Screenshot is an example of a strategy, which worked today. It was started before the market open. There were no real trades or orders on it, although I later ran the backtest with same settings and there was a trade today.
Rename
Did you select Streaming Bars or Streaming in the Strategy Monitor settings?
If you used Streaming, differences can be expected. See Help > Interactive Brokers.
If you used Streaming, differences can be expected. See Help > Interactive Brokers.
No, it's poling on 15min with pre/post market filter. I noticed that there were no trades on this strategy at all which is kind of weird
Assuming the strategy parameters were the same... the log could help determine what happened, but possibly there was a missed bar or something of the sort. It [almost] always comes down to data. I'd definitely recommend using Streaming Bars so that you get the correct data in a timely fashion.
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You're using an unlinked DataSet. That allows for data variability based on the order of the Historical Data Providers you have selected... unless IB is your only intraday source, then this argument would fall flat.
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You're using an unlinked DataSet. That allows for data variability based on the order of the Historical Data Providers you have selected... unless IB is your only intraday source, then this argument would fall flat.
Also on another strategy, which is on 60m forex noticed incorrect work. According to Markets and Symbols today it has to work 24h, however next run in strategy monitor is only next morning at 08.00. For more, some stop orders that are issued by the strategy are displayed with the status error:
However, the broker has these orders as active.
QUOTE:
Quantity adjusted to Sync with size of Position
Order Event Warning:Attribute 'Outside Regular Trading Hours' is ignored based on the order type and destination. PlaceOrder is now being processed.
However, the broker has these orders as active.
At the bottom of the Strategy Monitor Settings dialog, make sure you select the correct market for what you're trading... it needs to be "Currencies".
Re: For more, some stop orders that are issued by the strategy are displayed with the status error
>> Probably you need to use Stop Limit orders. If that's not it, let me know the details (symbols, order type, etc.) that generates the error and I'll look into it.
Edit - that's just a warning, but we can probably clean that up for the next build when trading Currencies.
Re: For more, some stop orders that are issued by the strategy are displayed with the status error
>> Probably you need to use Stop Limit orders. If that's not it, let me know the details (symbols, order type, etc.) that generates the error and I'll look into it.
Edit - that's just a warning, but we can probably clean that up for the next build when trading Currencies.
It's the first thing I've checked, it's Currencies there.
Okay, we'll look into it. While testing something else, I noticed that order blocks were defaulting to the U.S. Market hours even when trading symbols in different markets, so we're already working on that.
QUOTE:I couldn't duplicate that. Last Run and Next Run are displayed in your machine's local time. My machine is in EST, it's currently 2:44AM EST the next Run for a "Currencies" strategy is 3:00AM.
next run in strategy monitor is only next morning at 08.00
What time zone are you in? Would that explain it?
GMT +2.
QUOTE:That's from the strategy monitor log. Even if it's because of the timezone, from Thursday to Friday the strategy must work 24 hours a day.
03/02/2023 02:13:21: Status = LoadingData
03/02/2023 02:13:21: Start Polling Thread
03/02/2023 02:13:21: Populating Data
03/02/2023 02:13:21: Calling GetHistories Pass 1
03/02/2023 02:13:24: GetHistories returned with 9 symbols
...
03/02/2023 02:13:28: NextRun set to 03/02/2023 08:00
03/02/2023 02:13:28: Status = Idle
03/02/2023 08:00:00: Status = Processing
03/02/2023 08:00:00: Pass 1 - Requesting updates for 9 symbols...
03/02/2023 08:00:06: Pass 1 - UpdateHistories returned 9 symbols
03/02/2023 08:00:12: NextRun set to 03/02/2023 09:00
03/02/2023 08:00:12: Status = Completed
03/02/2023 08:00:12: Processed all Symbols
03/02/2023 09:00:00: Status = Processing
I know you said you checked, but please double check it. If the market is Currencies, I can't explain how the next run could have been scheduled for 0800.
I'll check again on other days.
I have rechecked today. If currencies are there the next run for today is set to 17:15, when I put CME for example it adjusts for the next hour
Next Run is set to 17:`15 for 60 minute bars? That can't be right.
Even though I can't duplicate this issue with the Currencies market selected, I believe you, but we need a way to duplicate it to solve it.
-- Edit --
Okay 17:15 is when the market opens on Sunday. Is your computer clock off by 1 day?
Even though I can't duplicate this issue with the Currencies market selected, I believe you, but we need a way to duplicate it to solve it.
-- Edit --
Okay 17:15 is when the market opens on Sunday. Is your computer clock off by 1 day?
Switched back from CME to Currencies and took this screenshot
Given that result and seeing the date as dd/mm/yyyy (per you locale) makes me suspect we're not treating that date properly, so we'll look into that.
Still no trades on a live account, although if I run backtest they are there. It's already on two strategies i tested, the last one was on stocks, i.e. it's not forex specific.
Upd: I've changed Crypto to CME and now it's placing the trades. Waiting the fix to change to Currencies as it should be
Sorry we didn't have it nailed down for buld 25, but it's fixed for the next IB update - build 26. The IB Broker Provider wasn't able to return the correct market because it hadn't implemented the GetMarketFromSymbol(), so it defaulted to U.S. Stocks.
