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My grid strategy not executing correctly in backtesting or local/remote server.
 Post subject: My grid strategy not executing correctly in backtesting or local/remote server. Post rating: 0   New post Posted: Mon 28 Mar, 2016, 16:09 
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Joined: Sun 14 Feb, 2016, 11:04
Posts: 2
Location: Netherlands, amstelveen
Hi
Have created a simple grid strategy that adds pending order at 10 pips price diff above (long) and below(short) from the entry price (last tick price). The maximum number of pending orders is 10.
Its working fine in the visualJforex. However when I backtest it in the jforex module, it opens up all positions at the entry price level.
Also its opening upto 150 orders. Apart from that, when I run it locally it opens at what appears to be random prices.

Have attached the strategy for your reference. Could you please help.

thanks
Bharat


 
 Post subject: Re: My grid strategy not executing correctly in backtesting or local/remote server. Post rating: 0   New post Posted: Mon 28 Mar, 2016, 16:22 
Visual JForex expert at Dukascopy
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Joined: Thu 18 Apr, 2013, 09:26
Posts: 1496
Location: Switzerland, Geneva
Hi,

Please send an email with your strategy to [email protected] and address it to me.
You may have ignore the instrument subscription into your strategy which is one of the reasons why Jforex back-test differs from Visual Jforex one.

Cheers


 
 Post subject: Re: My grid strategy not executing correctly in backtesting or local/remote server. Post rating: 0   New post Posted: Mon 28 Mar, 2016, 16:29 
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Joined: Sun 14 Feb, 2016, 11:04
Posts: 2
Location: Netherlands, amstelveen
Hi Amine

thanks for your reply. Just sent an email addressed to you

Cheers


 

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