cTrader MA crossover robot Issue

DaveS

Hi,

I am new to automated trading so thought I would download and try the moving average cross over strategy but I am struggling to get similar back testing results to those shown on the website.

https://clickalgo.com/moving-average-cbot

I am using the supplied settings, date range and the back testing is using tick data. This is all on the 1hr timeframe. My broker is Pepperstone. UTC+1

In the chart I have added the two ""open"" MA in green and the two ""close"" MA indicators in red, my understanding is the when the two green cross it will open a trade and when the two red cross it would close a trade.

When you look at the chart you should be able to see that the open trade (ID=4) did not close when the MA crossed down.

I could be wrong on how it all works;-) but can you take a look and let us know?

Many Thanks

Dave

Mike

Hi, Dave,

The system works when the fast MA's cross above or below the slow MA's, a possible related question is below.

https://ctrader.info/d/214-ctrader-ma-crossover-not-working

I ran a backtest and verified the trades by clicking on the trade history and looking at the deal map and it is working fine, it can be more complex to test as there are now 4 Moving average indicators to test.

Only a single trade will be open at any time, you will never have 2 trades open.

Have another read of the product page on trade rules for opening and closing positions.

https://clickalgo.com/moving-average-cbot

if you want the same backtest results you must have the same backtest settings with start and end dates as shown on the product page, I just ran a backtest with tick data (accurate) and the results are shown below.

As you can see the results are the same, you just need to increase the lot size to 0.3

DaveS

Hi Mike,

Many thanks for taking the time to look into this, I do appreciate it.

I am still however confused, my bot is using all the supplied setting - looking at the log it is using version v2.2.0 - updated 18.06.2021

Scrolling through the back testing chart and looking at the history, there are many examples of two trades open at the same time. I've attached another one below:

Trade stats using lot size of 0.3

Regards

Dave

Mike

Hi, Dave, you can have a buy and sell trade open at the same time, but not 2 same side trades.

Can I ask for your broker is as you have the symbol called EURUSD_SB

Your results may differ if you are not using FXPro like I am using for the test and if you are using different backtest settings, but my results as shown below using 1-min bar data.

You can see from the results that sometimes there is a buy and sell open at the same time, this is due to the 2 indicators used to open a trade and 2 to close.

DaveS

Hi Mike,

I have a spread betting account with Pepperstone, they put _SB after all the symbols.

I don't think we have got to the bottom of the issue yet, the pair of MA's used to close a trade (a fast and a slow MA - the 3rd and 4th group of MA parameters) are shown in red in the screenshot and they crossed but the open trade did not close.

I have attached a clearer screenshot of this below

Are there any additional rules such as the price also has to close below the cross?

Thanks

Dave

Mike

Hi, Dave, thank you for providing the information above, it has enabled me to identify the issue.

We use the inbuilt hascrossed method of cTrader which seems to not always work as expected, but can still provide good results, instead of removing it we have added an option called Use Has-Crossed, if you set this to NO, it will open and close trades when you see the two MA's cross as this uses the following logic instead.

Fast MA > Slow MA or Fast MA < Slow MA

In theory, the two should work the same, but they do not, we will raise this with Spotware.

If you would like it to work as you have described above, just set the new setting to NO, you will also have to find new settings by running it through the optimisation module.

You can download the update by going to your account downloads and re-downloading the file again and installing it over the current version, the new version is v2.2.1 which you can see in the cBot log.
https://clickalgo.com/customer/downloadableproducts

hvralpha

I can confirm that there is definitely a problem with the Bot. Pls see attached file where it leaves open trades which had a stop loss. In this case I ran a backtest on GoldUSD 1 min. It left 2 trades open no matter my 10 pip stop loss. These trades stop any trades when they open and backtesting cannot be done with it. I posted this but tested many 1,2 and 5 min optimized runs where this happens.

Mike

@hvralpha#1448 Hi, the spread for this symbol is far higher than your 10-pip stop loss, so when you submit an order the stop loss request to the broker is ignored, this is why it's not hitting your stops, the few trades which closed were due to the take profit of 700 pips.

Spread & stop loss issue

you will find your settings are not suitable for the symbol you are trading and you also have no other features turned on to close any trades.

hvralpha

@Mike#1458 this symbol has spreads from 7-14 on Ic Markets. I will run some more tests and come back, but still believe it is a Ctrader problem

Mike

@hvralpha#1590 If you feel there is a problem, please post a new bug report, this ticket is for a different issue that has been closed.