Strategy work in back test but not in DEMO

• 03/09/2023 at 12:01 AM #211159
  Aragorna

  Hello everyone,

  I’m trying a simple autotrading strategy with PRT Bands, just to test it (I’m using IB), but I don’t understand why it works correctly in backtest but not in DEMO. In Demo it doesn’t open positions, anyone can help me why, please? I’ve got a strategy on gold that works, now I’m testing the strategy on large stocks (Tesla and Nvidia) , but for some reason it doesn work. I’m thinking if the problem is the fact it buys at market and not with limit order?

  thank’s anyone in advance who can help me.

  //------------------------------------------------------------------------- // Main code : Nuovo3 //------------------------------------------------------------------------- // Definition of code parameters DEFPARAM CumulateOrders = False // Cumulating positions deactivated // Conditions to enter long positions EXP1 = ExponentialAverage[1](close) up = PRTBANDSUP dn = PRTBANDSDOWN EXP50 = ExponentialAverage[50](close) EXP100 = ExponentialAverage[100](close) c2 = (EXP50 >= EXP100) c3 = (EXP100 >= EXP50) if close crosses over up and trend<=0 then //prezzo supera banda superiore trend=1 elsif close crosses under dn and trend>=0 then //prezzo ribassa banda inferiore trend=-1 ENDIF c4 = trend<>trend[1] //condizione per entrare Long IF NOT longonmarket and Trend=1 and c2 and c4 then BUY 10 SHARES AT MARKET ENDIF // Conditions to exit long positions IF longonmarket and TREND=-1 and c4 THEN SELL AT MARKET ENDIF // Stops and targets SET STOP pLOSS 4

  1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36

  //------------------------------------------------------------------------- // Main code : Nuovo3 //------------------------------------------------------------------------- // Definition of code parameters DEFPARAM CumulateOrders = False // Cumulating positions deactivated   // Conditions to enter long positions EXP1 = ExponentialAverage[1](close) up = PRTBANDSUP dn = PRTBANDSDOWN   EXP50 = ExponentialAverage[50](close) EXP100 = ExponentialAverage[100](close) c2 = (EXP50 >= EXP100) c3 = (EXP100 >= EXP50) if close crosses over up and trend<=0 then //prezzo supera banda superiore trend=1 elsif close crosses under dn and trend>=0 then //prezzo ribassa banda inferiore trend=-1 ENDIF c4 = trend<>trend[1] //condizione per entrare Long IF NOT longonmarket and Trend=1 and c2  and c4 then BUY 10 SHARES AT MARKET ENDIF   // Conditions to exit long positions   IF longonmarket and TREND=-1 and c4  THEN SELL AT MARKET ENDIF       // Stops and targets SET STOP pLOSS 4

   

  

  Aragorna

  Participant

  Topics: 36

  Replies: 130

  Been thanked: 12 times
  03/09/2023 at 12:02 AM #211160
  Aragorna

  I want to specify that the working strategy on gold is not the same.

  

  Aragorna

  Participant

  Topics: 36

  Replies: 130

  Been thanked: 12 times
  03/09/2023 at 4:29 AM #211161
  PeterSt

  Aragorna wrote:

  I’m thinking if the problem is the fact it buys at market and not with limit order?

  I think you showed the wrong code because it shows with Market Orders ?

  With Demo you mean the PaperTrading option at startup ?

  

  PeterSt

  Participant

  Topics: 73

  Replies: 2504

  Been thanked: 806 times
  03/09/2023 at 8:46 AM #211165
  Nicolas

  Might be a margin requirement? 10 shares of large stocks could be too much for your account size/margin

  

  Nicolas

  Keymaster

  Topics: 81

  Replies: 20863

  Been thanked: 4773 times
  03/09/2023 at 10:10 AM #211179
  Aragorna

  Yes I mean paper trading. ISn’t correct to use Market order in DEMO? I saw it works for gold (but it’s another strategy). by the way my doubt was another one. Since that during pre market and after market you can enter long only with limit order, is it correct to use “Buy at Market” ? I don’t think that is the problem because I verified that the condition to enter was activeted during regular hours.

  

  Aragorna

  Participant

  Topics: 36

  Replies: 130

  Been thanked: 12 times
  03/09/2023 at 10:12 AM #211180
  Aragorna

  Hi Nicolas,

  my DEMO account has 25K.  10 shares of a stock whose value is 150 $, I don’t believe that could be a problem. COuld be because IB does work only in a limited choiches so far?

  

  Aragorna

  Participant

  Topics: 36

  Replies: 130

  Been thanked: 12 times
  03/09/2023 at 10:24 AM #211181
  JS

  What kind of time frame do you use for this code?

  I don’t know how long you ran this code in demo but it may take a while for a position to open…

  

  JS

  Participant

  Topics: 26

  Replies: 1705

  Been thanked: 775 times
  03/09/2023 at 1:27 PM #211236
  Aragorna

  I use 1H timeframe. For example yesterday should be have gone long but it didn’t. in my backtest it did (in attachment)

  

  Aragorna

  Participant

  Topics: 36

  Replies: 130

  Been thanked: 12 times
  03/09/2023 at 1:56 PM #211240
  JS

  In your attachment (pdf) a position was opened on March 2… (a week ago)…?

  

  JS

  Participant

  Topics: 26

  Replies: 1705

  Been thanked: 775 times
  03/09/2023 at 10:04 PM #211277
  Aragorna

  strategy was lunched on 4th of march, in attachment you see the chart of the strategy where there are no positions open, on the right chart the backtest. As you can see a position should be opened but there is nothing. I cannot explain. someone can understand why?

  

  Aragorna

  Participant

  Topics: 36

  Replies: 130

  Been thanked: 12 times
  03/10/2023 at 12:21 PM #211311
  GraHal

  Are you using the same value for Spread in the Backtest as will be used during Live running?

  

  GraHal

  Participant

  Topics: 211

  Replies: 8783

  Been thanked: 2183 times
  03/13/2023 at 1:52 PM #211477
  Aragorna

  thank you Graha, that could be problem in fact

  1 user thanked author for this post.

  GraHal

  

  Aragorna

  Participant

  Topics: 36

  Replies: 130

  Been thanked: 12 times
• Author
  Posts