Backtesting of Market Place Trading Systems not really possible ?

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  • #198168 Report

    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 !”.
    Ehh

    After 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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    #198178 Report

    This is not a bug and backtest of strategies from the marketplace are indeed and obviously possible. They are exactly the same than any other codes, it is just the way you install them that differs.

    Your “issue” seems related to a specific variables test or directly caused by the way the code is handling that value. I can’t be sure because I dont know which strategy you are talking about. Did you contact directly the vendor and ask him why?

    #198180 Report

    Your “issue” seems related to a specific variables test or directly caused by the way the code is handling that value.

    Hi Nicolas,

    I am not from yesterday, and no, I did not contact the vendor as he has nothing to do with this. Plus I don’t like to waste time too much.

     

    This is not a bug

    So that is your statement without knowing what it is about ?
    Then it is a bug. 🙂

    Please contact me so I can the most easily show you. It is up to you if you want to do that. It is up to me to apologise in this topic if I appear  to be wrong.
    Thanks !

     

    #198181 Report

    There is always one line of output only

    Which button are you starting the optimiser from … attached PSt 1 or PSt 2?

     

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    #198184 Report

    #2

    #198197 Report

    It may be worth asking axmichi what PRT said / did about the bug they found at the end of 44 posts between myself and axmichi … I’d love to know also!? 🙂

    Axmichi was doing walk forward, but he kept getting a single result each and every time  … sounds very similar to what you describe?

    https://www.prorealcode.com/topic/walk-forward-frage/

    Use the translator near top of the page on the link above  and hey presto all text will turn into English! 🙂

    #198272 Report

    https://www.prorealcode.com/topic/walk-forward-frage/

    Hey GraHal, FYI and FWIW, as far as I can see he is working with PRT-IB.

     

    Axmichi was doing walk forward, but he kept getting a single result each and every time  … sounds very similar to what you describe?

    Sounds similar, but the origin is not the same (plus it is not about WF at all).


    I find it amazing (and scoffing) that some people (you, me) do their stinking best to help people prevent from drowning, while others just lay it aside explicitly and don’t even ask for more information. And so this is now by design (see attachment).
    I will put this system to the Market Place, sell it for 100 euros for a life time license, and people will …

    Lose everything.
    But don’t file complaints to me, because I warned for this. All I can do from my side is refund the 100 euros because I sold something which was deceiving and I knew about it.

    I sent this to PRT Support, so they can see how their software is used and how belittling leads to the best Trading Systems (to lose money) ever.

     

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    #198404 Report

    So have you tried to backtest on 3 Trading Systems from MarketPlace?

    I think 3 of anything is doing a fair test?

     

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