Backtest not adhering to code on ‘simplified creation)
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- This topic has 6 replies, 3 voices, and was last updated 2 years ago by GraHal.
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10/18/2021 at 1:56 PM #179869
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 #17987710/18/2021 at 3:37 PM #179878Hi 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 #179887My 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 #17993611/05/2021 at 10:05 PM #18109011/06/2021 at 9:08 AM #181106I 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.
https://www.prorealcode.com/topic/skynet-marketplace-topic/page/5/#post-180955
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