Accuracy of backtesting.

steynpj · 2024-12-18T15:48:53+00:00

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? 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.

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

Yes, thank you. Problem not resolved.

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

JS
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Master

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

Legend

Can you provide more information?
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