Backtest:Equity goes down, but no positions are open..

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  • #16173 quote
    Philippo
    Participant
    Average

    Hi, funny situation (not so funny) in Backtest, I notice that the equity curve loses most of my 10000 fictitious $ at a moment in time when apparently no positions are on.

    Can someone please help me explain this? Or should I report to IG/PRT as an issue?

    I attach just the screenshot of the results, I have identified the area of concern with a red rectangle.

    thanks.

    Philippo

    Screen-Shot-2016-11-08-at-15.04.19-2.png Screen-Shot-2016-11-08-at-15.04.19-2.png
    #16188 quote
    Nicolas
    Keymaster
    Master

    This is a one bar trade, seems that you have bought at the open of this big red candle and close on the same bar in loss. I do not have other explanation as you hasn’t share the code 🙂

    Philippo thanked this post
    #16275 quote
    Philippo
    Participant
    Average

    That works, thanks.

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Backtest:Equity goes down, but no positions are open..


ProOrder: Automated Strategies & Backtesting

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Philippo @philipd Participant
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This topic contains 2 replies,
has 2 voices, and was last updated by Philippo
9 years, 3 months ago.

Topic Details
Forum: ProOrder: Automated Strategies & Backtesting
Language: English
Started: 11/08/2016
Status: Active
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