What do you guys suggest testing a strategy on when i us the PRT 10.3? Say if i want to test a strategy on the CAC40, should i use the index or the future? What should i do about spread? Add 2 points, since thats what will be the spread when I trade it on the IG account?
Here is 2 strategies I would like someone to test in tick mode.
They are both for Brent Crude oil E1.
One is a breakout strategy I found here that is for 5 min chart.
Second one is Moving avrage and new indicator Nicolas made for me ( stochastic rsi) in 15 min chart.
To check the last strategy you will need The stochRsi I also put out this for the ones that dosent have it.
If the tick mode check is good or if its a value for someboe else to build upon, please put if out in the Liberay.
Yngve: du må bruke det spreadet så IG har som kostnad for instrumentet du handler i.
You need too use the Spread cost of what IG provides in the diffrent instruments your trading on.
Hei Kenneth
Takk for tilbakemeldingen!
That makes sens, but since i want to test a system more than 2 years back in time should i use the index or the futures as the instrument or maybe it does not make any difference.
Sorry I cant edit,
but StochRsi indicator settings are rsi10, stoch10, K10, D2 for the only long trades 15min BrentCrude E1 strategy
@Kenneth Thank you Kenneth, unfortunately, I don’t have intraday data for Brent Oil Futures..
@Yngve “index” instruments are not tradable, you should look at Futures instead.
Thanks Nicolas, so just use the future and then add the same spread as would otherwise be on a CFD contract from IG?
Yes because you are trying to simulate a CFD instrument.
Can you test it with regular crude oil Nicolas?
Nicolas, I tried to test your CAC 40 breakout strategy on the futur, but no trades come up. It works fine when i test it on the IG CFD. Do you know if any one els have had the same problem before?
AlcoParticipant
Senior
Hi guys,
I was testing the ALEX AutoTradingBot INDEX with great succes on the Dax 30 min chart with the following code:
defparam cumulateorders=false
defparam preloadbars=8
defparam flatbefore=065500
defparam flatafter=211450
ema = Exponentialaverage[ts1](close)
once uma=Highest[ts1](high)
once umb=Lowest[ts1](low)
objetivo=39*pipsize
ts1=11
if High > ema and Low < ema then // Touching Ema8
tb = BarIndex
ltp = ema
uma = ema
umb = ema
endif
if low>ema then // New bullish movement
n = BarIndex - tb
uma=Highest[n](high)
umb=ema
endif
if high<ema then // New bearish movement
m = BarIndex - tb
umb=Lowest[m](low)
uma=ema
endif
if (uma-ltp)>objetivo and uma>ema then // buy condition
mycompra=1
endif
if (uma-ltp)<=objetivo then
mycompra=0
endif
if (ltp-umb)>objetivo and umb<ema then // short condition
myventa=-1
endif
if (ltp-umb)<=objetivo then
myventa=0
endif
advance=abs(round(ema-ema[1]))
mylot=(((Strategyprofit+3000)*0.02)/30)
if not longonmarket and mycompra=1 then
BuyPrice = ema+advance
buy mylot contract at BuyPrice limit
endif
if not shortonmarket and myventa=-1 then
SellPrice = ema-advance
sellshort mylot contract at sellprice limit
endif
set stop ploss 35
set target pprofit 19
I was curious about the result in prt 10.3 tick by tick.
If the results are good, I want to test it live.
Regards,
Alco
@Alco
There must be a lot of 0 bar trades with that code! Do you confirm?
@Yngve
These are 2 different instruments with different schedules.
I think you all have not longer to wait to get an hand on 10.3 beta for IG…Santa told me.. 🙂
AlcoParticipant
Senior
Yes I know it has a lot of 0 bars. But if I read adolfo is using it live, and he got positive results, it doesn’t matter i guess?
Hi traders
I read here that the t/t back test is included with years of data. However is this limited to PRT Premium? the IG demo version has very limited t/t data. I was trying to back test a strategy in DAX, and several times it send me an error messages. I think it was due to the fact that my time span was to large so I lowered it until the error disappeared. then I tried to optimize the strategy an I was presented with the info (see scrn dump) that the t/t is only available for 500 candles?
so is this because it’s demo?
has the Premium edition more historical t/t data?
@Alco please be careful with the ALEX AutoTradingBot INDEX. I was never able to make it profitable in demo trade for month so I stopped it.
All the Best Kasper
