Larger test intervall, less trades?!

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Viewing 3 posts - 1 through 3 (of 3 total)
  • #36288

    I have another very strange problem. I am debugging a strategy right now and to have it faster i only backtest 1 week when some trades occured to see if all goes as it is suppossed to. Now i thought i test a little longer period (2 weeks) and see how the program behaves. So i tested the same week as before and also the week before that. Now sudddenly the program doesnt take any trades at all! Not in the week i backtested before and not in the week before either.

    How can this happen? The program should take the same trades for the second week and maybe some more in the first week but no trade at all?

    Concrete: If i test for example 6th march 2017 until 31st march the strategy takes 6 trades but do i test 1st march until 31st march i get zero trades. So adding the first week of march to the testintervall not only gives no extra trades but the program says no trades at all!!

    #36309

    You really are getting the sort of madness that I get from time to time!?

    Not got a vertical black line anywhere have you indicating that you blew your equity account early in March??

    #36376

    Is it the same code? sure? Preload bars ok?

    If the day the strategy start is not the same, I’m not surprised the orders lists is not the same, even on the same week than your previous backtest. It depends mainly of how the variables are initiated and the code is read.. Difficult to say much more to help without your code 🙂

Viewing 3 posts - 1 through 3 (of 3 total)

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