Vertical bar on equity curve?

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Viewing 15 posts - 1 through 15 (of 29 total)
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  • 03/03/2021 at 6:40 PM #163070
    OboeOpt

    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.

    03/03/2021 at 7:16 PM #163072
    Vonasi

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

    03/03/2021 at 7:17 PM #163073
    GraHal

    Check your backtest end dates.

    03/03/2021 at 8:02 PM #163075
    OboeOpt

    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)

    03/03/2021 at 8:15 PM #163076
    GraHal
    OboeOpt wrote:

    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!

    03/03/2021 at 10:50 PM #163081
    Vonasi

    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.

    03/04/2021 at 9:10 AM #163093
    Nicolas

    Yes, please add a screenshot in your next message 😉

    03/04/2021 at 1:44 PM #163125
    OboeOpt
    Vonasi wrote:

    ‘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.

    03/04/2021 at 2:01 PM #163128
    Nicolas

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

    03/04/2021 at 2:02 PM #163129
    Vonasi

    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.

     

    03/04/2021 at 2:42 PM #163132
    GraHal
    GraHal wrote:

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

    You have not answered yet?

     

    03/05/2021 at 4:39 PM #163211
    GraHal

    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).

    03/05/2021 at 4:55 PM #163214
    Vonasi

    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!

     

    03/05/2021 at 5:16 PM #163218
    Vonasi

    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.

    03/05/2021 at 7:17 PM #163231
    GraHal
    Vonasi wrote:

    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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