Recent content by Revolutionary

Just to be sure, aren't you facing the same problem with your code? Because if not, I'm doing something wrong...

That said, could you recommend another platform where I can try my code out? I would prefer a free or demo platform to start with. Thnx!

Horace, That is not what I ment. I'm sorry if I didn't explained it clearly enough. English isn't my mother language either;) What I ment is that not only the trades of today or yesterday are executed 2 days too late.. but ALL trades are executed 2 bars too late. And that's why I can't...

The more I think about it the more I find it strange that the platform doesn't calculates the code in the right way. When using EOD I can imagine the code doesn't work on today's bar, but when I activate real time data in PRT, the platform exactly knows the open of today and the close of...

"The code I provided is usefull for backtest but not for real time trading of course." How do you mean that the code is usefull for backtesting? When I try to backtest it the trades are executed too late and therefore it isn't usefull for backtesting.. Or am I missing something? Thanks for...

Horace, I've tested your last code and unfortunatelly this code is even 2 bars too late in the execution. I think I'm going to try some other platform. Tim

@ eminiglobex: Thanks! I've tested my strategy with 2 ticks of slippage and 0,2 spread and the result were pretty good. @ Poem 101: Yes, I need some very liquid markets and contracts because I want to keep the slippage to a minimum. Large slippage on small stop sizes can really ruin the overall...

Hi Poem 101, I was referring to CfDs on the S&P500. I don't really know yet on which specific product I want to trade my system, it could be ETF, CfD, Futures or something else. Tim

Ok good to know. Hmm I will need to investigate this some more, because I actually want the system to trade fully automatic. Ofcourse I will monitor it daily (when it goes live), but I don't want to put in the orders myself.

Well the problem is that the system usually wants to enter the market directly when the market opens. Is there a way to work with limit orders when you want to enter at the opening of the market?

Thanks Horace, That's a lot more then I expected. That amount of slippage will probably have a big negative effect on the results from my backtests, because the strategy I developed makes intraday trades with very small stopsizes. ps. Interesting blog you have, I will keep an eye on that.

Thank you very much Horace! This is the best answer I got till now, unfortunalety it is not what I hoped for. But I'm glad that I now know the reason why my code doesn't work. Still I find it strange that the backtesting software doesn't just leave today's bar out of the calculations. I'm...

You are right Shakone, I didn't notice the difference between Open[1] in your code and dOpen(1) in my code. However, your code also executes trades 1 bar too late. I have attached a screenshot that shows the problem. As you can see in the screenshot there was a red candle on December 28th...

Shakone, the code you posted is exactly the same as the code I posted in my first post. With that code signals get executed 1 day too late. The problem is that dOpen(0) refers to the opening price of yesterday instead of today, dOpen(1) refers to the day before yesterday instead of yesterday...

Horace, I checked your code and it works :) Somehow dOpen(0) refers to yesterday instead of today.. strange But now I got trouble making a code that refers to today, I tried dOpen(-1) but obviously that didn't work.. If for example I want to go Long when today's open is higher than...