Hello
I have an issue with my strategy which works on historical tests but fails to operate correctly as a live strategy in a demo environment.

The entry criteria is not at issue as entries and exits work fine in historical tests (the example here is a boilerplate) but to do with multiple entries.

Running this on a historical test, I get what I want, which is 1 position open when the criteria was met.
But when running strategy live in a demo for the first time I got 200 positions opened and closed, I think on a per tick basis.
I also had email notifications turned on, so my email inbox got smashed!

I have an idea it may have to do with my if Short/Long is true/false, the position is closed and then the next tick a new trade is opened but as its working as on historical test correctly, and the criteria for closing position is not being met, I am stumped.

FYI the rough trading model for the template is to enter short when the price hits the upper Bollinger band in a falling market and exit when price hits lower and for longs enter long when price hits lower band in a rising market and exit when price hits upper band.

https://onedrive.live.com/redir?resid=B ... file%2cvfs

Can someone have a look to see why I might be having such drastically different results - 1 entry executed vs hundred - between historical and live demo testing please? I have since duplicated this issue on a live demo for a second time so it wasn't a 1-off thing. I run this in a multi-strategy environment.

Thanks
LD

Hi,

Thanks for the detailed description. We have already identified the issue that caused such behavior and it will be released shortly.

We apologies for the inconvenience/.

Hi Amine
Thanks for this. When will I know when its safe to go back in the trading live demo waters? Just try it every day?

FYI I created a quick GBPUSD version on 5 minute chart to generate more signals this afternoon, in case you needed to see the error in action. The same thing happened as in the other live demo tests.

https://onedrive.live.com/redir?resid=B ... file%2cvfs

LD

Thx a lot for that.
Actually the issue is fixed but it will be pushed to Demo environment soon, I'll do my best to get it up & running before the WE.

Cheers

Thanks Amine
I'll keep running historical tests in the interim.

Regards
LD

Hi Amine
I don't know if you got around to effecting a change to correct this, but I ran a live demo test today with the same results, multiple entries/exits on what seems a per tick basis, instead of 1 entry, so if you have pushed the fix to the live demo, it hasn't resolved it.

I'll test again tomorrow.

Thanks and regards
LD

Hi,

We did not push the upgrade yet, I'll keep you informed once done.
Thanks again for your patience !

Hi Amine

Thanks for the note.

Regards
LD

Hi, I have a similar problem. My strategy it works in historical test mode but not in real mode.

Sometimes has opened some orders, in real time, but the mostly of the time it did not and did not show me any message. It is like the system, sometimes, does not recognize anything.

Can we talk about the same bug?? .

Hi,

If you're talking about different behavior between historical tester/ real time run in Visual Jforex Vs real time run in Jforex platform than the answer is Yes, we're talking about the same bug. Otherwise what you described is something else and should be treated separately.

I dont know if is te same problem, Let me know what do you think about, I will try to explain it again.

I'm talking that my strategy, in Jforex platform, in the option historical tester, my strategy can open positions and it works as it has to. But in real time, in jforex platform, does not open any position it looks like it is off.

I attached example of historical tester messages, you can see, everything is ok. In real time nothing.

11:08:07 DEBUG: [28-03 01:12.00 R01:1.11529 R10:1.11625 - CFB] SELL order successfuly submitted: Instrument EUR/USD, amount: 0.361651, SL: 1.11613, TP: 1.11447, TS: 0.0, Entry: 0.00000, Label: GSFX_1_S9_EURUSD_1459940887156_3
11:08:07 DEBUG: [28-03 01:12.00 R01:1.11529 R10:1.11625 - CFB] SELL order successfuly submitted: Instrument EUR/USD, amount: 0.361651, SL: 1.11613, TP: 1.11530, TS: 0.0, Entry: 0.00000, Label: GSFX_1_S9_EURUSD_1459940887156_2
11:08:07 DEBUG: [28-03 01:12.00 R01:1.11529 R10:1.11625 - CFB] SL Pips 2.8; Amount: 0.361651 mio
11:08:07 DEBUG: [28-03 01:12.00 R01:1.11529 R10:1.11625 - CFB] Pattern touched one of the selection's levels. [BEARISH]
11:08:07 DEBUG: [28-03 01:12.00 R01:1.11529 R10:1.11625 - CFB] Stop loss: before widening: 1.11610; after widening: 1.11613; used entry price: 1.11585
11:08:07 DEBUG: [28-03 01:12.00 R01:1.11529 R10:1.11625 - CFB] Pattern detected.

