Accuracy of backtesting.

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12/18/2024 at 4:48 PM #241570 quote
steynpj
Participant

Average
1. I do backtesting and get very favourable results. I then insert exact same values in trading system and when I backtest before activating automatic trading I get completely different results. Why?
2. I do backtesting and one of the variables is “FLAT AFTER HHMMSS” which is supposed to exit all trades at time specified in HHMMSS. The results for a certain set of variables are exactly the same even when the exit time is for example 140000, 150000 or 160000 on a 10 min chart, which is obviously incorrect.
Any ideas will be appreciated.
12/18/2024 at 5:46 PM #241575 quote

GraHal
Participant

Master

steynpj wrote:

I get completely different results. Why?

Have you enabled tick by tick mode … see attached at yellow arrowhead?

Screenshot-2024-12-18-164455.png

12/18/2024 at 8:34 PM #241583 quote

steynpj
Participant

Average

Yes, thank you.

Problem not resolved.

12/18/2024 at 9:26 PM #241584 quote

JS
Participant

Senior

It’s hard to say anything about it like this. Do you have more information? Code (part?), backtest reports from before and after?

12/20/2024 at 12:54 PM #241611 quote

Iván González
Moderator

Master

Can you provide more information?
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Accuracy of backtesting.

ProOrder: Automated Strategies & Backtesting

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steynpj @steynpj Participant

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This topic contains 4 replies,
has 4 voices, and was last updated by Iván González
1 year, 1 month ago.

Topic Details

Forum:	ProOrder: Automated Strategies & Backtesting
Language:	English
Started:	12/18/2024
Status:	Active
Attachments:	1 files

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