Hi
Ive been backtesting daily for hours for weeks now, and something is not right with the backtesting right now.
I can literally copy an algo, change one parameter to a variable, run it (with that fixed value) and it will give me a different result.
Can someone take a look please? maybe turn them off and on again? 🙂
its driving me a litte crazy…
thanks
I …
- optimised 2 varaibles over 100k bars,
2. duplicated the Algo
3. entered 1 variable as fixed in the code in duplicated Algo
4. backtested
5. Got same result as in 1.
turn them off and on again
What do you mean above?
Thanks Grahal, but what you have described is what ive done and im getting a trade closing and a weird bar in my chart!
dax 1m DFB, dunno if its chart related. who knows! I think im just going to give up for the night. this is my main algo ive been working on, never had an issue before, ran this many many many times.
you’d think it would be code change i’ve done, but i can duplicate the same algo, set a variable and get a different result.
Ok, plot thickens..
I can copy an algo. run it – same results.
then add a single gibberish variable “asldklsadklsadlsdlk” to new copied algo,set it to fixed, run it again and it gives me different results!
trying to screen record it now
Mmm maybe you’re not going mad after all … I tried to optimise another 2 variables and results were nonsense … even with the fixed values in optimiser same as previous fixed values in the code!
I had to put the original fixed values back into the code in order to get the results of the duplicated Algo = original Algo!
I’m off to bed … had enough already!!! 🙂
I’ll try again in the morning and let you know.
Premiering today!
The RNG backtest Generator 🙂 🙂
even with the fixed values in optimiser same as previous fixed values in the code!
You are all mad, there is no problem at all!!
Problems Backtesting & optimization
Backtest results changes with same values
there is no problem at all!!
Just in case PRT read this Topic (very unlikely?) … the above is sarcasm and OboeOpt references provide more examples of same / similar problems.
I’m reading it GraHal and report has been made. I have my little idea, but I’m waiting for a confirmation, please hold on.
Hey All, Nicolas
Same problem today i’m afraid.
it may only be an issue with yesterdays data, so I can probably work around it, but it dents the confidence a bit.
hopefully this is a high priority fix.
cheers
also.. not sure if this helps with troubleshooting, but does anyone know what this weird black bar is in the equity curve? ive not seen one before.
3 algos here
mega (original)
mega 1 (with 1 variable fixed as per original but with a closed position)
mega2 (control after mega1)
…?
what this weird black bar is
End of trading period for that Algo
End of trading period for that Algo
so it stopped? quit?
its exactly the same algo as Mega/2, but with one variable set (to fixed, same value)…. is that a clue of some sort?
please hold on.
Hi Nicholas,
are you able to confirm the status of this issue? I had a big weekend of backtesting planned and the weird results dent my confidence somewhat,
Best regards
