Bard wrote:

It is selected in the screenshot. If you’re seeing that unselected somewhere else, it was probably 2am…

Maybe you did a lot of tests and posting of results at 2 am (?) because to reproduce your results on coffee I have to disable tick by tick mode.

However, the Daily TF on DJI (I think?) that I posted was with tick by tick enabled.

We need to get the bottom of this anyway … I’m glad a few of us are now looking at it!? 🙂

Vonasi’s keeping quiet, now I know why … he’s already bought his new yacht complete with onboard tropical island!!!! 🙂

Yacht.jpg

Forgot to click on tick by tick before-done that… even with daily bars this is a problem.

Capture-2.jpg

It’s giving me the same kind of results (in the millions with 30x capital). In fact it seems to have picked up a “spare £13 million”… Not sure @GraHal, is anyone else able to replicate these results?
Maybe there is a caching issue and even though it shows tick by tick it’s not doing tick by tick, although I have started a fresh session in PRT this morning and get the same high results.
Maybe the other day I had other backtests running in the same chart and when I changed the TF of coffee it would show me a warning saying that tick by tick wasn’t available for the date range for another system (and I did click for it to test the new TF without tick by tick, but perhaps it was also unticking my Renko ML1 StpLoss system, (although it’s not visually removing my tick in the tick by tick backtest box)?

Here’s the code instead of the itf: The only change is with:

StratAvgA = StratAvgA + (((PositionPerf(i)*countofposition[i]*100000)*-1)*-1)

where I replaced 100,000 with Close. Oddly no difference in profit on Coffee although it did make a big difference when I made that change for the Ehlers’ Univ Osc ML2 system with coffee?

//-------------------------------------------------------------------------
// Main code : Nneless Renko DJI 1M v1 ML1 Cycle Limit Reset - 
// Orig a 1 Min system (no ML), then 1 Month (no ML) and then 1 Month with ML and now Daily with ML
// The 30 x capital was a test to break the system.
//-------------------------------------------------------------------------
//https://www.prorealcode.com/topic/why-is-backtesting-so-unreliable/#post-110889
// Definition of code parameters

DEFPARAM CumulateOrders = False // Cumulating positions deactivated
// The system will cancel all pending orders and close all positions at 0:00. No new ones will be allowed until after the "FLATBEFORE" time.
//DEFPARAM FLATBEFORE = 143000
// Cancel all pending orders and close all positions at the "FLATAFTER" time
//DEFPARAM FLATAFTER = 210000

Capital = 10000 + strategyprofit //Current profit made by the closed trades of the running strategy.

N = 30*Capital / Close //30

//ValueX for the Renko Stop Loss.

//Heuristics Algorithm 1 Start
 
If (onmarket[1] = 1 and onmarket = 0) or (longonmarket[1] = 1 and longonmarket and countoflongshares < countoflongshares[1]) or (longonmarket[1] = 1 and longonmarket and countoflongshares > countoflongshares[1]) or (shortonmarket[1] = 1 and shortonmarket and countofshortshares < countofshortshares[1]) or (shortonmarket[1] = 1 and shortonmarket and countofshortshares > countofshortshares[1]) or (longonmarket[1] and shortonmarket) or (shortonmarket[1] and longonmarket) Then
optimise = optimise + 1
EndIf

//Settings 1

StartingValue = 10 //10 Stop Loss
ResetPeriod = 0.5 //0.5 Specify no of months after which to reset optimisation
Increment = 5 //20
MaxIncrement = 10 //10 Limit of no of increments either up or down
Reps = 2 //Number of trades to use for analysis //2
MaxValue = 150 //150 //Maximum allowed value
MinValue = increment //Minimum allowed value

once monthinit = month
once yearinit = year
If (year = yearinit and month = (monthinit + ResetPeriod)) or (year = (yearinit + 1) and ((12 - monthinit) + month = ResetPeriod)) Then
ValueX = StartingValue
WinCountB = 0
StratAvgB = 0
BestA = 0
BestB = 0
monthinit = month
yearinit = year
EndIf
once ValueX = StartingValue
once PIncPos = 1 //Positive Increment Position
once NIncPos = 1 //Negative Increment Position
once optimise = 0 ////Initialize Heuristicks Engine Counter (Must be Incremented at Position Start or Exit)
once Mode1 = 1 //Switches between negative and positive increments
//once WinCountB = 3 //Initialize Best Win Count
//GRAPH WinCountB coloured (0,0,0) AS "WinCountB"
//once StratAvgB = 4353 //Initialize Best Avg Strategy Profit
//GRAPH StratAvgB coloured (0,0,0) AS "StratAvgB"
 
