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Sample Advanced Automated Strategy v1.0
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Sample Advanced Automated Strategy v1.0

  #101 (permalink)
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I have attached some screen shots from the standard strategy that works and the 'Sample Advanced Automated Strategy v1.0' that does not. I use the exact same backtesting settings for both strategies. In simulation mode the 'Sample Advanced Automated Strategy v1.0' does a number of trades for the chosen date, in backtest mode it seems to be calculating (the graph is there) but it gives me no results. NT version 6.5

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Sample Advanced Automated Strategy v1.0-backtest1.jpg   Sample Advanced Automated Strategy v1.0-backtest2.jpg   Sample Advanced Automated Strategy v1.0-backtest3.jpg   Sample Advanced Automated Strategy v1.0-backtest4.jpg   Sample Advanced Automated Strategy v1.0-backtest5.jpg  
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  #102 (permalink)
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Ducman View Post
I have attached some screen shots from the standard strategy that works and the 'Sample Advanced Automated Strategy v1.0' that does not. I use the exact same backtesting settings for both strategies. In simulation mode the 'Sample Advanced Automated Strategy v1.0' does a number of trades for the chosen date, in backtest mode it seems to be calculating (the graph is there) but it gives me no results. NT version 6.5

When u say " simulation mode" is this just when u right click on the chart that has the strategy applied and looking at Strategy Performance/ Historical?
There may also be a hint as to why it doesn't trade in the log, trace, Tools/Output Window..

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  #103 (permalink)
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Sorry, where I said Simulation mode I meant Replay mode. It does trades in Replay mode only, not in Backtest. The log does not say anything when I run a Backtest. The strange thing is that it seems to perform calculations because it takes while to do the Backtest. The result is just 0.
Could anyone try a Backtest in their system and see what happens.

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  #104 (permalink)
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time for some surgery!

This strategy is set to run on volume charts,, check out line 55, 56 in the code.. I changed my code to minutes just to get some trades... The volume setting may not be appropriate for ur instrument, so u will have to put a 20/50 ema on ur chart and see what volume setting gets u some crosses. This will trade 3 different time frames at once, mix and match if u want.


Add(PeriodType.Minute, 2);
Add(PeriodType.Minute, 3);
and also made my main chart 1 min



on line 95 prevents this from running on historical data ,, which is all data except for new data coming in so comment this out..
// if (Historical) return;


this should start to get u some trades..

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The following 3 users say Thank You to gg80108 for this post:
 
  #105 (permalink)
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Thanks for your analysis! I got it working with the volume and historical setting disabled. I'm in a steep learning curve and these kind of advices are extremely valuable!

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  #106 (permalink)
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Anyone beed using this live? Would be nice to see some results!

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  #107 (permalink)
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evilmrkipling View Post
Anyone beed using this live? Would be nice to see some results!

It's not that profitable replaying it. It's a good basis to write your own strategy though! I'm working on one and it's almost ready for release on the site. I hope you are willing to do some testing for me when it's available.

Regards,

Ducman

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  #108 (permalink)
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Sure thing! Would be more than happy to do some testing for you. Give me a shout when its ready!

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  #109 (permalink)
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evilmrkipling View Post
Sure thing! Would be more than happy to do some testing for you. Give me a shout when its ready!

It's ready and I have a journal in the Elite section where I present sim results. The Strategy is called 'Myst'

Ducman

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  #110 (permalink)
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Not an elite member i'm afraid, would be happy to run tests on my system, see what results I get.

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