I'm writing in this thread because the picture was saved here, although there is something else now. I found some strategies using Generic evolver, adjusted, tested and saved. All of them showed decent profits. Today I'm testing them all and on the same data and settings they all drain at -30% yearly. My last post and this picture is the same strategy - completely different signals.
Also another same strange thing is that the inclusion of the filter pre/post market affects the result, although in the case of forex, surely should not.
Also another same strange thing is that the inclusion of the filter pre/post market affects the result, although in the case of forex, surely should not.
Would you be able to share one of the strategies? It’s impossible to guess what’s happening without more information.
Also are you sure the symbols are assigned to the Currencies market and not stocks?
Also are you sure the symbols are assigned to the Currencies market and not stocks?
It's one of those few strategies. Not the one from screenshot.
>Also are you sure the symbols are assigned to the Currencies market and not stocks?
I don't see an option to indicate the market in datasets or backtest window. If that setting is in the main window at the bottom, I changed it.
CODE:
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here.</Description><Author>ww5</Author><CreationDate>2023-02-03T09:42:11.6390728</CreationDate><StrategyType>BuildingBlock</StrategyType><StrategyData>2|V24|True1|31733|1|412|ShortAtClose7|2|V31|05|False4|True1|21|C858|1|426|IndicatorCrossesSignalLine802|2|V31|32|149|Indicator2|117|PivotR1105|2|V31|12|146|Source1|55|False10|-9999999999|9999999991|10|5|False10|BarHistory0|4|True5|False4|NULL4|NULL5|False10|-9999999999|9999999991|10|5|False9|Indicator0|4|True5|False4|NULL4|NULL2|147|Crosses2|101|24|Over5|Under5|Under5|False10|-9999999999|9999999991|10|5|False12|StringChoice0|4|True5|False4|NULL4|NULL2|148|Smoother2|1215|McGinleyDynamic332|2|V31|32|146|Source2|1311|<indicator>5|False10|-9999999999|9999999991|10|5|False10|TimeSeries0|4|True5|False4|NULL4|NULL2|146|Period1|01|35|False10|-9999999999|9999999991|10|5|False5|Int320|4|True5|False4|NULL4|NULL2|1422|Simplified 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ago1|01|25|False1|09|9999999991|10|5|False5|Int320|4|True5|False4|NULL4|NULL5|False4|True5|False1147|1|416|CoverAtLimitStop486|2|V31|42|1410|Order 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Loss1|13|0.44|True4|0.083|0.44|0.029|Stop Loss5|False6|Double0|4|True5|False4|NULL4|NULL2|1414|Stop Loss Type2|101|27|Percent5|Point7|Percent5|False10|-9999999999|9999999991|10|5|False12|StringChoice0|4|True5|False4|NULL4|NULL2|148|Trailing1|35|False5|False10|-9999999999|9999999991|10|5|False7|Boolean0|4|True5|False4|NULL4|NULL2|1414|Trailing Basis2|101|23|Low5|Close3|Low5|False10|-9999999999|9999999991|10|5|False12|StringChoice0|4|True5|False4|NULL4|NULL5|False4|True1|0</StrategyData><LibraryName /><FolderName>Mined</FolderName><DataSetName>Forex IB;Interactive 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>Also are you sure the symbols are assigned to the Currencies market and not stocks?
I don't see an option to indicate the market in datasets or backtest window. If that setting is in the main window at the bottom, I changed it.
OK so these are coming from IB, so the Currencies market I'm assuming should be set. Let's see what Cone things, he's our resident IB expert here.
The question is, "are you using IB Provider Provider Build 26"? It fixed the issue when WealthLab queries the market from the Broker Provider instead of the Historical Provider.
Maybe we've already been through this above, but backtests are expected to be different if you have NSF Positions and are not assigning Transaction.Weight. What's the NSF Count in the Metrics report?
Maybe we've already been through this above, but backtests are expected to be different if you have NSF Positions and are not assigning Transaction.Weight. What's the NSF Count in the Metrics report?
I have checked both on IB 26 and previous build. No difference. There are no NSF Positions.
Maybe it's some kind of over-optimization. Maybe some kind of indicator calculation, since they all use pivot. May be data related since I get the following situations.
As for this screenshot, the other strategy for example is trading all months from the beginning of 2020 to 01.23
And I've tried to delete the data. In data manager, chose a timeframe, selected all and clicked truncate. The rows with the data are gone, but when I reenter at this dataset they're still there.
Maybe it's some kind of over-optimization. Maybe some kind of indicator calculation, since they all use pivot. May be data related since I get the following situations.
As for this screenshot, the other strategy for example is trading all months from the beginning of 2020 to 01.23
And I've tried to delete the data. In data manager, chose a timeframe, selected all and clicked truncate. The rows with the data are gone, but when I reenter at this dataset they're still there.
What position sizing are you using? You lost 50% of your funds in 2020.
Cone, right, that was the position sizing problem. I was confused by the fact that then there were more rare trades for year 21 and 22. Even if set aside these strategies and don't dig any further, the only thing that remains it's that bar hisotry data is undeletable.
QUOTE:
Maybe some kind of indicator calculation, since they all use pivot:
The pivot indicater used to peek into the future. Please double check if you use the corrected version.
>The pivot indicater used to peek into the future
If this was fixed in one of the previous versions, it explains everything, even more so that the strategies were overly profitable
If this was fixed in one of the previous versions, it explains everything, even more so that the strategies were overly profitable
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