If optimise = Reps Then
WinCountA = 0 //Initialize current Win Count
StratAvgA = 0 //Initialize current Avg Strategy Profit
HeuristicsCycle = HeuristicsCycle + 1
 
For i = 1 to Reps Do
If positionperf(i) > 0 Then
WinCountA = WinCountA + 1 //Increment Current WinCount
EndIf
StratAvgA = StratAvgA + (((PositionPerf(i)*countofposition[i]*Close)*-1)*-1)
Next
StratAvgA = StratAvgA/Reps //Calculate Current Avg Strategy Profit
//Graph (PositionPerf(1)*countofposition[1]*100000)*-1 as "PosPerf1"
//Graph (PositionPerf(2)*countofposition[2]*100000)*-1 as "PosPerf2"
//Graph StratAvgA*-1 as "StratAvgA"
//once BestA = 300
//GRAPH BestA coloured (0,0,0) AS "BestA"
If StratAvgA >= StratAvgB Then
StratAvgB = StratAvgA //Update Best Strategy Profit
BestA = ValueX
EndIf
//once BestB = 300
//GRAPH BestB coloured (0,0,0) AS "BestB"
If WinCountA >= WinCountB Then
WinCountB = WinCountA //Update Best Win Count
BestB = ValueX
EndIf
 
If WinCountA > WinCountB and StratAvgA > StratAvgB Then
Mode1 = 0
ElsIf WinCountA < WinCountB and StratAvgA < StratAvgB and Mode1 = 1 Then
ValueX = ValueX - (Increment*NIncPos)
NIncPos = NIncPos + 1
Mode1 = 2
ElsIf WinCountA >= WinCountB or StratAvgA >= StratAvgB and Mode1 = 1 Then
ValueX = ValueX + (Increment*PIncPos)
PIncPos = PIncPos + 1
Mode1 = 1
ElsIf WinCountA < WinCountB and StratAvgA < StratAvgB and Mode1 = 2 Then
ValueX = ValueX + (Increment*PIncPos)
PIncPos = PIncPos + 1
Mode1 = 1
ElsIf WinCountA >= WinCountB or StratAvgA >= StratAvgB and Mode1 = 2 Then
ValueX = ValueX - (Increment*NIncPos)
NIncPos = NIncPos + 1
Mode1 = 2
EndIf
 
If NIncPos > MaxIncrement or PIncPos > MaxIncrement Then
If BestA = BestB Then
ValueX = BestA
Else
If reps >= 10 Then
WeightedScore = 10
Else
WeightedScore = round((reps/100)*100)
EndIf
ValueX = round(((BestA*(20-WeightedScore)) + (BestB*WeightedScore))/20) //Lower Reps = Less weight assigned to Win%
EndIf
NIncPos = 1
PIncPos = 1
ElsIf ValueX > MaxValue Then
ValueX = MaxValue
ElsIf ValueX < MinValue Then
ValueX = MinValue
EndIF
 
optimise = 0
EndIf
 
// Heuristics Algorithm 1 End

//Renko Definitions

boxSize = 100 // Orig 110

//StartingValue = 10 //10 Stop Loss
//ResetPeriod = 0.5 //0.5 Specify no of months after which to reset optimisation
//Increment = 5 //20
//MaxIncrement = 10 //10 Limit of no of increments either up or down
//Reps = 2 //Number of trades to use for analysis //2
//MaxValue = 150 //150 //Maximum allowed value
//MinValue = increment //Minimum allowed value

once renkoMax = ROUND(close / boxSize) * boxSize
once renkoMin = renkoMax - boxSize

IF high > renkoMax + boxSize THEN
WHILE high > renkoMax + boxSize
renkoMax = renkoMax + boxSize
renkoMin = renkoMin + boxSize
WEND
ELSIF low < renkoMin - boxSize THEN
WHILE low < renkoMin - boxSize
renkoMax = renkoMax - boxSize
renkoMin = renkoMin - boxSize
WEND
ENDIF

c1 = renkoMax + boxSize
c2 = renkoMin - boxSize

// Conditions to enter long positions
If c1 then
Buy N CONTRACT at renkoMax + boxSize stop
EndIf

// Conditions to enter short positions
If c2 then
Sellshort N CONTRACT at renkoMin - boxSize stop
EndIf

// Stops and targets
//SET STOP PLOSS ValueX //Orig 75
Set stop trailing ValueX//100
SET TARGET PPROFIT 500 //Orig 150

GRAPH ValueX coloured(0,255,0)

Renko-1M-ML1-StpLoss-30-x-Capital-Coffee-Daily-£68m-681250-Win-55-Gainloss-6.8-DDown-8-19092018-15042020-WITH-SPREAD.-and-TICK-by-TICK.png