0.00 Abs Perf trades in back test.results.

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  • #76518 quote
    Vonasi
    Moderator
    Master

    I am opening this topic here in addition to the one that I originally opened in the ProOrder forum so that it can be more closely monitored by PRT.

    I have sent two support requests regarding the issue.

    The original topic is at:

    0.00 ABS Perf in backtest with cumulating positions

    This issue is still on going for me and at least two others have noticed the same problem on their platforms. It makes analysis of back tests very challenging as the results of the Abs Perf = 0.00 trades are shown as even trades and so they mess up several of the calculations.

    Here are two images showing what I mean. Several of the result calculations are meaningless due to the 0.00 Abs Perf trades and have been highlighted with arrows.

    [attachment file=76519]
    [attachment file=76520]

    Screenshot_1-11.png Screenshot_1-11.png Screenshot_2-9.png Screenshot_2-9.png
    #76522 quote
    Vonasi
    Moderator
    Master

    Something else I just noticed that may be related to the issue is the fact that now all the cumulated positions are shown as individual closures of trades. I’m certain that before if for example 2 positions of position size 1 had been opened then they would have been shown as one combined closure of a position size of 2 and not 2 separate closures of a position size of 1.

    [attachment file=76523]

    GraHal thanked this post
    Screenshot_3-7.png Screenshot_3-7.png
    #76525 quote
    GraHal
    Participant
    Master

    I have just sent it a Technical Report also as I am real fed up with it!

    Attached is my latest with 480 / 50% Even Trades … seems to be getting worse??

    Vonasi thanked this post
    Even-Trades.jpg Even-Trades.jpg
    #76610 quote
    Vonasi
    Moderator
    Master

    I just had an email from IG saying that PRT have released a new build for the new automatic trading engine. I shut down my platform and re-started it and tested a strategy and all the above issues have disappeared so I would suggest that anyone else with this issue does the same.

    Very good service from IG and thank you PRT for fixing it.

    GraHal thanked this post
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0.00 Abs Perf trades in back test.results.


Platform Support: Charts, Data & Broker Setup

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Vonasi @vonasi Moderator
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This topic contains 3 replies,
has 2 voices, and was last updated by Vonasi
7 years, 6 months ago.

Topic Details
Forum: Platform Support: Charts, Data & Broker Setup
Language: English
Started: 07/23/2018
Status: Active
Attachments: 4 files
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