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Automatic Strategy issue
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Created: by nillz123 Attachments:1

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Automatic Strategy issue

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Elite Member
Ocala, FL
 
Futures Experience: Intermediate
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Automatic Strategy issue

I had a programmer program a strategy for me but it seems he disappeared
(Please note that ther are two orders in back test set to every one order of real time)
If you can see the attached file, you will see that there seems to be time delays. Pay particular attention to the ENTRY times of the back test and the real time. Now, I know some orders may get filled at a price slightly better or worse than the backtests. However, I am noticing that in real time, the orders are 3-5 minutes off. I noticed only 2 orders that was in close proximity to each other (10:07 and 10:40), but as far as the rest goes, they are MINUTES off.

Also, the real time took extra trades that the back test did not (real time took 9 trades when the backtest chart shows it should have only taken 6).

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  #3 (permalink)
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And Still when you backtest it shows it as profitable, when in fact it is not. It hits the full SL.

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nillz123 View Post
I had a programmer program a strategy for me but it seems he disappeared...
Also, the real time took extra trades that the back test did not (real time took 9 trades when the backtest chart shows it should have only taken 6).

OUCH! Not nice of the programmer!

Without seeing all the code I would have to ask you specifically the code lines where the order entry takes place. Is it something like?)
 
Code
	iOrderL1 = EnterLongLimit(0, true, iQuantity1, (Close[0]+(MoveLimitTicks*TickSize)), sENTRY1L);
Depending on the code you could just be not hitting the targeted price until it shows up much later. IF you have 'EnterLong()' it will fill (sort of) immediately on market but might have huge slippage.

Jon

Writing to you from the wonderful province of Ontario, Canada. Home to the world's biggest natural negative ion generator, the Niagara Falls, and to those that dare to know how to go over it in a barrel. SALUTE!
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