Backtesting of Market Place Trading Systems not really possible ?
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I am a bit baffled about this, although it could be so that I missed announcements, did not read the small print well, missed crucial clues otherwise or missed many PRC topics about this …
Let’s say I was asked to test a Trading System from the Market Place for someone. “Backtest it and let me know !”.
EhhAfter obtaining the Trading System, installing the License and copying the System so it could be changed, I changed one of the variables in there into an Optimisation Parameter and let it iterate over 40 or so values.
The result you see below and this is certainly not what I would expect from normal behaviour; There is always one line of output only and I figured it presents the results of the last value (4 in this case) but always shows 1 as the used value (see the “S…” column). And anyway it does not show the 40 results which should show.
N.b.: This is just a variable in the main code meant to change (and that works out).I don’t like bugs much, but I do like to announce this as bug #397. Actually I don’t even dare to do that, because how-in-the-world is it possible that I run into this, while “thousands” of others before me should have ran into this and at least created a topic about it in here. But see my first line above (as a small disclaimer).
I can not imagine that this is related to anything @Nicolas does or omits or anything, and that it is just a PRT omission or bug indeed. But *if* there should be small print then it, well, should be written and announced so people can clearly read about it prior to obtaining the license !
And would this be the only thing to do for solution indeed, then nobody should ever obtain anything from the Market Place because what to do if it can’t even be properly backtested (meaning : optimised while the author intended that to be possible at your own choice).I like to emphasize that the instance involved in the creation of the System I tested, is not to be blamed. Read : there is no reason to believe that they knew about this and a normal Backtest would not unveil this culprit. Just the same I have no reason to believe that even Nicolas knows about this (but Nicolas, you will speak up I hope).
If this is to be worked out with examples and all (with Nicolas I assume) then I can be contacted by email. I mean, to protect the instance involved, the examples and all should not be worked out in this topic. Discussed, formal standpoints, (im)possibilities, Yes.
PS: If I can make a Technical Report of this, check the checkbox that my code can be opened by PRT engineers, which is not my code and which is protected by third party license, then I can do that. But I wonder whether this is technically possible (Nicolas ?).
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