Thursday, October 27, 2016

EXAMPLE differences between test

EXAMPLE differences between the test and on the history of the example of real trading transaction robot yesterday

In the morning I decided to analyze the results of yesterday's trading day, especially since there were two deals on GAZR. Below is a fragment of the story:

For comparison, the test result on the story:

Transaction short open contract 2 at 12:37, and closed at 14921 at 18:16 on foot (15001) is identical. A slight difference in the opening time: 12:36 in the tester, and it does influence 12:37:03 glass filter, which for some time blocked the nomination warrant.

Since the filter cup is only in real time, when testing is disabled, ie, always respond "Yes" - if it will always include "no" due to lack of data.

Of greatest interest is the second transaction. In this case, although the opening of the same position (sorry for every second track in the tester is not quite correct because of the peculiarities of emulation price chart) different price (and the discovery produced a limit order) size of the position and direction! There certainly was influenced by glass filter. When tested immediately after closing short position in the stack at 15001 was generated in long signal from this level (in this case the filter has involved determining levels circular level with the number of zeros 3) which in real trading has been suspended glass filter. A few seconds later the price went below the level of the opposite signal was generated, which was approved by the glass filter. In the tester at this time have a long position and a reversal at these settings has been opened is prohibited, so signalv short was ignored. Different size products defined different positions relative to the opening price ParabolicSAR indicator which is used to determine the stop level with the given settings.

Real Madrid - the transaction in the short and costs 14994 4 contract:

Tester - the transaction in the long and costs 15001 3 contract:

The screenshot tester shows that the ParabolicSAR indicator is below the chart, respectively the difference between him and the opening price of the module in case of opening of price 14994 less than in 15001, which explains the larger size of the position in the first case.



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