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

Philippo · 2016-11-08T14:09:41+00:00

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

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ProOrder: Automated Strategies & Backtesting
Backtest:Equity goes down, but no positions are open..

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11/08/2016 at 3:09 PM #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

11/08/2016 at 4:22 PM #16188 quote

Nicolas
Keymaster

Legend

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

11/10/2016 at 8:49 AM #16275 quote

Philippo
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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, 10 months ago.

Topic Details

Forum:	ProOrder: Automated Strategies & Backtesting
Language:	English
Started:	11/08/2016
Status:	Active
Attachments:	No files

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

Stuck on this ProBuilder code?

Backtest:Equity goes down, but no positions are open.. ProOrder: Automated Strategies & Backtesting

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

ProOrder: Automated Strategies & Backtesting