Warnings and Failed Date Ranges in Backtest

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  • #28500 quote
    Bard
    Participant
    Master

    I am getting a lot of failed attempts when I change date ranges since using the new V10.3 Backtest date ranges window? Please see screenshot.

    Is anyone else getting this? The solution seems to be to changing the dates to something else and then back to the desired range.

    date-1.png date-1.png
    #28682 quote
    Bard
    Participant
    Master

    I’m also seeing this warning when a strategy is open in the background (and being used an daily chart) but I go to change the number of units on a completely different chart (10 min chart)?

    #28684 quote
    Nicolas
    Keymaster
    Master

    When this warning window appear, I always close the Probacktest window and open it again with the desired chart for backtest.

    #28693 quote
    dreif123
    Participant
    Average
    DEFPARAM CumulateOrders = False //
    defparam flatbefore=090500
    defparam flatafter=173000
    
    MyRSI = RSI[14](close)
    MyBollingerDown = Bollingerdown[25] (close)
    myBollingerUp= bollingerup[25] (close)
    IF MyRSI <30 AND close < MyBollingerDown then
    buy 1 CONTRACT AT MARKET
    endif
    MyRSI >70  AND close >mybollingerup then
    sell 1 contract at market

    hi Nicolas, one short question… proreal shows syntax mistake   on >70  , what do i have to change? thx

    #28711 quote
    Bard
    Participant
    Master

    I would but I’m getting this every session, plus it takes a while to load up the 8 charts two with 5 MESA indicators. Strange though as I never had this issue with v10.2?

    #28712 quote
    GraHal
    Participant
    Master

    Hi Dref … you’re missing an IF and Endif … see below.

    However you’ve hijacked Bard’s Thread so best not to reply (raise your own Thread?)

    Cheers
    GraHal

    IF MyRSI <30 AND close < MyBollingerDown then
    buy 1 CONTRACT AT MARKET
    endif
    
    If MyRSI >70  AND close >mybollingerup then
    sell 1 contract at market
    Endif
    Bard thanked this post
    #29819 quote
    Bard
    Participant
    Master

    I just got the date range warning when changing a Dow chart from 10,000 units to 200 units? What is causing this? Never had this with v10.2 !

    Screen-Shot-2017-03-25-at-13.27.09.png Screen-Shot-2017-03-25-at-13.27.09.png
    #34937 quote
    Bard
    Participant
    Master

    Hi Nicolas,

    Do you know if it is possible to get a permanent code fix on the continuing date range issues in V10.3?

    I did try your suggestion and closed PRT and relaunched it today. It makes no difference and makes backtesting difficult. (Note: These errors were rare in V10.2 and easily resolved by changing date parameters and then going back to the original range choice).

    Thanks
    Bard

    date-range-error.png date-range-error.png date-range.png date-range.png date-range3.png date-range3.png
    #148319 quote
    Kovit
    Participant
    Senior

    Hi all I also get this error message whenever I try to backtest on a specific date range. Is there a particular sequence or workaround for this? Currently I only back test on units for the 1 minute time frame then have to manually scroll back to the date that I wish to look at which isn’t ideal. Thanks in advance.

    #148479 quote
    Nicolas
    Keymaster
    Master

    It can happen when you try to backtest a time range period which is not displayed in your chart. The quick work around is to display the maximum units possible for your trading account type (max is 100.000 bars with IG v10.3) or to close the chart and your code and re-open them again and restart the process to get the right backtest period.

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Warnings and Failed Date Ranges in Backtest


Platform Support: Charts, Data & Broker Setup

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Bard @brad Participant
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This topic contains 9 replies,
has 5 voices, and was last updated by Nicolas
5 years, 3 months ago.

Topic Details
Forum: Platform Support: Charts, Data & Broker Setup
Language: English
Started: 03/14/2017
Status: Active
Attachments: 5 files
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