No or incorrect display of drawdown in V12

Forums ProRealTime English forum ProRealTime platform support No or incorrect display of drawdown in V12

Viewing 15 posts - 46 through 60 (of 109 total)
  • #230807

    But phoentzs, you don’t tell what you do to get that initial report (which report wrong 90% of times). I told you what I do … (clicking on one of the Optimization Result lines).

    #230809

    What they do often leads to a wrong report for me too. Or when you restart a backtest in an empty chart. So you select a system from the selection menu and then start it. It is often the same when I have a system with over 10k units open and then want to see 200k units… It’s like magic, so much has gone wrong in V11.

    #230814

    Maybe the remark is superfluous, but :

    Never ever let PRT automatically come up with a backtest result after restarting the platform. This is asking for trouble. This means : always and always ditch the backtest from the chart (the line in the top of the chart) prior to saving and exit.

    Also, never ever allow for more than one TF asked for in the same chart without FIRST again removing the old backtest from (the line in the top) of the chart.

    or similarly :

    Never EVER allow more results in the Optimization Results of several timeframes; It might look like it works, but it messes all up all over (watch what happens to your originating chart when you click lines of different TF results – I can’t even explain).

    I think this all could be about proper behavior. But how to explain it. The other day I tried to explain to my son what all to avoid and do; he is even PRT experienced but not with V12. He gave up on me on that explanations. There is just too many do’s and don’ts (read : bugs). ProRealTime should have a wake up call on this. Hence : the more experienced may be able to deal with this by intuition, but the slightly less experienced rather throw their monitor through the window (glass) first. … I am serious …

     

     so much has gone wrong in V11.

    In ? … Since ? … In V12 ? …

     

    #230815

    I meant in V12…
    If I had the time… I would probably act manually… there are so many things in data analysis where I’m not sure whether everything is done correctly.

    1 user thanked author for this post.
    #230818

    It is in the IG account in both live and demo. For example, I start a system on a chart and… 90% of the time the report is wrong. Then I press detailed report in the already opened system… this display is then correct. The same thing happens when optimizing. I actually only use SP500 and NASDAQ, if that helps. The time unit doesn’t matter at all. From 1 minute to daily the effect is the same.

    Just to reaffirm, this is exactly what I am referring to, it is an IG account but I am using Spot Gold, 5 sec and 1 min timeframes. So referring to phoentz notes, the timeframe and instrument make no difference. It happens both when optimising and also when running an existing system in a chart. I start a system (or click on a row in the Optimizer), it takes a second or a few seconds to load depending on the number of units in the chart, then, when the equity curve and positions show, a Detailed Report automatically opens. It is this report that is often showing the double counting. If you then go to the menu to the top left of the equity curve, click the option to generate a Detailed Report, it will regenerate the Report that previously opened but with the right stats. OK, so there is a workaround when you notice it has happened, but that presupposes you have a good idea what the results should be so will notice the error. If you’re logging backtest results of multiple systems on a regular basis the potential for errors is too great, so I have to regenerate the report for each system as a matter of course before I log the results. It is hugely timewasting.

    The percentage of times it happens varies a lot. Sometimes it happens very often and sometimes less so. I can see no correlation that would explain there being a difference e.g. when markets are open / closed, seems to make no difference.

    1 user thanked author for this post.
    #230834

    When the results show double (the gain etc.), do the orders also show double in the OrderList tab of the Detailed Report ?

    #230835

    And can it be so that you have two backtests applied on the same chart ? (if so, that is what I mentioned as asking for trouble)

    #230851

    It can happen when I run just one systems on a chart or several. And I am doing nothing different to the same results-logging process I have done for a couple of years or more. This issue is a recent thing.

    When the results show double (the gain etc.), do the orders also show double in the OrderList tab of the Detailed Report ?

    I just ran a few backtests to recreate the problem so I could check this. The orders and closed trades are correct either way. E.g. the backtest I just ran showed 2x the correct gain, with 40 individual orders and 20 individual closed trades. I clicked to regenerate the Detailed Report and the gain showed correctly, still with 40 individual orders and 20 individual closed trades.

    #230872

    @Batty are you with v11.1? If so it is possible that this version still have issues for detailed reports.

    #230877
    Wim

    Hello @Nicolas. I do not know which version @Batty is using. I am on version 12 with IG, and I frequently encounter this double-the-trades-issue when backtesting (on live account). Numerous times during the Easter weekend.

    #230878

    @Nicolas …. I’m using V12, as is I believe @phoentzs who has been posting on the same issue in this thread, but in different timeframes and using different instruments to the ones I use.

    #230880

    OK! Please! create now a report in the platform and mention this thread so we can work on this issue.

    #230898

    I have done so, with a summary of the problem and a reference to this thread.

    1 user thanked author for this post.
    #230910
    Wim

    I sent in a report too, but I forgot to mention this thread, oops. Luckily there’s Batty watching over us.

    1 user thanked author for this post.
    #230913

    @Wim … The more info they have to work on the better and they should be reading this thread, so will hoepfully see your comment.  The case reference that IG Chart Support gave me is : 0013938 … so if they email you and refer to a new case with a different number, maybe you could reply and refer them to the 0013938 case number, so they know for sure it’s all part of the same case 🙂

    1 user thanked author for this post.
    avatar Wim
Viewing 15 posts - 46 through 60 (of 109 total)

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