WARNING! IG Backtests are currently wrong!

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  • #21205 quote
    Nicolas
    Keymaster
    Master

    @derek

    You’re welcome. You can only edit your posts during 5 minutes. If you already sent a report to prorealtime or IG, you should get an answer soon (hopefully). I’ll try to get clues of what could be the problem on my side.

    As Noobywan mentioned it, did you change something about the weekend data in the options?

    #21208 quote
    Derek
    Participant
    Veteran

    Thank you for the valuable input Noobywan.

    In order to make this 100% clear: The backtest results are using “24 hour 7 days a week” data and the actual live trading will do the same?

    #21210 quote
    Derek
    Participant
    Veteran

    I turned on the weekend data and found the backtest result to be correct.

    As far as I understand this means: Any changes made to the trading hours and the weekend data cannot be traded with Proorder, because Proorder always uses the “standard” timeframe concerning trading hours and trading days.

    There should be some kind of information about this when running a backtest.

    #21255 quote
    JC_Bywan
    Moderator
    Master

    I agree, even if there might be programming obstacles or good reasons we are not aware of for running backtests without taking into account our option choice for weekend data (implying here “even if they would never change this”), there should be at least a word of warning next to the box choice for weekend data saying it applies only to probuilder.

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WARNING! IG Backtests are currently wrong!


ProRealTime platform support

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Derek @derek Participant
Summary

This topic contains 18 replies,
has 5 voices, and was last updated by JC_Bywan
9 years ago.

Topic Details
Forum: ProRealTime platform support
Language: English
Started: 01/14/2017
Status: Active
Attachments: No files
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