Backtest using variables giving very strange results

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Viewing 14 posts - 1 through 14 (of 14 total)
  • #157700

    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

    #157706

    I …

    1. 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?

     

    1 user thanked author for this post.
    #157709

    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.

    #157713

    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

    #157717

    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.

    #157720

    Premiering today!

     

    The RNG backtest Generator 🙂 🙂

     

    https://youtu.be/6t0bpF1p2_A

    #157738

    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!!

    https://www.prorealcode.com/topic/problems-backtesting-optimization/

    https://www.prorealcode.com/topic/backtest-results-changes-with-same-values/

    #157773

    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.

    #157817

    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.

    1 user thanked author for this post.
    #157881

    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

    #157883

    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)

    …?

    #157886

    what this weird black bar is

    End of trading period for that Algo

    #157888

    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?

    #157971

    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

Viewing 14 posts - 1 through 14 (of 14 total)

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