Backtest Anomaly

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  • 07/31/2020 at 11:42 AM #140540 quote
    Francesco
    Participant
    Veteran

    Hi guys, i’m experiencing a backtest anomaly.

    If i run the backtest on a certain period of time (look at img 1) i got my usual results; yesterday i tried to demo run the system and this morning opened a position that it’s not showed in backtest! And that is not all, if i do the same backtest as img 1 but i just fix today’s date, the position opened in live it’s showed (img 2)… How is this possible?

    EDIT: I just made a test on the backtest running day by day and not on every day as usual, and it shows positions that was not shown in the “full time frame backtest”… never seen something like that.

    07/31/2020 at 1:44 PM #140554 quote
    Nicolas
    Keymaster
    Master

    Because in your long period backtest, a condition somewhere make it impossible to open a position like if it was starting from today.

    Different start, different orders, different results, it happens very often, I answered that kind of question recently.

    07/31/2020 at 2:09 PM #140556 quote
    Francesco
    Participant
    Veteran

    The fact is that my system “resets” everyday. It operates only between 08 am and 15.30 am, opening and closing positions in that lack of time without bringing any of them to the day after.

    Is your explanation valid anyway in this case? The starting point should not affect anything if the system resets day by day?

    07/31/2020 at 2:34 PM #140557 quote
    Francesco
    Participant
    Veteran

    I found the problem, it was related to a money management condition, thanks 🙂

    07/31/2020 at 7:33 PM #140574 quote
    snucke
    Participant
    Veteran

    the backtest is just horrible some times, ran i backtest today on two strategies with the exact same entry conditions, only difference was the SL

    and they did not even take some trades at the same time…. and yes, both were flat at the same time before only one took the entry.

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Backtest Anomaly


ProOrder support

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Francesco @francesco_petrone Participant
Summary

This topic contains 4 replies,
has 3 voices, and was last updated by snucke
5 years, 5 months ago.

Topic Details
Forum: ProOrder support
Language: English
Started: 07/31/2020
Status: Active
Attachments: 2 files
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