Back Testing MA Discrepancies - Specific to Latest Update

Created at 14 Oct 2014, 00:39
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clydeboo

Joined 21.07.2014

Back Testing MA Discrepancies - Specific to Latest Update
14 Oct 2014, 00:39


For me, since the latest update back testing has become impossible and further bot development rendered impractical.

Moving average rendering in back testing is significantly flawed.
Proof: Using any sample cbot create a simple moving average. Then create a Linear Regression Forecast using the simple MA as the data source. Back test any length of time you wish and in the display screen recreate the two moving averages...discrepancy.

This seems to be prevalent with all the moving averages BUT only when using the data source "Tick data from Server (accurate)". If you use "m1 bars from Server (open prices)" the rendering seems identical and correct.

"Tick data from Server (accurate)" is the only data source within back testing that produces accurate exit and entries that match live trading...without selecting this data source back testing fails to react to take profit and stop loss requests

Example:
October 8, 2014 EURUSD UTC+0 1 hour bars
Bar open at 5:00...short on open for TP 10 pips
The very next bar at 6:00 has the required 10 pips but is only exited for a profit using back testing data source "Tick data from Server (accurate)". Using "m1 bars from Server (open prices)" fails to recognize the successful trade and leaves the position open until stop loss.

Using any data source other then "Tick data from Server (accurate)" is unacceptable. The situation is further degraded because this back testing data source is limited to only 9 months of data.

The latest update has corrupted the back testing environment...please fix it.

 


@clydeboo