IG – DAX 5€ versus DAX 25€ – ProBacktest does not trigger orders
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- This topic has 3 replies, 3 voices, and was last updated 3 years ago by gfx.
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05/04/2021 at 5:36 PM #168782
hi everyone,
A weird situation I faced today on IG live account. Las week-end, I moved my ProOrder trading system from IG Allemagne 30-5€ to IG Allemagne 30-25€
The same trading system, is also running on one of my friend IG account IG Allemagne 30-5€.
Today, as the Dax falls, short orders are opened on the 5€ account but no order trigger on the 25€ account.
After investigating on IG side, I decide to run a ProBackTest.
And here we are… the exact same system does not open position on the 25€ account.
Picture 1 shows back testing on the 5€ account.
Picture 2 shows back testing on the 25€ account.
On both graph you can see the isSell variable graphed.
Picture 3 shows the code and the set value of 1 for isSell .
I don’t see any reason why both the ProOrder and BT skip the order trigger on the 25€ asset.
Though should not have any impact on the BT, for your info, there is more than 10K on the account, and order size on the 25€ asset is 0.31 for the short trigger.
Any idea is more than welcome.
Thks.
05/04/2021 at 6:05 PM #16878605/04/2021 at 6:08 PM #168787Try changing the ROUNDing line with:
1clip = max(1,(round(clip*100)-1)/100)in case clip drops below the minimum required contract size.
You can use GRAPH to see its value.
05/04/2021 at 6:40 PM #168788hello,
thks for answering promptly.
Not a clip issue. See attached. Live account with 11K€ and order clip is 0.31.
Also, see second screen capture with order placed successfully last week, with clip 0.51.
The max in the rounding will surely fail because on 25€ CFD, required account capital for one contract is about 19k€.
thks
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