|
Attention! Read the forum rules carefully before posting a topic.
Try to find an answer in Wiki before asking a question. Submit programming questions in this forum only. Off topics are strictly forbidden.
Any topics which do not satisfy these rules will be deleted.
GRIDS_half_positive_on_reverse_TP_on_direct Strategy |
JP7
|
Post subject: GRIDS_half_positive_on_reverse_TP_on_direct Strategy |
Post rating: 0
|
Posted: Sat 13 Oct, 2018, 12:32
|
|
User rating: 13
Joined: Mon 27 Jul, 2015, 16:30 Posts: 110 Location: Canada, Mission
|
GRIDS_half_positive_on_reverse_TP_on_direct strategy report for EUR/USD instrument(s) from 2016-12-31 22:00:00 to 2017-12-31 21:59:59 Account Currency USD Initial deposit 1000000 Finish deposit 31654376.89 Turnover 13815277088.55 Comission 147186.18 Parameters
step 10.0 instrument EUR/USD slippage 2.0 amount 1.0 slPips 0 takeProfitPips 100
Instrument EUR/USD
First tick time 2016-12-31 22:00:00 First tick bid value 1.0515 First tick ask value 1.05219 Last tick time 2017-12-29 21:59:42 Last tick bid value 1.19985 Last tick ask value 1.20075 Positions total 6306 Closed positions 4906 Orders total 6399 Bought 5625.36 Sold 5619.08 Turnover 13815277088.55 Comission 147186.18
Attachments: |
GRIDS_half_positive_on_reverse_TP_on_direct.java [4.81 KiB]
Downloaded 164 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.
|
|
|
|
|
|
mtnfx
|
Post subject: Re: GRIDS_half_positive_on_reverse_TP_on_direct Strategy |
Post rating: 1
|
Posted: Mon 15 Oct, 2018, 08:59
|
|
User rating: 18
Joined: Thu 20 Apr, 2017, 22:42 Posts: 165 Location: Russian Federation,
|
I suppose you need to postpone testing of strategies until [ this bug] is confirmed to be fixed. (And ... taking into account that particular problem, i afraid there may be some other severe bugs in JForex's back-tester - they definitely miss regression testing ... )
|
|
|
|
|
JP7
|
Post subject: Re: GRIDS_half_positive_on_reverse_TP_on_direct Strategy |
Post rating: 0
|
Posted: Thu 18 Oct, 2018, 21:18
|
|
User rating: 13
Joined: Mon 27 Jul, 2015, 16:30 Posts: 110 Location: Canada, Mission
|
Go to Historical Tester / Account / Overnights
Temporary fix of the "bug" by replacing EURUSD overnights swaps with 0, or if you want to be precise: -0.83 + 0.76 = -0.07 / 2 = -0.035 and fill both sides with -0.035 B/S
If set to zero overnight swaps have to be calculated manually and deducted from the final result.
Proof: strategy opened 2 positions B/S at the same time, last year and these are the results: No more positive gain on overnight swaps!
Order_BS_STAT_X1 strategy report for EUR/USD instrument(s) from 2017-10-19 00:00:00 to 2018-10-18 23:59:00 Account Currency USD Initial deposit 50000 Finish deposit 49976.75 Turnover 235888 Commission 4.25 Parameters
instrument EUR/USD slippage 2.0 amount 0.1 takeProfitPips 0 slPips 0 startBuing true startSelling true ordNR 1
Instrument EUR/USD
First tick time 2017-10-19 00:00:00 First tick bid value 1.1794 First tick ask value 1.17943 Last tick time 2018-10-18 21:00:01 Last tick bid value 1.14521 Last tick ask value 1.14538 Positions total 2 Closed positions 0 Orders total 2 Bought 0.10 Sold 0.10 Turnover 235888 Comission 4.25
Opened orders:
Label Amount Direction Open price Profit/Loss at the end Profit/Loss at the end in pips Open date Comment EURUSD01539895894766 0.100 SELL 1.178018 3263.8 326.4 2017-10-19 00:00:00 SELL@Market0 EURUSD11539895894766 0.100 BUY 1.178038 -3282.8 -328.3 2017-10-19 00:00:00 BUY@Market1
Closed orders:
Label Amount Direction Open price Close price Profit/Loss Profit/Loss in pips Open date Close date Comment
Processing statistic:
Function Time Calls Percent Account information calculations 4m 45s 844.80ms 32136303 39.62% Ticks/Bars internal processing 4m 25s 315.30ms 27653190 36.78% Ticks/Bars/Account Info data writing for charts 2m 39s 2.89ms 28400137 22.04% Conditional orders processing 6s 362.48ms 27653191 0.88% onTick method calls 2s 968.44ms 24500721 0.41% Margin call/cut checks 1s 214.89ms 26773351 0.17% onBar method calls 439.35ms 3899416 0.06% onAccount method calls 253.38ms 4482849 0.04% onMessage method calls 15.95ms 528 0% onStart method calls 1 0% Order changes processing "on server side" 1 0% onStop method calls 1 0% Ticks/Bars data reads 0 0% Historical data calls (including indicators data calls) 0 0% Indicator calculations 0 0% User tasks (IContext.executeTask) processing 0 0% Other operations 0 0% Event log:
Time Event type Event text 2017-10-19 00:00:00 Order submitted Order [EURUSD01539895894766, EUR/USD, SELL, 100000.0 at 0.0] submitted by the strategy 2017-10-19 00:00:00 Order submitted Order [EURUSD11539895894766, EUR/USD, BUY, 100000.0 at 0.0] submitted by the strategy , cut ,,,,,
Attachments: |
overnights-0.035.PNG [290.18 KiB]
Downloaded 149 times
|
overnights.PNG [272.08 KiB]
Downloaded 137 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.
|
|
|
|
|
|
|
Pages: [
1
]
|
|
|
|
|