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Daily candle trades in year, disrespected TP and SL loevels
marian
 Post subject: Daily candle trades in year, disrespected TP and SL loevels Post rating: 0   New post Posted: Fri 09 Aug, 2013, 10:10 
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Hello guys

So i built this very simple strategy that opens trade on every closed daily candle and aims for small correction.

Strategy shows profit but there are two major issues that make me doubt test reliability.

First of all why tests opens only 60 trades in year 2012 there should be around 250 trades in year (2012). Why it happening?
Secondly for 2012 test I have used TP of 30 and SL of 90. Test results are showing biggest losing trade of 170 and biggest winner to be 130.

This is huge difference that deforms results. Can someone adress this issue ?

Thank you in advance
 
marian
 Post subject: Re: Daily candle trades in year, disrespected TP and SL loevels Post rating: 0   New post Posted: Fri 09 Aug, 2013, 10:15 
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attachement


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dirk_r1
 Post subject: Re: Daily candle trades in year, disrespected TP and SL loevels Post rating: 0   New post Posted: Tue 13 Aug, 2013, 08:48 
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Hello!

I just improved your strategy by coding. Now there should be many more trades! Additionally you have to know that for example when you have open trades over the weekend the next open on Monday could be VERY different than the close of Friday. That might be the problem of that big loss you described.


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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.
 
marian
 Post subject: Re: Daily candle trades in year, disrespected TP and SL loevels Post rating: 0   New post Posted: Tue 13 Aug, 2013, 11:05 
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Dirk Hello !

For some mysterious reason when I try to backtest your improved version it does not open any trade.

Could You please also explain why first simple version does not open trade on every candle, so I can be bit wiser regarding its logic :)

Thanks mate !
 
dirk_r1
 Post subject: Re: Daily candle trades in year, disrespected TP and SL loevels Post rating: 0   New post Posted: Tue 13 Aug, 2013, 11:29 
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Hmm...With my version (also with yours) i trade on every tick - so many trades happen...

This block Image is to make sure that there were no errors regarding receiving different signals from other currency pairs - Very important if you want to test it in realtime (either DEMO or LIVE).

Sometimes if you use LastCandle... and you want to have exact levels of that last candle it sometime causes problems when coding it. To be precise I usually take GetHistoricalCandle. (Both is possible) It gives me a faster overview when reviewing a strategy.

Maybe you have to use Image to have only one trade per candle.


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