Tick by Tick backtest mode available in beta 10.3!

• 12/08/2016 at 8:38 PM #18097
  Yngve

  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?

  

  Yngve

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  12/08/2016 at 11:00 PM #18104
  Kenneth Kvistad

  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.

   

  

  Kenneth Kvistad

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  12/08/2016 at 11:03 PM #18109
  Kenneth Kvistad

  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.

   

  

  Kenneth Kvistad

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  12/09/2016 at 6:25 AM #18116
  Yngve

  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.

  

  Yngve

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  12/09/2016 at 9:10 AM #18122
  Kenneth Kvistad

  Sorry I cant edit,

  but StochRsi indicator settings are rsi10, stoch10, K10, D2 for the only long trades 15min BrentCrude E1 strategy

  

  Kenneth Kvistad

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  12/09/2016 at 9:53 AM #18124
  Nicolas

  @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.

  

  Nicolas

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  12/09/2016 at 10:03 AM #18127
  Yngve

  Thanks Nicolas, so just use the future and then add the same spread as would otherwise be on a CFD contract from IG?

  

  Yngve

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  12/09/2016 at 10:05 AM #18129
  Nicolas

  Yes because you are trying to simulate a CFD instrument.

  

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  12/09/2016 at 11:34 AM #18146
  Kenneth Kvistad

  Can you test it with regular crude oil Nicolas?

  

  Kenneth Kvistad

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  12/09/2016 at 12:36 PM #18156
  Yngve

  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?

  

  Yngve

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  12/13/2016 at 10:00 PM #18487
  Alco

  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

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  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

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  12/13/2016 at 10:14 PM #18490
  Nicolas

  @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.

  

  Nicolas

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  12/13/2016 at 10:15 PM #18491
  Nicolas

  I think you all have not longer to wait to get an hand on 10.3 beta for IG…Santa told me.. 🙂

  2 users thanked author for this post.

  GraHal, robertogozzi

  

  Nicolas

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  12/13/2016 at 10:33 PM #18492
  Alco

  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?

  

  Alco

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  01/07/2017 at 8:30 PM #20135
  Elsborgtrading

  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

  

  Elsborgtrading

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