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Issue with ProBackTest: gives different results on same algorithm and conditions

Nono1981 · 2021-03-17T11:57:17+00:00

Hello all, I have an issue with ProBackTest. I developped a couple of algorithms and tested them last week, each one of them multiple times, on different days, and always had exactly the same result. I tested them starting Aug 19, 2019 at 01:00 and until March 10, 2021 at 12:00, always with the same starting amount, always with the tick by tick on, and the same spread. Yesterday I backtested the exactly same programs, with exactly the same dates, spread, amount and tick by tick. And the result was extremely different e.g. for one of them my gains were divided by (roughly) 4, the percentage of winning trades dropped from 77% to 41%, percentage of time in the market dropped from 62% to 57%… I rebacktested again this morning, and have the same result as yesterday (very different from the original one). Does anyone have an idea of why the same algorithm under the same conditions would give very different results in ProBackTest? Thanks you very much if you can help me! Best regards, Bruno

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ProOrder: Automated Strategies & Backtesting
Issue with ProBackTest: gives different results on same algorithm and conditions

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04/01/2021 at 6:34 AM #165903 quote

bullbear
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I actually have exactly the same problem as you but on Nasdaq instead.

Exactly the same code as before which gives a completely different result now compared to a week ago.

What I did was change from UTC +1 to UTC + 2.

Then when I changed back I do not get the same result anymore as I had before I changed UTC.
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Issue with ProBackTest: gives different results on same algorithm and conditions

ProOrder: Automated Strategies & Backtesting

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Nono1981 @nono1981 Participant

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This topic contains 15 replies,
has 4 voices, and was last updated by bullbear
5 years, 5 months ago.

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Forum:	ProOrder: Automated Strategies & Backtesting
Language:	English
Started:	03/17/2021
Status:	Active
Attachments:	No files

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Issue with ProBackTest: gives different results on same algorithm and conditions

Stuck on this ProBuilder code?

Issue with ProBackTest: gives different results on same algorithm and conditions ProOrder: Automated Strategies & Backtesting

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Issue with ProBackTest: gives different results on same algorithm and conditions

ProOrder: Automated Strategies & Backtesting