Backtest result abnormal

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02/19/2019 at 1:45 PM #91749 quote

BC
Participant

Master

I already send report to PRT, hope it csn solve ASAP.

02/21/2019 at 12:40 PM #91916 quote

Jakub
Participant

Average

Hi,

Thanks to the report our developers were able to find the issue and they corrected it.

Best regards,

Jakub

Nicolas thanked this post

02/21/2019 at 1:42 PM #91925 quote

BC
Participant

Master

Hi Jakub

I just email you that the result seem not correct, here attached 2 more picture to explain why I doubt the result.

I just run same algo at my Australia and UK PRT Premium account with same start date (2014-10-20), you can see the result was totally different!

Please understand I am running serval algo live in different market with same template, so kindly re-check why this situation happen.

THX

Bin

2014-10-20-to-Now-AUG-non-PRT-Premium-Account.png 2014-10-20-to-Now-UK-PRT-Premium-Account.png

02/24/2019 at 10:30 AM #92172 quote

BC
Participant

Master

I did more study this week end, and confirm the data, indicator are same and show correctly at UK and Australia account.

My issue occur at UK PRT-Premium account was trade signal did not trigger on time

Here I I attached 4 pictures with back test result at UK and AUG site with 500 bar to support my founding. Hope this can help.

UK-PIC1-500-Bar-Testing-Error-BS.png UK-PIC2-500-Bar-Testing-Error-BS.png AUG-PIC1-500-Bar-Testing-Error-BS.png AUG-PIC2-500-Bar-Testing-Error-BS.png

02/24/2019 at 7:42 PM #92202 quote

Balmora74
Participant

Veteran

Hello. I also have the same problem since 2 weeks with 2 algorithms (timeframe H4).

I run the backtest tick by tick with exactly the same spread / test period.

The problem is that have no screenshot of the old backtest to compare with the new backtest.

But I am formal: the equity curve and the results are strongly degraded !

So I’m not too reassured because I do not understand where the problem comes from and what version of the backtest is reliable (the old or the new …?).

Have there been any changes on the Prorealtime tick-to-tick flux ?

Is it due to ongoing developments with the version 11 of PRT ?

A lot of questions but no responses at this time…

In fact I have the impression that the tick by tick does not work well because the backtest is identical when I run the backtest with or without the tick by tick …

02/26/2019 at 4:52 PM #92384 quote

Nicolas
Keymaster

Master

Hi, just to let you know that the problem has been identified and currently being fixed by the ITF dev team.

02/26/2019 at 5:56 PM #92392 quote

Balmora74
Participant

Veteran

Nicolas wrote:

Hi, just to let you know that the problem has been identified and currently being fixed by the ITF dev team.

OK thank you very much Nicolas. Is it possible to have a feedback and more information about this problem and know what causes it to better understand? Is this linked, for example, to a timeframe or coding errors?

GraHal thanked this post

02/27/2019 at 1:24 PM #92462 quote

BC
Participant

Master

Hi Nicolas

Just log in PRT and check, the error issue still happen and affect one of my live algo.

ALso no update from PRT helpdesk.

Bin

Balmora74 thanked this post

02/27/2019 at 1:42 PM #92465 quote

BC
Participant

Master

Sorry, my bad, it don’t affect live trade, it only affect backtest result.

03/01/2019 at 3:09 PM #92643 quote

BC
Participant

Master

The backtest function was resume normal now.

Nicolas thanked this post

03/01/2019 at 10:08 PM #92666 quote

Balmora74
Participant

Veteran

BC wrote:

The backtest function was resume normal now.

For me also since today 🙂 Thanks.
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