All of a sudden my strategies that worked fine for many months are completely thrown off by cumulating orders in a way they never did before? Is there a way to find out whether something changed in the logic of the backtest engine of v10.3
Mmm maybe this is a good case for each of us saving a Reference Backtest for future checking such as this?
Use one of your Systems that you have posted a pic of equity curve on here and then run again from and to the same dates … you should get the same curve and results – number of Trades, Gain to Loss ratio etc??
Okay, so I can with the utmost certainty say something drastically have changed in the ProBacktest Engine within the last 48 to 36Hours. Strategies all of a sudden take at least 2 to 3 times longer to load than they used to with completely different results and some doesn’t even load at all! In other words, they are unable to open trades where before they worked fine.
Clearly, something has changed!
Unfortunately, I do not have a very recent before and after screenshot to show but attached is one of the strategies that clearly shows a completely different result over the overlapping time period. It’s exactly the same code both imported from a backup made on 24-Feb.
First set of results start on 14 Dec 17 and the 2nd set stats on 28 Dec 17.
You might think … so what, but it can make a difference ongoing.
Set both to start on same day and time and then let’s see what you get please?
Obviously that isn’t possible as the original backtest start date was based on the maximum history date. The strategy does not use variable logic so different start dates wouldn’t make a difference in the overlapping period. Also like I said all my strategies are affected and some are not even opening orders.
Are we talking demo or live platform?
original backtest start date was based on the maximum history date.
Could you not start them both on 28 Dec 17 … dates and times are selectable in the Backtest settings. Or run both for 1 full year?
Just ideas to get an equal comparison in order to get to the bottom of the Issue.
I cannot go back in time and change the before scenario or screenshot. I took the before screenshot on the 24th of April and the after one today. Like I said before two days ago all my strategies still looked fine. My suspicion is that something like for example the countofposition function or MTF is no longer operating as it should. Will do some tests tomorrow to try and narrow down the problem.
Could you not start them both on 28 Dec 17
It came to me in the night … of course they would both look the same if you did above! Apologies for my daft suggestion! 🙂
I will try and find an old screen shot of one of my Systems and do a comparison and let you know.
