Backtest result abnormal
Forums › ProRealTime English forum › ProOrder support › Backtest result abnormal
- This topic has 25 replies, 7 voices, and was last updated 5 years ago by Balmora74.
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02/19/2019 at 1:45 PM #9174902/21/2019 at 12:40 PM #9191602/21/2019 at 1:42 PM #91925
Hi Jakub
I just email you that the result seem not correct, here attached 2 more picture to explain why I doubt the result.I just run same algo at my Australia and UK PRT Premium account with same start date (2014-10-20), you can see the result was totally different!Please understand I am running serval algo live in different market with same template, so kindly re-check why this situation happen.THXBin02/24/2019 at 10:30 AM #92172I did more study this week end, and confirm the data, indicator are same and show correctly at UK and Australia account.
My issue occur at UK PRT-Premium account was trade signal did not trigger on time
Here I I attached 4 pictures with back test result at UK and AUG site with 500 bar to support my founding. Hope this can help.
02/24/2019 at 7:42 PM #92202Hello. I also have the same problem since 2 weeks with 2 algorithms (timeframe H4).
I run the backtest tick by tick with exactly the same spread / test period.
The problem is that have no screenshot of the old backtest to compare with the new backtest.
But I am formal: the equity curve and the results are strongly degraded !
So I’m not too reassured because I do not understand where the problem comes from and what version of the backtest is reliable (the old or the new …?).
Have there been any changes on the Prorealtime tick-to-tick flux ?
Is it due to ongoing developments with the version 11 of PRT ?
A lot of questions but no responses at this time…
In fact I have the impression that the tick by tick does not work well because the backtest is identical when I run the backtest with or without the tick by tick …
02/26/2019 at 4:52 PM #9238402/26/2019 at 5:56 PM #92392Hi, just to let you know that the problem has been identified and currently being fixed by the ITF dev team.
OK thank you very much Nicolas. Is it possible to have a feedback and more information about this problem and know what causes it to better understand? Is this linked, for example, to a timeframe or coding errors?
1 user thanked author for this post.
02/27/2019 at 1:24 PM #9246202/27/2019 at 1:42 PM #9246503/01/2019 at 3:09 PM #9264303/01/2019 at 10:08 PM #92666 -
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