trailing stops on your program then the result will be different because apparently the back test doesn’t read the value for stop trailing.

i take this opportunity to ask a question myself, i have a simple program i wrote and used on paper trading, then started using on live account and works ok but stopped working on the demo account and gives me an error, “the trailing stop increment is below the minimum required. The minimum increment amount for this market is 10 amountperpoint”. in fact the increment is automatically set at 5 points and cannot be changed so i cannot figure out how to change it.

i contacted tech support gave them access to the code but had no answer.

thanks All for the support

Antonio

12/29/2016 at 12:06 PM #19343 quote

GraHal
Participant

Master

Hi Antonio

You said …

in fact the increment is automatically set at 5 points and cannot be changed so i cannot figure out how to change it.

Are you saying that IG or PRT told you that a Trailing Stop is automatically set at 5 points?

Hi Mauro

Did you look under the Rejections / Refusals tab to see if any entries there?

Cheers
GraHal

12/29/2016 at 6:13 PM #19370 quote

anton_1
Participant

New

hello GraHal, yes they told me the the increments for trailing stops are automatically set , Not the trailing stop itself
Author

Posts