Back test tick by tick not working

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This topic contains 8 replies, has 3 voices, and was last updated by avatar Nicolas 8 minutes ago.

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  • #137478

    Hi

    at the moment all of my back tests are only closing positions at the end of candles even though testing with tick by tick enabled, is this happening to anyone else?

    Thanks

    Ruark

    Attachments:
    #137487

    Is it Systems with orders for TP and SL that you are backtesting?

    #137488

    The one is a vanilla set stop at X% and TP at X% on opening the position

    My other systems do the same but the move the stop and TP at the close of the bar but a stop and take profit is always in place

    #137489

    It’s working. You will never get the exact precise time of when the position is closed. The “exit date” column just tells the bar of the current timeframe when the exit happened.

    #137490

    If that were the case would the results not change when I tested with tick by tick checked and unchecked? I the past this had a significant impact on the results

    In the image below tick by tick is checked on the left but not on the right and the results are exactly the same

    Attachments:
    #137502

    Is that the results of optimization? and not a simple backtest without variables optimization?

    #137506

    It seems that there are no bars experiencing the 0-bar issue in which both the TP and SL levels are contained. So the results with or w/o the tick by tick mode should be the same in this case.

    #137507

    The code is optimised but has switches for VWAP and Breakeven, which I have inverted for the test below but the result of tick by tick or not is still the same

    This is happening for all the codes I run, MTF and non MTF

    For the system attached below there is a signal line on line 45 to uncomment to run the test, the attached file has the original VWAP and Breakeven settings

    Thanks

     

    Attachments:
    1. Phoenix-Dax-30M-L245Tot-V6-Sig.itf
    2. Phoenix-Dax-30Min-L245T-V9.itf
    #137519

    Sorry but do you expect me to inspect all orders to check if each bar contain at the same time the stoploss and the takeprofit levels? 🙄

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