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RealTime behaving differently than HistoricalTester
 Post subject: RealTime behaving differently than HistoricalTester Post rating: 0   New post Posted: Mon 21 Nov, 2016, 17:28 

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Dears,

please check the attached piece, it does what it should on BackTesting (Jforex StrategyTester), but it produces duplicities when running real time (live account), that is producing duplicated pending orders in indefinite amount and randomly (that is not always).

Also, need to mention that such strategy is running in the same time on different instruments / markets.
Appreciate your possible insight and ideally help.

Thanks and be fine,
Antony


Attachments:
toDCsupport_ShiftingStops.vfs [35.2 KiB]
Downloaded 96 times
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 Post subject: Re: RealTime behaving differently than HistoricalTester Post rating: 0   New post Posted: Tue 22 Nov, 2016, 15:07 
Visual JForex expert at Dukascopy
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Hi,

The right method to subscrive to an instrument is made in the attached example where the use of "Default instrument" is made. This will eliminate the problem of trading on several instruments. Now regarding your multiple orders on the same price, this seems to be a case that is not covered by your entry conditions. Have you tried to check the entry price of the order if already used or not ? (you can use trade event to get the open price of the most recent order and compare it with the one you're willing to open with)

Cheers


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toDCsupport_ShiftingStops_V2.vfs [36.36 KiB]
Downloaded 115 times
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 Post subject: Re: RealTime behaving differently than HistoricalTester Post rating: 0   New post Posted: Tue 22 Nov, 2016, 16:01 

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Thanks Amine for your feedback, two things:

1. if I use default instrument, than I need to use have solo strategy for each traded market (EURUSD strat for EURo market, AUDUSD strat for Aussie, etc. ..). That is I can not trade EURUSD and AUDUSD with one single strategy, that leads to certain limitation, that are critical for me. For example I need to compare EURUSD exposition P/L and AUDUSD exposition p/L, number of positions.

2. can please provide simple example how to work with TRADE EVENT on this particular case?

Big thanks! and be fine.
A.


 
 Post subject: Re: RealTime behaving differently than HistoricalTester Post rating: 0   New post Posted: Wed 23 Nov, 2016, 13:21 

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Joined: Sun 15 Mar, 2015, 20:15
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Location: Czech RepublicCzech Republic
Just little request:
- accordingly to my knowledge of Jforex, please try to suggest a solution using "order counting", as I did in previous attached example
- than the only trouble is that the strategy creates more than requested amount of pending orders

If that is not possible, whatever help is very welcomed.
I am ready to learn something new (TradeEvent block chain).

Thanks and be fine,
A.


 
 Post subject: Re: RealTime behaving differently than HistoricalTester Post rating: 0   New post Posted: Wed 23 Nov, 2016, 16:37 
Visual JForex expert at Dukascopy
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Hi,

I'm getting back to your initial request:

Quote:
please check the attached piece, it does what it should on BackTesting (Jforex StrategyTester), but it produces duplicates when running real time (live account), that is producing duplicated pending orders in indefinite amount and randomly (that is not always).


I'm not sure if the result obtained form VJF hisotrical tester is the one you're looking for. When I tested your strategy with the original parameters it produces a lot of trades more or less randomly as far as I understood. would you please describe your idea thoroughly ? if you are worried about privacy, you can send it to [email protected] and address the email to me.


Quote:
2. can please provide simple example how to work with TRADE EVENT on this particular case?


Attached is a workaround that uses TradeEvent start point. The idea is to catch the last entry price from trade message and make sure it is not used when the next order will be submitted. I did not test that and we can discuss such use of Trade Event start point further if you wish. I'd like to send you a document that would help understanding this and more. (email required)

Quote:
- accordingly to my knowledge of Jforex, please try to suggest a solution using "order counting", as I did in previous attached example
- than the only trouble is that the strategy creates more than requested amount of pending orders


As I mentioned, understanding your requirements would help a lot in an optimal implementation.


Cheers


Attachments:
toDCsupport_ShiftingStops_TE.vfs [38.8 KiB]
Downloaded 108 times
DISCLAIMER: Dukascopy Bank SA's waiver of responsability - Documents, data or information available on this webpage may be posted by third parties without Dukascopy Bank SA being obliged to make any control on their content. Anyone accessing this webpage and downloading or otherwise making use of any document, data or information found on this webpage shall do it on his/her own risks without any recourse against Dukascopy Bank SA in relation thereto or for any consequences arising to him/her or any third party from the use and/or reliance on any document, data or information found on this webpage.
 

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