Why the backtest result is different with real trading?
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Hi all:
I am a client of IG, recently I wrote my own strategy and backtest, then put on-line
but today it shows sth. odd…
For forex CAD/JPY today (20/FEB) it shouldn’t have any trade at 01:00 bar by backtest,
but in real auto-trading it sells 1 contract @86.128, and finally get stoploss
does any one know why? Is that an bug?
I attach code here, DSTU_RSI is my own indicator:
// Definition of code parameters DEFPARAM CumulateOrders = False // Cumulating positions deactivated // Conditions to enter short positions indicator1, ignored = CALL "DSTU_RSI"(close) indicator2 = Stochastic[14,3](close) indicator3 = Average[3](indicator2) c1 = (indicator1 < 0) c4 = (indicator2>70) IF c1 and c4 THEN SellP=Low-3*pipsize else SellP=2*close ENDIF IF close>SellP then SELLSHORT 1 CONTRACT AT SellP stop endif c2 = (indicator2 >= indicator3) c3 = (indicator2 < 70) c6 = abs(close-TRADEPRICE(1))>=10*pipsize IF c2 AND c3 AND c6 THEN EXITSHORT AT MARKET ENDIF // Stops and targets SET STOP pLOSS 30
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Topic Details
| Forum: | ProOrder: Automated Strategies & Backtesting |
| Language: | English |
| Started: | 02/20/2017 |
| Status: | Active |
| Attachments: | No files |
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