Hi,

Did you used instrument subscription in your Visual strategy ?
it's an IF block with: Default instrument = Last tick BID (or ASK) instrument / OR / candle's instrument

Cheers

Hello Amine
I wanted to follow up with you on the Live Demo Server update. I am getting the same errors as of yesterday and its been over a week since your last note so I wanted to find out if the upgrade is still proceeding or if there is something I can do to my code in the interim to avoid the trade execution errors so I can get it working on correctly on live demo.

I'd like to run strategies extensively on live demo before considering implementing any strategy on live real account, and unfortunately this trade open/close on tick issue is fundamental to all the strategies I've created so far.

Regards
LD

Hi,

Sorry for the late reply.

We pushed the upgrade at the level of the server on Friday 8th EOB.
When tested in Jforex, the strategy is not trading randomly on tick basis. Now if there's anything else you have noticed, please let me know.
I'm also looking to some differences between VJF tests and Jforex tests. I'll keep you informed soon.

Cheers

Hello Amine
Thanks for the response.

Maybe my issue is unrelated to the one you have just fixed then. I have been running a model in live demo to check if the problem has been solved and one of them completed an executing this morning. As you can see from the position report, 1 position was not opened, rather opened and closed per tick or second, and the next and the next.

Here is the position report:
https://onedrive.live.com/redir?resid=B ... hoto%2cjpg

Perhaps the fault lies in my code instead? Could you have a look at my open/close model again in case something leaps out at you as to why it would be opening/closing per tick rather than just the 1 position.
https://onedrive.live.com/redir?resid=B ... file%2cvfs

Thanks
LD

Hi,

Following thorough tests, I figured out what was wrong with your strategy: it was the use of the same position output in both long and short trading commands. This is a worng use as the same variable gets updated with 2 different sets of data and such case is well handled in Visual Jforex but not in Jforex platform so the simplest way to fix this is simply to remove the variable "CurrentGUPosition" from both blocks:



If you want to use position variable afterwards, you can either identify each side by a dedicated position variable OR use "Position viewer" block and save all the data related to your positions in a single variable running in loop. You see ?

In any case, once the changes described above made, you'll get a consistent test result in Jforex platform as made in VJF:



Cheers

Thanks Amine
I appreciate you looking into it and the different execution between VJForex and JForex. I'll make the changes and test in live demo.

Thanks
LD

Hello Amine

I couldn't replicate your results.
I have done as you suggested and removed 1 Position record for the currency pair (either long/short) and added 2, GUshort and GUlong.
I've done this on multiple strategies and all of them have continued to reproduce this error of multiple open/close positions.

Today I tried again running this GBPUSD strategy on a M1 timeframe to get more hits and the same problem arises.
Here is the strategy (same as the M5 basically except with the GUshort and GUlong positions)
https://onedrive.live.com/redir?resid=B ... file%2cvfs

Here is the results, in this case 6 positions, all opened and then closed on the same second they opened, rather than 1 position opened.
https://onedrive.live.com/redir?resid=B ... hoto%2cjpg

I don't understand why they continue to close, as the only position close rule in the strategy requires that price to be at the opposite bollinger band from the one that just opened the trade.



Regards
LD

Hi,

Can you please try with attached version and let me know the result?

Cheers

Will do - I'll run it tomorrow. Thanks Amine

LD