Vertical bar on equity curve?

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Viewing 14 posts - 16 through 29 (of 29 total)
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  • 03/05/2021 at 7:21 PM #163232
    GraHal

    Yes still the same for me, vertical line etc … see attached.

    03/05/2021 at 7:32 PM #163236
    GraHal

    Aha … with variables fixed in the code I get NO vertical line (upper equity curve on attached).

    With variables fixed, but still in the Optimiser I DO get a vertical line (lower curve on attached)

    Both equity curves are the same code / strategy.

    03/05/2021 at 7:46 PM #163238
    GraHal

    With variables not fixed, but enabled as min max and step in the optimiser … gives no vertical line … see attached.

    03/05/2021 at 10:19 PM #163251
    Vonasi

    Seems like you should have been a bug detector or a detective GraHal!

    The strategy I tested had no variables and no optimising (it was simply buy on red and sell on green) so that agrees with your theory.

    So using the optimiser results in a line and no further trades which kind of makes sense. We were optimising on a data sample and now we have new data so that would need a new optimising run…. but then if we add steps into the optimiser it gives no vertical stop line which makes no sense. Can you confirm that it continues to open trades after the line or not?

    It would be good if OboeOpt could tell us whether he had optimising with or without steps or no optimising at all in the strategies that showed vertical lines.

     

    03/06/2021 at 11:18 AM #163288
    GraHal
    Vonasi wrote:

    Can you confirm that it continues to open trades after the line or not?

    No trades were opened to the right of the line when the Algo was left running in realtime.

    When I refreshed the Algo  (yesterday when market was open) new trades appeared to the right of where the old line had been before refresh. 

    03/06/2021 at 1:21 PM #163291
    Vonasi
    GraHal wrote:

    new trades appeared to the right of where the old line had been before refresh.

    So the line had disappeared?

    03/06/2021 at 4:01 PM #163311
    GraHal
    Vonasi wrote:

    So the line had disappeared?

    No, the line appeared again … at the end of the period corresposding to the end of the backtest.

    A recent new trade had been executed to the left of the new line but to the right of where the old / previous line had been located / positioned.

    03/06/2021 at 4:27 PM #163313
    OboeOpt

    Tanks for all the answers!

    GraHal wrote:

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

    -They all say “End: 2021-mar-08” and the current time. (now the markets are closed, and it´s the sixth)

    -The one on top has variables fixed, but still in the Optimiser. The other two has only fixed numbers. It´s a template that runs the backtests every time I open it.

    -The vertical bars are still in the same Place as the Picture I uploaded earlier.

    -I have had problems with these algos when trying to go live, both division by zero and to small amount of preloadbars. So I wondered if there was more information to obtain about these problems from the vertical bars.

    03/06/2021 at 4:47 PM #163315
    OboeOpt

    If I Close the Equity curves and run them again all the vertical bars are at the far right.

    03/06/2021 at 4:56 PM #163316
    GraHal
    OboeOpt wrote:

    They all say “End: 2021-mar-08” and the current time. (

    That is weird because my date format shows as attached image 1.

    Also I can’t select any date beyond / further in the future than current date / time (unlike you who are showing 8 Mar 21 … monday coming / in the future.

    03/06/2021 at 4:58 PM #163318
    GraHal
    OboeOpt wrote:

    If I Close the Equity curves and run them again all the vertical bars are at the far right.

    Try selecting End : RealTime data and tell us what you see re vertical lines.

    03/06/2021 at 4:59 PM #163319
    OboeOpt
    GraHal wrote:

    … monday coming / in the future.

    My PRT terminal seems to be able to look into the future so it can maximize the losses…

    03/06/2021 at 10:00 PM #163324
    GraHal

    Well do the right thing by us all and get your crystal ball Platform to tell us the winning trades for Monday 8 March, then we can all buy yachts like Vonasi!! 🙂

    03/06/2021 at 10:01 PM #163325
    Vonasi
    GraHal wrote:

    then we can all buy yachts like Vonasi!!

    …or houses like GraHal! 🙂

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