Discrepancy between graph and trades during back-testing
Discrepancy between graph and trades during back-testing
25 May 2013, 12:11
Hi there,
I'm noticing a very strange thing: my backtesting results for my EA suddenly changed from very positive to very negative over the exact same time period, currency and exact same source code. This happens on EURUSD 15 min. I am noticing that my trades appear to take place in mid air, OUTSIDE the high/low range of the candles.
It also seems to me that the backtest data for EURUSD (15min) must have changed somehow, because I don't see how it can be possible that my EA backtesting results can change from 1500 pips up to 3000 pips down, with zero change to the source code, parameters, timeframe or anything else?
I have tried deleting the symbol data files, to force cAlgo platform to download them again, but still the problem persists. I have also uninstalled and reinstalled cAlgo.
Screenshot of one example (of many) of a "mid-air" trade. This trade takes place in the OnBar() function, and when I print out the Symbol.Ask value, it is completely different to the value on the graph.
Any ideas?
Thanks!
Replies
cAlgo_Development
28 May 2013, 09:21
Thank you for the feedback. We will change backtesting options window to avoid such misunderstandings.
@cAlgo_Development
algoforce
03 Nov 2013, 14:00
( Updated at: 21 Dec 2023, 09:20 )
RE:
heinw said:
Seems like it had something to do with the spread configuration setting. Backtesting results are back to normal now.
Trade Label ZY3m opened at 116.646 while the candle High is marked on the chart at 116.482 , a spread difference of 16 pips. How to fix?
@algoforce
heinw
26 May 2013, 18:50 ( Updated at: 21 Dec 2023, 09:20 )
Is anyone else getting these strange results during backtesting?
To me it seems as if there is a bug in the FXPro platform, because I am noticing these trades hanging "in the air" from Friday 24 May 11pm CAT. Before then everything looked fine.
Here is another screenshot:
@heinw