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Strategy behaving well during backtesting/ Nothing happening in live
 Post subject: Strategy behaving well during backtesting/ Nothing happening in live Post rating: 0   New post Posted: Fri 04 May, 2012, 20:12 
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Hi All,

Maybe you could help.

It has been two months now and I am not able to figure out why my strategy is not behaving properly in the live contest environment whereas it is working well when backtested via the Historical tester.

Thanks in advance


Attachments:
MyMay.java [13.67 KiB]
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 Post subject: Re: Strategy behaving well during backtesting/ Nothing happening in live Post rating: 0   New post Posted: Fri 04 May, 2012, 21:29 
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Hi there

I believe the best approach is for you to email Dukascopy Contest Support and seek their help.
I and others submitted strategies in April which did NOT run at all and I see you are not alone in your predicament this month!

I can confirm that your strategy runs fine in DEMO mode.

Good luck - hang in there :)

us_copiosus


 
 Post subject: Re: Strategy behaving well during backtesting/ Nothing happening in live Post rating: 0   New post Posted: Fri 04 May, 2012, 21:43 
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Historical test and live environment is two different view. In historical test all strategy will work, however to run it on live, first your strategy should subscribe instrument to trade.

I would suggest to look for log files, from there you will get clear picture. Or you can run it on demo account locally. Run it from 1 min time frame on demo account to see, whether it opens any-trade or not, if you do not have any log file. You can subscribe for a demo account from mentioned link to test it : https://www.dukascopy.com/swiss/english/ ... x_account/


 
 Post subject: Re: Strategy behaving well during backtesting/ Nothing happening in live Post rating: 0   New post Posted: Fri 04 May, 2012, 22:40 
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Hi Guys,
Thank you for checking.

drishti, I am already subscribing to instrument within an onStart() method.

But, there is something strange about it.
The strat log is empty but expanding the items I see that no instruments are linked to my strategy (cf below)

Attachment:
strat_log_May.jpg [11.87 KiB]
Downloaded 597 times


Regards


 
 Post subject: Re: Strategy behaving well during backtesting/ Nothing happening in live Post rating: 0   New post Posted: Sat 05 May, 2012, 02:47 
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Fukain wrote:
Hi Guys,
Thank you for checking.

drishti, I am already subscribing to instrument within an onStart() method.

But, there is something strange about it.
The strat log is empty but expanding the items I see that no instruments are linked to my strategy (cf below)

Attachment:
strat_log_May.jpg


Regards



Checkout log file. It is not a log file. If you will look below on right side in strategy log page, you will see "VIEW LOG". Get that details, from there you would be able to know, what is stopping strategy to open any trade. Because I have checked your strategy, I did not find anything wrong.


 
 Post subject: Re: Strategy behaving well during backtesting/ Nothing happening in live Post rating: 0   New post Posted: Sat 05 May, 2012, 09:35 
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well the view log is stating the following, just a single line:
Quote:
Strategy "MyMay" is started at 2012-05-04 18:46:11.618 GMT on the local computer with no parameters


 
 Post subject: Re: Strategy behaving well during backtesting/ Nothing happening in live Post rating: 0   New post Posted: Sun 06 May, 2012, 18:14 
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It seems that your strategy is perfectly fine. However, as it is not able to open any trade, so will be able to tell you the reason by tomorrow, when market will open.


 
 Post subject: Re: Strategy behaving well during backtesting/ Nothing happening in live Post rating: 0   New post Posted: Sun 06 May, 2012, 23:08 
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I got news!
Following market opening this sunday, the strategy sent a couple of orders but all were rejected, I can see some activity in the log.

Quote:
Your order has been rejected due to validation failure. Invalid price format - please use increments of 0.1 pip.


How is it possible to effectively test the strategy prior to submitting it in the live env? the historical tester never complained ;)


 
 Post subject: Re: Strategy behaving well during backtesting/ Nothing happening in live Post rating: 0   New post Posted: Mon 07 May, 2012, 01:20 
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It happens! Now you know, while submitting orders, it may check all aspects like slippage, and other parameter to validate orders. So now you can do it better from next time onward. ;)

Now I am waiting your strategy to open any order today. :)


 

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