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strategy tester vs strategy contest
http://www.dukascopy.com/swiss/english/forex/jforex/forum/viewtopic.php?f=21&t=52356
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Author:  aigar88 [ Tue 03 Mar, 2015, 20:00 ]
Post subject:  strategy tester vs strategy contest

Sorry if i post it in a wrong forum, but im having problems with my strategy on the contest and i dont understand why...

So the story goes like that:
It opened a buy position and got stopped out (oh well), but while stopped out it should have opened a short position. And it would have made profit.
So i tested it on strategy tester and it worked fine.
And also the trade amount differs from the contest version and the backtest version.

This raises some questions:
1. Why are the backtest result and contest result so different both in position opening and lot sizes.
2. Should i be worried that the strategy will have trouble functioning on a LIVE account, even if it opens and closes positions without problems in backtesting, if i ever choose to apply a strategy on a LIVE account.

Author:  aigar88 [ Wed 04 Mar, 2015, 10:14 ]
Post subject:  Re: strategy tester vs strategy contest

I guess i have found out the source of my problem.

My strategy puts two pending orders simultaniously and one of them gets canceled out due to the contest rules... Bummer. Now just have to wait for next month because i've already updated my strategy once :/

Author:  vadim_berezhnoj [ Mon 09 Mar, 2015, 10:56 ]
Post subject:  Re: strategy tester vs strategy contest

Greetings.

Only one open position allowed on Contest. So MC closes that open position.
It is in Trading Rules 8.
Margin call trades incurred due to overexposure on a Contest account (e.g. use of more 200% leverage) will result in automatic liquidation of all existing open positions.
https://www.dukascopy.com/strategyconte ... ntestrules

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