Backtest fails on March 7th (Dax, 1-minute TF)

robertogozzi · 2019-09-13T14:19:58+00:00

Trying to backtest https://www.prorealcode.com/prorealtime-trading-strategies/kama-sma-trading-system-dax-mtf/ on IG with 200K data history (DAX €1, 1-minute TF, using MTF support), the backtest stops on March 7th, 2019. You need to restart it from March 13th, 2019 at 00:00 to make it work through the end. There must have been an issue with candlesticks from around 15:05 March 7th throogh March 12th.

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09/13/2019 at 3:19 PM #107482 quote

robertogozzi
Moderator

Legend

Trying to backtest https://www.prorealcode.com/prorealtime-trading-strategies/kama-sma-trading-system-dax-mtf/ on IG with 200K data history (DAX €1, 1-minute TF, using MTF support), the backtest stops on March 7th, 2019.

You need to restart it from March 13th, 2019 at 00:00 to make it work through the end.

There must have been an issue with candlesticks from around 15:05 March 7th throogh March 12th.

GraHal thanked this post

09/13/2019 at 3:27 PM #107484 quote

robertogozzi
Moderator

Legend

The same strategy, launched on the same instrument from a 1-hour TF (with MTF support, but using only 1-hour TF for both the setup and default TF), starts, with 200K bars, from April 2006 and stops after 1 month.

You’ll have to restart backtesting it from Aug. 1st, 2019 to make it work.

GraHal thanked this post

09/16/2019 at 7:57 AM #107659 quote

Nicolas
Keymaster

Legend

Please send a technical report about that issue. May I ask about the code used for testing? Post it here for future reference. Add the topic link into the technical report for PRT.

09/16/2019 at 8:04 AM #107661 quote

robertogozzi
Moderator

Legend

The code is that from the library whose link is posted above.

I’ll report it asap.

09/16/2019 at 9:19 AM #107676 quote

robertogozzi
Moderator

Legend

Done. Report just sent.

09/16/2019 at 10:05 AM #107684 quote

Nicolas
Keymaster

Legend

robertogozzi wrote:

The code is that from the library whose link is posted above.

ok sorry! thanks for the report.
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