Why does this system not open trades when testing in demo mode?

• 09/22/2022 at 11:42 AM #201195
  borderlineJim

  Gold - Short Only Trend Follow (1 minute)

  DEFPARAM CumulateOrders = TRUE // Prevents the system from creating new orders to enter the market or increase position size before the specified time noEntryBeforeTime = 083000 timeEnterBefore = time >= noEntryBeforeTime // Prevents the system from placing new orders to enter the market or increase position size after the specified time noEntryAfterTime = 170000 timeEnterAfter = time < noEntryAfterTime // Prevents the system from placing new orders on specified days of the week daysForbiddenEntry = OpenDayOfWeek = 6 OR OpenDayOfWeek = 0 timeframe(1 hour, UPDATEONCLOSE) Atr = AverageTrueRange[14](close) PerC = Atr * 100 / close Atr1 = AverageTrueRange[14](close) PerC1 = Atr * 100 / close Change = ABS(close - close[10]) calc = ABS(close-close[1]) volat = summation[10](calc) ER = Change / volat vol1 = perc1 < v1 vol2 = perc > v2 noiseok = er > v3 Change = ABS(close - close[10]) calc = ABS(close-close[1]) volat = summation[10](calc) km = Change / volat trend1 = close > km trend2 = close < km timeframe(10 minute, default) bearEngulf=(close[1] > open[1] and open > close and open >= close[1] and open[1] >= close and open - close > close[1] - open[1] ) startBreakeven = AverageTrueRange[14](close)*sb PointsToKeep = AverageTrueRange[14](close)*pk //reset the breakevenLevel when no trade are on market IF NOT ONMARKET THEN breakevenLevel=0 ENDIF //short entry if bearEngulf and trend1 and vol1 and vol2 and noiseok AND timeEnterBefore AND timeEnterAfter AND not daysForbiddenEntry then sellshort 1 contract at market endif IF SHORTONMARKET AND tradeprice(1)-close>startBreakeven*pipsize THEN //calculate the breakevenLevel breakevenLevel = tradeprice(1)-PointsToKeep*pipsize ENDIF //place the new stop orders on market at breakevenLevel IF breakevenLevel>0 THEN EXITSHORT AT breakevenLevel STOP ENDIF

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  DEFPARAM CumulateOrders = TRUE     // Prevents the system from creating new orders to enter the market or increase position size before the specified time noEntryBeforeTime = 083000 timeEnterBefore = time >= noEntryBeforeTime // Prevents the system from placing new orders to enter the market or increase position size after the specified time noEntryAfterTime = 170000 timeEnterAfter = time < noEntryAfterTime   // Prevents the system from placing new orders on specified days of the week daysForbiddenEntry = OpenDayOfWeek = 6 OR OpenDayOfWeek = 0     timeframe(1 hour, UPDATEONCLOSE) Atr  = AverageTrueRange[14](close) PerC = Atr * 100 /  close Atr1  = AverageTrueRange[14](close) PerC1 = Atr * 100 /  close   Change = ABS(close - close[10]) calc = ABS(close-close[1]) volat = summation[10](calc) ER = Change / volat   vol1 = perc1 < v1 vol2 = perc > v2 noiseok = er > v3     Change = ABS(close - close[10]) calc = ABS(close-close[1]) volat = summation[10](calc) km = Change / volat   trend1 = close > km trend2 = close < km   timeframe(10 minute, default)   bearEngulf=(close[1] > open[1] and open > close and open >= close[1] and open[1] >= close and open - close > close[1] - open[1] )   startBreakeven = AverageTrueRange[14](close)*sb PointsToKeep = AverageTrueRange[14](close)*pk   //reset the breakevenLevel when no trade are on market IF NOT ONMARKET THEN breakevenLevel=0 ENDIF   //short entry if bearEngulf and trend1 and vol1 and vol2 and noiseok AND timeEnterBefore AND timeEnterAfter AND not daysForbiddenEntry then sellshort 1 contract at market endif   IF SHORTONMARKET AND tradeprice(1)-close>startBreakeven*pipsize THEN //calculate the breakevenLevel breakevenLevel = tradeprice(1)-PointsToKeep*pipsize ENDIF //place the new stop orders on market at breakevenLevel IF breakevenLevel>0 THEN EXITSHORT AT breakevenLevel STOP ENDIF

  Hello

  Can anyone help me discover the reason why this system executes trades in Back-Test mode but not in demo Pro-Order?

  This system looks for Bearish Engulfing patterns on the 10 minute time frame and then executes orders on the one minute time-frame.  If a bearish engulfing forms on the 10 minute time-frame an order is executed at the start of every minutes on the 1 minute time-frame.  Multiple orders are therefore opened every minute within a single bullish engulfing in the 10 minute time-frame.

  I’m sure there is a relatively simple reason but as I am very much a novice.

  The code has not been commented on very well but I am sure some of the experts will quickly see what is going on with the system.  It is a trend following system with a basic filter and one of the trailing stop losses created by Nicholas, I believe.

  Thanks

  J

  

  borderlineJim

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  09/22/2022 at 1:48 PM #201200
  GraHal

  What Instrument and Timeframe and I’ll try it on my Platform to see if I get same as you.

  

  GraHal

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  09/22/2022 at 3:55 PM #201205
  JS

  Hi @borderlinejim

  With the code I miss the values of the following variables: pk, sb, v1, v2 and v3

  

  JS

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  09/23/2022 at 7:49 AM #201226
  Nicolas

  Did you launch it on a 10-min timeframe? Do you have sufficient amount of money on your demo account (free margin to execute 1 contract on gold).

  

  Nicolas

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