Backtest not adhering to code on ‘simplified creation)

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  • 10/18/2021 at 1:56 PM #179869 quote
    coh123
    Participant
    New

    Hi again,

    Has anyone experienced the backtest not doing what you tell it?

    I had an issue when writing the code with this so I resorted to doing the simplified creation instead just to check I wasn’t inputting it wrong and even the simplified creation won’t work. I’m new to this, as I have mentioned in previous posts, so I am just getting to grips with everything which is why I am confused because I’m only automating a buying and selling pivot point strategy.

    The simple strat is buying between S2 and S3 so I have done buy when price <= Sup2 and when price => Sup3 execute and then exit when Sup3 > Price.

    The orders are executing on pivot, above S1 etc so I’m not sure what is going on…

    If anyone could give some advice I would be very grateful, thank you

    10/18/2021 at 3:31 PM #179877 quote
    GraHal
    Participant
    Master

    buying between S2 and S3, should be buy when price >= Sup2 and when price <= Sup3 execute.

    I guess that is what you meant to type above?

    10/18/2021 at 3:37 PM #179878 quote
    coh123
    Participant
    New

    Hi GraHal, thanks for getting back to me.

    Are you sure it isn’t when ‘price is less than/equal to’ rather than when ‘price is greater than/equal to S2’ ? Since if the price is greater than then it will be above surely?

    No probs if I’m wrong, but I just put what you said into the code to check and it is now executing above pivot…

    Have you encountered something like this before?

    10/18/2021 at 6:39 PM #179887 quote
    GraHal
    Participant
    Master

    My mistake, you are correct!

    I misread your strategy and / or was not thinking straight! Grandkids were here and they were rushing me off my PC so they could play games! 🙂 🙁

    If you post your full code then somebody will spot the Issue I feel sure.

    10/19/2021 at 10:37 AM #179936 quote
    coh123
    Participant
    New

    Haha no problem at all. 🙂

    11/05/2021 at 10:05 PM #181090 quote
    Eric
    Participant
    Master

    I have a different problem

    A system (demo) opened a trade that should not be there (100% sure) and when i backtest it works as it should

    Maybe have something to do with using call the indicator?

    Proorder.png Proorder.png
    11/06/2021 at 9:08 AM #181106 quote
    GraHal
    Participant
    Master

    I have almost the opposite … in Real Live a trade stayed open, but in backtest it closed ‘early’ when backtesting on 2k bars or less.

    Call Indicator is used in this System also.

    Skynet global algoríthmic solution questions and real money results

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Backtest not adhering to code on ‘simplified creation)


ProOrder: Automated Strategies & Backtesting

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coh123 @coh123 Participant
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This topic contains 6 replies,
has 3 voices, and was last updated by GraHal
4 years, 3 months ago.

Topic Details
Forum: ProOrder: Automated Strategies & Backtesting
Language: English
Started: 10/18/2021
Status: Active
Attachments: 1 files
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