Neither broker fees nor spread nor start or end dates of a backtest are saved !!

• 12/23/2020 at 9:25 PM #155039
  XORANDNOT

  When I enter broker fees and spread and start and end dates into the right hand window part of a backtest in v11, it looks like image 1.

  After the start of the backtest, all of these are forgotten (spread, broker fees, start and end date) and it looks like image 2   !!!

  It means that broker fees, spread and start and end dates will not be right when you run the backtest a second time or when you duplicate it ! And they can never be saved.

  Has really noone realized this since the days of the beta version ? Should be corrected as soon as possible, I think.

  I reported this to PRT for the start and end dates already and I will do so for spread and broker fees as well.

  It seems that everything in this part of the window is never saved, but always forgotten after the start of a backtest.

   

   

   

  

  XORANDNOT

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  12/23/2020 at 9:48 PM #155046
  Roger

  Same problems on my side on v11.1

  

  Roger

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  12/23/2020 at 11:00 PM #155059
  Vonasi

  I have noticed the same for start dates and this has been reported to PRT I believe. I have not noticed the same for spread which I always set in every strategy. I have not played with broker fees or end dates so cannot comment on these.

  Hopefully PRT are fixing all these back testing bugs soon (including incorrectly calculated drawdown and run up in the optimizing window and the equity curve not representing the results at all when accumulating positions and partial closure are used) but perhaps Christmas and a rather annoying pandemic will slow things a little on the bug fix front.

  A temporary fix is to enclose your code in a date conditioned IF THEN statement and to make a broker fee calculation within the code whenever a position is opened or closed and graph strategyprofit – broker fees when you are back testing.

  

  Vonasi

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  12/24/2020 at 9:18 AM #155096
  Monobrow

  Vonasi wrote:

  broker fee calculation

  Are you able to supply us some sample code for this please? Sounds very worrying as spreads really screw up backtesting results.

  

  Monobrow

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  12/24/2020 at 11:19 AM #155109
  TempusFugit

  Same problem for me with spreads in v11.1. The change in backtest dates happened to me already in the previous version ocasionally

  

  TempusFugit

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  12/24/2020 at 11:53 AM #155115
  Vonasi

  Here you go Monobrow:

  https://www.prorealcode.com/topic/more-accurate-equity-curve-with-overnight-fees-deducted/

  1 user thanked author for this post.

  Monobrow

  

  Vonasi

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