Vertical bar on equity curve?

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  • #163070 quote
    OboeOpt
    Participant
    Veteran

    What does it mean as I get black vertical bars on the end of my Equity curves? They don´t line up horisontally (time axle) between different algos. Some are far right and others earlier in time.

    #163072 quote
    Vonasi
    Moderator
    Master

    It shows when an algo has been stopped. Either manually or due to an error.

    #163073 quote
    GraHal
    Participant
    Master

    Check your backtest end dates.

    #163075 quote
    OboeOpt
    Participant
    Veteran

    So if the bar is all the way to the right, where data ends, there is nothing wrong? But if it`s earlier there is a problem?

    (This a workspace where all the backtest are ran as I choose that template, so I haven´t chosen to test between dates)

    #163076 quote
    GraHal
    Participant
    Master

    But if it`s earlier there is a problem?

    Maybe not a problem as such … did you check if backtest end date is saying anything other than … Real Time data?

    I’ve had a few with an actual date as end date and I hadn’t selected that date / any date either!

    #163081 quote
    Vonasi
    Moderator
    Master

    Is it?

    • ‘backtest’ – a one off run through of a strategy on historical data.
    • ‘running live backtest’ – a backtest that you have left running on a chart so it includes historical data trades as well as live forward tested trades on live data after the initial historical test.
    • ‘live demo test’ – a strategy that you have set running in your auto trading window on the demo trading platform.
    • ‘live real strategy’ – a strategy that you have set running in your auto trading window on the real live trading platform.

     

    A screen shot or two might also be helpful.

    #163093 quote
    Nicolas
    Keymaster
    Master

    Yes, please add a screenshot in your next message 😉

    #163125 quote
    OboeOpt
    Participant
    Veteran

    ‘backtest’ – a one off run through of a strategy on historical data.

    All three algos manage to test 1M bars back in time but then does this.

    bar3.jpg bar3.jpg
    #163128 quote
    Nicolas
    Keymaster
    Master

    To me, this is the end of your backtest period that you have defined in your “Time Period”.

    #163129 quote
    Vonasi
    Moderator
    Master

    Your image does not show which instrument, or time frame you are trading on.

    Is there anything in the code that would make the strategy QUIT?

    Perhaps if you provided the code others could test on the same instrument and time frame and see if they can work out what is happening and why.

    #163132 quote
    GraHal
    Participant
    Master

    did you check if backtest end date is saying anything other than … Real Time data?

    You have not answered yet?

    #163211 quote
    GraHal
    Participant
    Master

    I see now that we cannot perform a normal backtest and then leave the Algo running in real time to execute new trades in real time after the end of normal backtest.

    Even though I have set Time Period End: Real Time data … I still get a vertical line and no more trades real time appear unless I refresh the backtest. The vertical line then appears at the point the backtest ends (refresh to repeat).

    #163214 quote
    Vonasi
    Moderator
    Master

    So you are saying that these lines indicate where the back test ended. New candles do not result in any new trades unless the backtest is run again.

    I thought that in v10.3 if we left a back test on a chart it continued trading on new data. Has that changed in v11? I will need to test something!

    #163218 quote
    Vonasi
    Moderator
    Master

    I just did a test on a 1 minute chart. I back tested a strategy and left it running. No vertical line was drawn and it continued trading and opened a new trade after the initial back test had finished. So that it different to what you are saying GraHal unless I misunderstood you.

    #163231 quote
    GraHal
    Participant
    Master

    So that it different to what you are saying GraHal unless I misunderstood you.

    No you did not misunderstand what I said, but it appears you get different results than I was getting only 90 mins ago.

    I will re-backtest and report back.

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Vertical bar on equity curve?


Platform Support: Charts, Data & Broker Setup

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OboeOpt @oboeopt Participant
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This topic contains 28 replies,
has 4 voices, and was last updated by Vonasi
4 years, 11 months ago.

Topic Details
Forum: Platform Support: Charts, Data & Broker Setup
Language: English
Started: 03/03/2021
Status: Active
Attachments: 7 files
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