No setting orders in real time

• 05/18/2016 at 12:50 PM #7272
  Adolfo

  Hey! Could someone tell me why, a system that works fine in backtest, is not setting orders in real time? Any idea?

  This is the executed code: (DAX 15m chart)

  //------------------------------------------------------------------------- // Código principal : ALEX DAX OK //------------------------------------------------------------------------- REM No acumular órdenes DEFPARAM CumulateOrders=False REM Horario de operativa DEFPARAM FlatBefore = 090000 DEFPARAM FlatAfter = 173000 REM Variables mm = Exponentialaverage[8](close) mm18 = Exponentialaverage[18](close) uma = Highest[8](high) umb = Lowest[8](low) REM PARAMETERS objetivo = 45*Pipsize capital = 1000 risk = 0.05 REM MONEY MANAGEMENT equity = capital+strategyprofit maxrisk = round(equity*risk) REM POSITION SIZE PositionSize = abs(round((maxrisk/StopLoss)/PointValue)) REM LAST TOUCH WITH MM8 IN BULLISH MOVEMENT IF High[1]>=mm[1] AND Low[1]<=mm[1] AND Low>mm THEN ltp = mm[1] if uma > mm THEN uma = Highest[8](high) ENDIF IF (uma - ltp) > objetivo THEN compra = 1 ENDIF ENDIF IF Low<mm then compra = 0 uma = mm ENDIF REM LAST TOUCH WITH MM8 IN BEARISH MOVEMENT IF High[1]>=mm[1] AND Low[1]<=mm[1] AND High<mm THEN ltp = mm[1] if umb < mm then umb = Lowest[8](low) endif IF (ltp - close) > objetivo THEN venta = 1 ENDIF ENDIF if high>mm then venta = 0 umb = mm endif REM Anticipación a la media móvil en la entrada plus = abs(mm - mm[1]) If compra = 1 then BuyPrice = mm+plus ELSE BuyPrice = 0 ENDIF IF venta = 1 THEN SellPrice = mm-plus ELSE SellPrice = 0 ENDIF REM LAST TRADE COUNT LastTrade = BarIndex - TradeIndex REM PROFIT Y STOPS PipsProfit = 25 MinStop = 30 PresetStop = abs(mm-mm18)/PipSize StopLoss = max(PresetStop,MinStop) IF NOT OnMarket THEN IF lasttrade>1 THEN IF compra=1 THEN BUY PositionSize SHARE AT BuyPrice LIMIT SET STOP ploss StopLoss SET TARGET pPROFIT PipsProfit ENDIF if venta=1 THEN SELLSHORT PositionSize SHARE AT SellPrice LIMIT SET STOP pLOSS StopLoss SET TARGET pPROFIT PipsProfit ENDIF ENDIF ENDIF

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  //------------------------------------------------------------------------- // Código principal : ALEX  DAX OK //-------------------------------------------------------------------------     REM No acumular órdenes DEFPARAM CumulateOrders=False   REM Horario de operativa DEFPARAM FlatBefore = 090000 DEFPARAM FlatAfter = 173000   REM Variables mm = Exponentialaverage[8](close) mm18 = Exponentialaverage[18](close) uma = Highest[8](high) umb = Lowest[8](low)   REM PARAMETERS objetivo = 45*Pipsize capital = 1000 risk = 0.05   REM MONEY MANAGEMENT equity = capital+strategyprofit maxrisk = round(equity*risk)   REM POSITION SIZE PositionSize = abs(round((maxrisk/StopLoss)/PointValue))   REM LAST TOUCH WITH MM8 IN BULLISH MOVEMENT IF High[1]>=mm[1] AND Low[1]<=mm[1] AND Low>mm THEN ltp = mm[1] if uma > mm THEN uma = Highest[8](high) ENDIF IF (uma - ltp) > objetivo THEN compra = 1 ENDIF ENDIF IF Low<mm then compra = 0 uma = mm ENDIF   REM LAST TOUCH WITH MM8 IN BEARISH MOVEMENT IF High[1]>=mm[1] AND Low[1]<=mm[1] AND High<mm THEN ltp = mm[1] if umb < mm then umb = Lowest[8](low) endif IF (ltp - close) > objetivo THEN venta = 1 ENDIF ENDIF if high>mm then venta = 0 umb = mm endif   REM Anticipación a la media móvil en la entrada plus = abs(mm - mm[1]) If compra = 1 then BuyPrice = mm+plus ELSE BuyPrice = 0 ENDIF IF venta = 1 THEN SellPrice = mm-plus ELSE SellPrice = 0 ENDIF   REM LAST TRADE COUNT LastTrade = BarIndex - TradeIndex   REM PROFIT Y STOPS PipsProfit = 25 MinStop = 30 PresetStop = abs(mm-mm18)/PipSize StopLoss = max(PresetStop,MinStop)     IF NOT OnMarket THEN IF lasttrade>1 THEN IF compra=1 THEN BUY PositionSize SHARE AT BuyPrice LIMIT SET STOP ploss StopLoss SET TARGET pPROFIT PipsProfit ENDIF if venta=1 THEN SELLSHORT PositionSize SHARE AT SellPrice LIMIT SET STOP pLOSS StopLoss SET TARGET pPROFIT PipsProfit ENDIF ENDIF ENDIF

   

  

  Adolfo

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