Hi all:
I am a client of IG, recently I wrote my own strategy and backtest, then put on-line
but today it shows sth. odd…
For forex CAD/JPY today (20/FEB) it shouldn’t have any trade at 01:00 bar by backtest,
but in real auto-trading it sells 1 contract @86.128, and finally get stoploss
does any one know why? Is that an bug?
I attach code here, DSTU_RSI is my own indicator:
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
// Definition of code parameters
DEFPARAM CumulateOrders = False // Cumulating positions deactivated
// Conditions to enter short positions
indicator1, ignored = CALL "DSTU_RSI" (close )
indicator2 = Stochastic [ 14 ,3 ] (close )
indicator3 = Average [ 3 ] (indicator2)
c1 = (indicator1 < 0 )
c4 = (indicator2> 70 )
IF c1 and c4 THEN
SellP= Low - 3 * pipsize
else
SellP= 2 * close
ENDIF
IF close > SellP then
SELLSHORT 1 CONTRACT AT SellP stop
endif
c2 = (indicator2 >= indicator3)
c3 = (indicator2 < 70 )
c6 = abs (close - TRADEPRICE (1 ))>= 10 * pipsize
IF c2 AND c3 AND c6 THEN
EXITSHORT AT MARKET
ENDIF
// Stops and targets
SET STOP pLOSS 30
.
