Backtest wrong results in hourly

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10/02/2019 at 6:52 PM #109129 quote

GL48
Participant

New

Hi Grahal,

Thank you for your test,

I tested several markets with the purchase of one contract:

1) Mini S & P in 1 H; everything is OK
The MAs of the backtest have the same values as those of the graph and the external indicator.
The 1H backtest signals are aligned with those of the external indicator.

2) Mini DAX in 1H: same thing everything is OK

3) CAC40 contract in 1 H: it does not work, a difference in value between the various calculations of MA. and no signal alignment

4) GLE, BNP, ALLIANZ, DEUTSCHE BANK in 1 H: it does not work, a difference in value between the various calculations of MA. and no signal alignment.

it seems not understandable

10/02/2019 at 8:29 PM #109132 quote

GraHal
Participant

Master

GL48 wrote:

it seems not understandable

Only explanation I can think of is that Indicators do not work from the same price data as backtests and on some markets the two data sources do not match??

10/03/2019 at 9:15 AM #109151 quote

GL48
Participant

New

Good Morning,

Thank you very much Grahal, for your suggestion of duality.

I just did a test. I changed the value of the moving averages in the trading system by a moving average [1,0].

Only the last data, to be able to read on the gaphique, (by the function graphonprice), the course that the backtest uses for its computations.

You will be able to see on the charts, that all the 17:00 backtest have different prices (black line) from those in the chart.

From February 2008 until September 9, 2019, the prices at 17:00 are different.
And indeed, since a few weeks, my results of proorder did not correspond any more to those of the backtests over the period of the preceding 8 months. My backtests started in 2011 and they became very different, and for good reason.

Was there a problem or change of data at this time?
You will be able to see that this difference of course at 17h00 does not appear any more since September 9, 2019.
I did the same test on BNP and GLE, same result.

I do not know how to ask PRT to check its database.

GLE-1-hour-10-oct-2011.png GLE-1-hour-6-AUG-2019.png GLE-1-hour-9-Sept-2019.png

10/03/2019 at 9:23 AM #109157 quote
Nicolas
Keymaster

Master
Do you have custom trading hours for that instrument? In case it is, please use the default market hours.

Another thing to test, use the default instruction for EMA:
```
exponentialaverage[10](close)
```
10/03/2019 at 9:32 AM #109159 quote

GraHal
Participant

Master

GL48 wrote:

I do not know how to ask PRT to check its database.

I think it is best to keep it as simple as possible so PRT Support understand at a first read what are the symptoms?

Isolate a single instance of out of phase triggers … and show zoomed in images with arrows like I did … and then ask PRT …

“Why does the same code in the System and the Indicator not trigger on the same bar”?

10/03/2019 at 9:51 AM #109160 quote

GL48
Participant

New

Hi Nicolas,

I have no custom trading hour, the trading system above is very simple.

I have modified with the default instruction for EMA: exponentialaverage[10](close), no change.

10/03/2019 at 12:07 PM #109182 quote

GL48
Participant

New

Hi Grahal,

I sent this screenshot by email to info@prorealtime.com , but is this the good recipient ?

GLE-1-unalignement-system-indicator.png

10/03/2019 at 12:32 PM #109184 quote

GraHal
Participant

Master

GL48 wrote:

but is this the good recipient ?

Send also to contact@prorealtime.com as that goes to PRT Customer Service and they will forward to the Techie guys and if you are lucky you may even get an acknowledgement! 🙂

Send from your email address that you are registered with for your PRT Platform … very important this!

GL48 thanked this post

10/03/2019 at 12:40 PM #109187 quote

GL48
Participant

New

Hi Grahal,

I thank you for all your help, brilliant!

GraHal thanked this post
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