changes since 11/28?

Created at 03 Dec 2013, 07:22
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Balena

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Joined 17.12.2012

changes since 11/28?
03 Dec 2013, 07:22

Hi,

 

I have backtest results that are different from 11/28 vs today using the exact same code... what changes were made?

-Balena

@Balena
Replies

Spotware
03 Dec 2013, 10:40

There is a problem with Timezones because of daylight saving time switch; summer bars have one-hour shift now. We will fix this soon.
This can generate different results if the strategy uses time filter or something like this.

 

@Spotware

Balena
03 Dec 2013, 14:35

I tested on data from November 2013...

so I'm not sure that is the only issue...

have you changed how the ticks are processed at the open?

@Balena

Spotware
03 Dec 2013, 14:46

Tick generation algorithm was not changed. There are two major improvements: New trading API (in fact it also affected old API) and ability to use data from CSV (it could affect trend bars). We can investigate the issue, but we need more details: how exactly your strategy works, what's the difference between old and new results, etc...

@Spotware

Balena
03 Dec 2013, 15:39

You should be able to see the difference from 11/28 vs today very easily with my algo... 

What email should I send my code to?

@Balena

Spotware
03 Dec 2013, 16:50

Please send it to engage@spotware.com

@Spotware

Balena
06 Dec 2013, 23:45

I think there is a bug introduced with the api change... either that or a design change that has change how Symbol.Bid & Symbol.Ask is called, returned, or calculated... something is different

@Balena

Balena
17 Dec 2013, 06:56

look at 12/16/13

compare demo account backtesting to live account backtesting... the opening price action is different

-Balena

@Balena

Balena
17 Dec 2013, 22:47

hello?

@Balena

Spotware
18 Dec 2013, 09:47

Please see the reply to your email. 

@Spotware
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