Backtesting does not work which a great amount of time units

• 02/16/2024 at 4:07 PM #228301
  DeathMetal

  Hello,

  I have noticed when backtesting (DAX 30 min timeframe), it works only with a small amount of time units ( <1000), with a setting of  5K units, the signals are gone.

  I am using Prorealtime V12 provided by  IG. I am pretty sure that V11 did not have this issue.

  Anybody knows the answer?

  Thnx in advance!

   

   

  

  DeathMetal

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  02/16/2024 at 7:59 PM #228310
  robertogozzi

  I mostly backtest strategies using 200K bars and I never experienced any issues like yours.

   

  

  robertogozzi

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  02/16/2024 at 8:33 PM #228312
  DeathMetal

  Could it be, that Prorealtime is squizing the amount of data, because it is a free application in IG (When you trade a lot)

  But also the indicator is gone. See pictures

  

  DeathMetal

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  02/16/2024 at 8:34 PM #228314
  DeathMetal

  Missing a picture

  

  DeathMetal

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  02/16/2024 at 8:45 PM #228316
  GraHal

  I’ve had what you show in your screenshots and I’ve thought … what the xxxx!!??

  Run the backtest again and it sorts itself out.

  

  GraHal

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  02/16/2024 at 8:49 PM #228317
  DeathMetal

  The results are the same,  I know that the screener is limited by 256 candles, It could be that for backtest the amount for candles is 256 from the first available bar. (looks  like it)

  

  DeathMetal

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  02/16/2024 at 9:13 PM #228318
  GraHal

  Send in a Technical Report by going (on the PRT Platform)  Help > Technical Report > Automatic Trading.

  Include a link to this Topic as below … then your screenshots can form part of your Tech Report.

  https://www.prorealcode.com/topic/backtesting-does-not-work-which-a-great-amount-of-time-units/#post-228301

  

  GraHal

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  02/16/2024 at 9:22 PM #228319
  DeathMetal

  Ok, I will do that. Thanks!

  BTW, what was your conclusion when you saw it by yourself?

   

  

  DeathMetal

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  02/16/2024 at 9:45 PM #228320
  GraHal

  I experience so much weird stuff using PRT so generally I just find a work-around. I don’t find out ‘why’ as it becomes so time consuming.

  Above is bad really … we should all be submitting Technical Reports else PRT never get to know of the problems.  Thank You for your Tech Report submission.

  If I think it’s not me / ‘user error’ I do submit Tech Reports.  That’s why I responded above so you would know it’s not just you in this instance as it can feel like one is ‘losing it’! 🙁

  

  GraHal

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  02/17/2024 at 10:34 AM #228326
  DeathMetal

  Thanks again

  

  DeathMetal

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  02/17/2024 at 10:51 AM #228330
  GraHal

  I don’t think many on here backtest at 1k and 5k bars … hence maybe why nobody else has shouted up they get the same weirdness.

  I do 90% of optimising backtests on 10k bars, rest on 5k and 1k and even 100 bars in 1 Hour Timeframes … try anything once or twice or thrice …! 🙂

  So when you get the blank equity curve on 5k bars, do a backtest on 10k bars … does the equity curve and positions then appear?  This is what I recall myself doing.

  When next it happens to me I will investigate further and report back.

  1 user thanked author for this post.

  DeathMetal

  

  GraHal

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  02/17/2024 at 1:21 PM #228340
  GraHal

  Similar just happened …

  1.   Opened an Algo on M12 (1K bars) … equity curve and positions showed etc.

  2.   Algo should run on M15, so I selected M15 (1k bars) and then blank, no equity curve, no positions.

  3.   Switched back to M12 (1k bars), equity curve and positions showed.

  4.   Switched back to M15 (1k bars), equity curve and positions now showing (but it wasnt at 2. above).

  All above, points 1. to 4. , bars left at 1k bars.

  5.  Selected 5k bars (still on M15) … no equity curve and no positions!!

  6. Selected 10k bars (still on M15) equity curve and positions show!!!

  7.  Select 5k bars again (still on M15) … no equity curve and no positions!!!!!

  Wish I’d done a video now, but I didn’t think it was all going to happen as above … so clear cut and definite etc.

  

  GraHal

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  02/17/2024 at 4:14 PM #228348
  JS

  Hi GraHal,

  I have tried the step-by-step plan and in all cases I get to see everything…
  (PRT+IB)

  

  JS

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  02/17/2024 at 4:58 PM #228349
  GraHal

  JS wrote:

  I have tried the step-by-step plan

  As in exact same TF and number of bars etc as detailed in 1 to 7 in my post?

  

  GraHal

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  02/17/2024 at 5:05 PM #228350
  JS

  Yes, exactly the same… (TF+Bars)

  Everything just showing… (Report, positions, Equity curve, etc.)

  

  JS

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