Backtest optimization
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Just tick that box (always !!).
🙂PS: Because that is so obvious … I know there is a situation that this checkbox does not show. But I forgot the situation …
Thank you Peter
attached you see twice the same strategy once with optimization variables and the same strategy with the variables in the code.
can it be, that there is a limitation in backtesting, this strategy combines Stop order for entry, stop loss and take profit, when enteredSELLSHORT AnzLot SHARES AT SellLimit STOP
set target pProfit AnzZiel
set stop pLoss AnzLossso it can happen, that entry an stop loss exit happens in the same 1h bar
Thank you Peter for your detailed answer.
I absolutely understand and fully agree on what you explained
… the strange thing is, that in fact the tick-by-tick flag is set in both cases … and results are so differentI mean this is the only flag to set right? or is there another config to set?
Haha, it is even more confusing than you think;
What’s done under the hood (IIRC this also happens when you start PRT and have a Strategy running on your instrument(s) is that in that case Tick by Tick is switched off by PRT (this is a sheer bug). In that case, nice profit shows. Thus, when it does it wrongly (tick by tick mode is off), the wrong result shows and this result is infinitely better looking.
So there is one devise only : Look explicitly at results with Tick by Tick On (this means start it from the Editor and *NOT* from what you see below !!) and improve on the now poor results. The motto : you can do it. 🙂
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Topic Details
| Forum: | ProOrder: Automated Strategies & Backtesting |
| Language: | English |
| Started: | 04/08/2022 |
| Status: | Active |
| Attachments: | 4 files |
