Strategy goes out on strike

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Strategy goes out on strike

Postby sliova » Tue Jan 14, 2014 7:48 am

I have downed a custom strategy from this site and it operate well at first.

But recently, this strategy always miss to initiate a trade when it should in spite of it still works well when I backtest and optimise it using TS2.

I don't know what cause this problem. Is there any possible cause of TS2 or my windows system problem?

Please help me!
sliova
 
Posts: 12
Joined: Thu May 02, 2013 9:37 pm

Re: Strategy goes out on strike

Postby sliova » Tue Jan 14, 2014 9:17 pm

I am trying to find the reason why my strategy doesn't proper functioning.

Now I guess the problem maybe because of the parameter setting. For example when I run this strategy on my "Bund" with 30m time frame and 107 period it initiates trade normally. But when I change parameter setting to 15m time frame and 210 period it miss to open trades. However it still show right results when I backtest it on TS2. If it is possible strategy will not functioning well when I extend the period parameter large than 200?

Still looking for professional help.
sliova
 
Posts: 12
Joined: Thu May 02, 2013 9:37 pm

Re: Strategy goes out on strike

Postby Valeria » Tue Jan 14, 2014 11:23 pm

Hi sliova,

I have downed a custom strategy from this site and it operate well at first.

Please specify which strategy do you use?
But recently, this strategy always miss to initiate a trade when it should in spite of it still works well when I backtest and optimise it using TS2.

How do you determine that the strategy works incorrectly? It would be great if you send screenshots which display the incorrect work.
Valeria
 

Re: Strategy goes out on strike

Postby sliova » Wed Jan 15, 2014 12:58 am

The strategy I used is "RS Dynamic Strategy" which download from custom strategies board.

According to strategy backtest on "Bund"(from 1st July 2013 to 15th Jan 2014, 15m, period 210, I keep other parameters unchanged), it should open a short trade yesterday at price 140.58.(see pic below)

Actually on my real account this strategy didn't initiate this trade and there was no any signal alert too.

That is I think maybe this strategy can not functioning normally under some parameter setting, such as period longer than 200 maybe.
Attachments
bund backtest.jpg
sliova
 
Posts: 12
Joined: Thu May 02, 2013 9:37 pm

Re: Strategy goes out on strike

Postby sliova » Wed Jan 15, 2014 1:05 am

Give another pic of this strategy which initiate a long trade on my "Copper" with 30m and period 79 setting which means this strategy is functioning well.

Hope all these can explain what's wrong with this RS Dynamic strategy.

Please help me and solve this problem.
Attachments
copper open trade.jpg
copper open trade.jpg (45.86 KiB) Viewed 1599 times
sliova
 
Posts: 12
Joined: Thu May 02, 2013 9:37 pm

Re: Strategy goes out on strike

Postby Valeria » Wed Jan 15, 2014 5:34 am

Hi sliova,

Could you please give me a link to the strategy which you use? You also can send me it via PM or attach it to the post at the forum.
Valeria
 


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