Backtesting tick-data differs from optimization tick-data

Created at 28 Dec 2016, 15:27
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meistereumann

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Joined 08.07.2016

Backtesting tick-data differs from optimization tick-data
28 Dec 2016, 15:27

Hello,

i am running into some issues while optimizing my algorithm with cAlgo and could need some help..

If i backtest my algo on tick-data 01.01.2016 - 25.12.2016 on 30min Timeframe its working perfectly with good results, BUT if i run optimization with the same parameters as i had in backtesting, same tick-data, same timeframe, everything the same, i get totally different results.

Can anyone explain what could be wrong here?!^^

I already cleared the backtesting cache folder to ensure my history data is not corrupt, didn't help..

I wonder how backtesting data differs from optimization data or processing?!

@meistereumann
Replies

andi21
28 Dec 2016, 19:35

Hello meistereumann, please see my thread at: /forum/suggestions/11031 Perhaps you can write a comment to push the suggestion. Best regards, Andi21
@andi21
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