Hello Contest Support,

Strategy Contest October 2011: https://www.dukascopy.com/strategycontes ... nth=201110

Balance (USD): 250 771.40
Number of positions: 20
Total pips points gained: 311

Back test:
Balance (USD): 343 346.12
Number of positions: 21
Total pips points gained: 536

Why there is a big difference between the Strategy Contest and back test results?

To make it clearer, add the report.
EURUSD - last month – tick.
In October worked these versions: Trender 0.3, Trender 0.4, Trender 0.5.

I'm strategy update once noticed that she did not open the order. The strategy has not changed. Only the third time increased the spread. All of my strategy this month give the same result in the tester. So the distinction does not depend on the update of the strategy. There are some other reason, which I want to find out.


Thank you,

Egidijus

Hello egidijus

I have tried to backtest your October strategy

Each time it freezes at 23.30 on the 30th October (96% complete) - don't know why?

$216, 036.81 - 23 trades

EURUSD - last month - tick

I guess this is the way to backtest it ??

us_copiosus

Hello us_copiosus,

EURUSD - last month – tick.
Check whether the version watched. In October worked these versions: Trender 0.3, Trender 0.4, Trender 0.5.

Egidijus

Hello Contest Support,

Strategy Contest November 2011: https://www.dukascopy.com/strategycontes ... r=egidijus
Today (2011 11 02) SELL 5.000M EUR/USD @ 1.37340, SL 1.37840 (50 pips),TP 1.36925 (41 pips)

IBar prevBar = history.getBar(instrument, Period.ONE_HOUR, OfferSide.BID, 1);
IBar prevBar2 = history.getBar(instrument, Period.ONE_HOUR, OfferSide.BID, 2);

prevVolume = prevBar.getVolume();
prevVolume2 = prevBar2.getVolume();

//------ Condition for order open ------
prevVolume >= prevVolume2 && prevVolume < 1.6 * prevVolume2

But in history prevVolume < prevVolume2
Why was opened this order? Where is the mistake?

Thank you,

Egidijus

Compare all trades one by one and see the difference, there are not so many of them should be easy to find out what's going on.

I am always wondering how the history is working i never used it live, i just dont know how often that stuff is refreshed.

Hello Contest Support,

It seems to me that the volume in the history sometimes redrawn. This is so? Why?

Thank you,

Egidijus 

Hey everyone,

There are a few reasons why the strategies might perform differently:

1) When there is a queue of ticks in the live mode, the oldests ticks are skipped while the tester runs all ticks without skipping ticks.

2) The tester works on the basis of live historical datafeed, while demo feed is based on demo datafeed. It might be a bit different due to idividual bids/offers that affect the feed on live.

Thanks