USDJPY Backtest Fehler

• 02/10/2019 at 12:02 AM #90952
  Grinsekatze

  Hallo zusammen,

  ich habe ein Problem beim Backtesten im FX-Pärchen USDJPY (siehe Screen anbei)

  Es werden komplett random irgendwelche anderen Trades ausgeführt und nicht die programmierten.

  Und die Positionen stimmen ja auch nicht mit dem Positionsindikator überein.

  Erkennt jemand einen triftigen Grund für das Verhalten, welches bisher nur auf USDJPY auftritt?

   

  Hier der Code des Handelssystems, eigentlich ein simpler Breakout-Code mit einigen kleinen Modifikationen, die in anderen Indizes aber perfekt funktionieren.

  USDJPY Breakout

  defparam CumulateOrders = False defparam preloadbars = 350 defparam flatbefore = 000000 defparam flatafter = 100000 //parameters rate = 37000/300 capital = rate*1000 //in euro margin = rate*300 //in euro per point maxdailyloss = capital*0.01 maxdailyprofit = capital*0.01 positionsize = capital/margin //money management once tradeallowed=1 if intradaybarindex=0 then myprofit=strategyprofit tradeallowed=1 endif if StrategyProfit >= myprofit + maxdailyprofit or strategyprofit <= myprofit-maxdailyloss then tradeallowed=0 endif //pending order management if time=010000 then buylevel = highest[15](high) selllevel = lowest[15](low) minimum = buylevel-selllevel endif distance = (buylevel-selllevel)*0.5 //long pending order if time>=010000 and time<100000 and close>(buylevel-distance) and tradeallowed=1 and not shortonmarket then buy positionsize contracts at buylevel stop sl = 50 set target $profit capital*0.02 set stop ploss min(minimum,sl) endif //short pending order if time>=010000 and time<100000 and close<(selllevel+distance) and tradeallowed=1 and not longonmarket then sellshort positionsize contracts at selllevel stop sl = 50 set target pprofit 10 set stop ploss min(minimum,sl) endif

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  defparam CumulateOrders = False defparam preloadbars = 350 defparam flatbefore = 000000 defparam flatafter = 100000   //parameters rate = 37000/300 capital = rate*1000 //in euro margin = rate*300 //in euro per point maxdailyloss = capital*0.01 maxdailyprofit = capital*0.01 positionsize = capital/margin   //money management once tradeallowed=1 if intradaybarindex=0 then myprofit=strategyprofit tradeallowed=1 endif if StrategyProfit >= myprofit + maxdailyprofit or strategyprofit <= myprofit-maxdailyloss then tradeallowed=0 endif   //pending order management if time=010000 then buylevel = highest[15](high) selllevel = lowest[15](low) minimum = buylevel-selllevel endif distance = (buylevel-selllevel)*0.5   //long pending order if time>=010000 and time<100000 and close>(buylevel-distance) and tradeallowed=1 and not shortonmarket then buy positionsize contracts at buylevel stop sl = 50 set target $profit capital*0.02 set stop ploss min(minimum,sl) endif   //short pending order if time>=010000 and time<100000 and close<(selllevel+distance) and tradeallowed=1 and not longonmarket then sellshort positionsize contracts at selllevel stop sl = 50 set target pprofit 10 set stop ploss min(minimum,sl) endif

   

  

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