Hello again,

here is an other enigma i am not able to solve myself :

I wrote the PRC_squeeze system (seen above) on IB markets, futur Dax (because this is where I trade manually, and where i spend most of my time). So far i’m happy with the curve, ready to test it on ProOrder.

I exported the strategy on IG markets, CFD Dax and the stratety transforms into a looser one.

Now, I know the curves are not the same and several cotation points off, but the Squeeze is (please tell me if I’m wrong, I’ve got a lot to learn) a momentum indicator, thus this shouldn’t be a problem, because it buys/sells on the trend strength (thus in relation with previous historic) and not on fixed levels.

So theorically, it should buy/sell on the same time (or close) in both cases, and even if it is not the case, the system should work anyway, shouldn’t it ?

So why is it not the case ?

Why, all parameters equals, can’t I get a similar curve ?

Is it the system itself ? the market ? the plateform ? me ? or everything at the same time ?

Could someone test it on Ig broker and tell me the result ?

Attached is :

• the system, dax 2 min
• the supertrend extended indicator (used in the system)
• the curves on IG and IB
• in the red squares are buying and selling times which are different and I can’t see why

Sans-titre-2.png Sans-titre1.png PRC_SuperTrend-Extended.itf PRC_TTM-Squeeze-10.3.itf

Hi @Eric I didn’t understand what you meant. You think this has to do with opening and closing time of the market ?

But trading time is from 08am to  5pm in the system…

Attached is a clue of what is wrong, the system almost  only buys and many trades close on the same candle, but I don’t know why : sl or tp are not touched.

Sans-titre-3.png

pointsize and trading hours, have the same settings…

The system doesn’t work like it should, I don’t know why, see proof attached (shouldn’t buy with red supertrend…)

I will review the code all over again.

Sans-titre-4.png

So ! I rewrote the code to make the conditions work and each one is tested in an indicator (see attached).

signal_squeeze1 :

• negative surface for down supertrend and positive surface for up supertrend
• red spikes for short signals and green spikes for long signals

signal_squeeze2 :

• red spikes for short signals AND down supertrend
• green spikes for long signals  AND up supertrend

signal_squeeze2 is used by the system to enter a position, and supertrend to exit (plus money management). But it’s not the case as you can see.

Soooooooo, now that I narrowed down the problem, i’m deducing that the only part of the code which could be the problem is the part below, where the system buys and sells, Elementary my dear Watson !

//signal1 : buy signal
//signal2 : sell signal
//lol[1] = -1 : down supertrend
//lol[1] = 1 : up supertrend

if signal2 then
IF LONGONMARKET THEN
SELL AT MARKET
SELLSHORT 5 SHARES AT MARKET
ELSE
SELLSHORT 5 SHARES AT MARKET
ENDIF
ENDIF 

if signal1 then
IF SHORTONMARKET THEN
EXITSHORT AT MARKET
BUY 5 SHARES AT MARKET
ELSE
BUY 5 SHARES AT MARKET
ENDIF
ENDIF


IF LONGONMARKET and lol[1]=-1 THEN
SELL AT MARKET
ENDIF

IF SHORTONMARKET and lol[1]=1 THEN
EXITSHORT AT MARKET
ENDIF

I finally found the problem and I’m really having fun doing this, but now i’m stuck, and this has been already for a few hours, could someone help please ?

chears !

PS : the entire code is also attached if needed

Sans-titre-6.png PRC_TTM-SQUEEZE4.itf

Hi ! attached is the result, the problem is between line 56 and 80 of the code.

You need supertrend extended indicator to run this code, i attached it also, this may be why you don’t get results.

PRC_SuperTrend-Extended-1.itf Sans-titre-7.png

Thank you Grahal, but i’m loosing my cool on this one. The system doesn’t behave like it should, see attached. It only take the “sells signal” which is not even filtered. I don’t get it.

Sans-titre-8.png